CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8621 |
0.8662 |
0.0041 |
0.5% |
0.8678 |
| High |
0.8697 |
0.8698 |
0.0001 |
0.0% |
0.8705 |
| Low |
0.8611 |
0.8642 |
0.0031 |
0.4% |
0.8596 |
| Close |
0.8680 |
0.8649 |
-0.0031 |
-0.4% |
0.8680 |
| Range |
0.0087 |
0.0056 |
-0.0031 |
-35.3% |
0.0109 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
126,785 |
128,344 |
1,559 |
1.2% |
517,438 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8796 |
0.8679 |
|
| R3 |
0.8775 |
0.8740 |
0.8664 |
|
| R2 |
0.8719 |
0.8719 |
0.8659 |
|
| R1 |
0.8684 |
0.8684 |
0.8654 |
0.8673 |
| PP |
0.8663 |
0.8663 |
0.8663 |
0.8657 |
| S1 |
0.8628 |
0.8628 |
0.8643 |
0.8617 |
| S2 |
0.8607 |
0.8607 |
0.8638 |
|
| S3 |
0.8551 |
0.8572 |
0.8633 |
|
| S4 |
0.8495 |
0.8516 |
0.8618 |
|
|
| 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 |
0.8698 |
0.8596 |
0.0102 |
1.2% |
0.0058 |
0.7% |
52% |
True |
False |
115,163 |
| 10 |
0.8765 |
0.8596 |
0.0170 |
2.0% |
0.0053 |
0.6% |
31% |
False |
False |
101,188 |
| 20 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0052 |
0.6% |
24% |
False |
False |
108,094 |
| 40 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
21% |
False |
False |
96,141 |
| 60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0053 |
0.6% |
17% |
False |
False |
76,337 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
17% |
False |
False |
57,311 |
| 100 |
0.9127 |
0.8596 |
0.0531 |
6.1% |
0.0049 |
0.6% |
10% |
False |
False |
45,859 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0047 |
0.5% |
9% |
False |
False |
38,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8936 |
|
2.618 |
0.8844 |
|
1.618 |
0.8788 |
|
1.000 |
0.8754 |
|
0.618 |
0.8732 |
|
HIGH |
0.8698 |
|
0.618 |
0.8676 |
|
0.500 |
0.8670 |
|
0.382 |
0.8663 |
|
LOW |
0.8642 |
|
0.618 |
0.8607 |
|
1.000 |
0.8586 |
|
1.618 |
0.8551 |
|
2.618 |
0.8495 |
|
4.250 |
0.8404 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8670 |
0.8648 |
| PP |
0.8663 |
0.8647 |
| S1 |
0.8656 |
0.8647 |
|