CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8662 |
0.8658 |
-0.0004 |
0.0% |
0.8678 |
| High |
0.8698 |
0.8678 |
-0.0020 |
-0.2% |
0.8705 |
| Low |
0.8642 |
0.8632 |
-0.0010 |
-0.1% |
0.8596 |
| Close |
0.8649 |
0.8650 |
0.0002 |
0.0% |
0.8680 |
| Range |
0.0056 |
0.0047 |
-0.0010 |
-17.0% |
0.0109 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
128,344 |
87,171 |
-41,173 |
-32.1% |
517,438 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8793 |
0.8768 |
0.8676 |
|
| R3 |
0.8746 |
0.8721 |
0.8663 |
|
| R2 |
0.8700 |
0.8700 |
0.8659 |
|
| R1 |
0.8675 |
0.8675 |
0.8654 |
0.8664 |
| PP |
0.8653 |
0.8653 |
0.8653 |
0.8648 |
| S1 |
0.8628 |
0.8628 |
0.8646 |
0.8618 |
| S2 |
0.8607 |
0.8607 |
0.8641 |
|
| S3 |
0.8560 |
0.8582 |
0.8637 |
|
| S4 |
0.8514 |
0.8535 |
0.8624 |
|
|
| 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% |
53% |
False |
False |
116,596 |
| 10 |
0.8765 |
0.8596 |
0.0170 |
2.0% |
0.0052 |
0.6% |
32% |
False |
False |
100,899 |
| 20 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0051 |
0.6% |
25% |
False |
False |
104,337 |
| 40 |
0.8832 |
0.8596 |
0.0236 |
2.7% |
0.0048 |
0.6% |
23% |
False |
False |
95,959 |
| 60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0053 |
0.6% |
18% |
False |
False |
77,785 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
18% |
False |
False |
58,399 |
| 100 |
0.9077 |
0.8596 |
0.0482 |
5.6% |
0.0049 |
0.6% |
11% |
False |
False |
46,730 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0047 |
0.5% |
9% |
False |
False |
38,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8876 |
|
2.618 |
0.8800 |
|
1.618 |
0.8753 |
|
1.000 |
0.8725 |
|
0.618 |
0.8707 |
|
HIGH |
0.8678 |
|
0.618 |
0.8660 |
|
0.500 |
0.8655 |
|
0.382 |
0.8649 |
|
LOW |
0.8632 |
|
0.618 |
0.8603 |
|
1.000 |
0.8585 |
|
1.618 |
0.8556 |
|
2.618 |
0.8510 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8655 |
0.8654 |
| PP |
0.8653 |
0.8653 |
| S1 |
0.8652 |
0.8651 |
|