CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8621 |
-0.0036 |
-0.4% |
0.8678 |
| High |
0.8662 |
0.8697 |
0.0036 |
0.4% |
0.8705 |
| Low |
0.8596 |
0.8611 |
0.0015 |
0.2% |
0.8596 |
| Close |
0.8631 |
0.8680 |
0.0049 |
0.6% |
0.8680 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.1% |
0.0109 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.2% |
0.0000 |
| Volume |
171,135 |
126,785 |
-44,350 |
-25.9% |
517,438 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8922 |
0.8887 |
0.8727 |
|
| R3 |
0.8835 |
0.8801 |
0.8703 |
|
| R2 |
0.8749 |
0.8749 |
0.8695 |
|
| R1 |
0.8714 |
0.8714 |
0.8687 |
0.8732 |
| PP |
0.8662 |
0.8662 |
0.8662 |
0.8671 |
| S1 |
0.8628 |
0.8628 |
0.8672 |
0.8645 |
| S2 |
0.8576 |
0.8576 |
0.8664 |
|
| S3 |
0.8489 |
0.8541 |
0.8656 |
|
| S4 |
0.8403 |
0.8455 |
0.8632 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8987 |
0.8942 |
0.8739 |
|
| R3 |
0.8878 |
0.8833 |
0.8709 |
|
| R2 |
0.8769 |
0.8769 |
0.8699 |
|
| R1 |
0.8724 |
0.8724 |
0.8689 |
0.8747 |
| PP |
0.8660 |
0.8660 |
0.8660 |
0.8671 |
| S1 |
0.8615 |
0.8615 |
0.8670 |
0.8638 |
| S2 |
0.8551 |
0.8551 |
0.8660 |
|
| S3 |
0.8442 |
0.8506 |
0.8650 |
|
| S4 |
0.8333 |
0.8397 |
0.8620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8705 |
0.8596 |
0.0109 |
1.3% |
0.0053 |
0.6% |
77% |
False |
False |
103,487 |
| 10 |
0.8765 |
0.8596 |
0.0170 |
2.0% |
0.0052 |
0.6% |
50% |
False |
False |
98,322 |
| 20 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0052 |
0.6% |
38% |
False |
False |
108,488 |
| 40 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
33% |
False |
False |
95,172 |
| 60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0053 |
0.6% |
28% |
False |
False |
74,207 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
28% |
False |
False |
55,708 |
| 100 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0049 |
0.6% |
14% |
False |
False |
44,576 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0047 |
0.5% |
14% |
False |
False |
37,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9065 |
|
2.618 |
0.8923 |
|
1.618 |
0.8837 |
|
1.000 |
0.8784 |
|
0.618 |
0.8750 |
|
HIGH |
0.8697 |
|
0.618 |
0.8664 |
|
0.500 |
0.8654 |
|
0.382 |
0.8644 |
|
LOW |
0.8611 |
|
0.618 |
0.8557 |
|
1.000 |
0.8524 |
|
1.618 |
0.8471 |
|
2.618 |
0.8384 |
|
4.250 |
0.8243 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8671 |
0.8668 |
| PP |
0.8662 |
0.8657 |
| S1 |
0.8654 |
0.8646 |
|