CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 16-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.8658 |
0.8649 |
-0.0010 |
-0.1% |
0.8678 |
High |
0.8678 |
0.8671 |
-0.0008 |
-0.1% |
0.8705 |
Low |
0.8632 |
0.8638 |
0.0007 |
0.1% |
0.8596 |
Close |
0.8650 |
0.8667 |
0.0017 |
0.2% |
0.8680 |
Range |
0.0047 |
0.0033 |
-0.0014 |
-30.1% |
0.0109 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
87,171 |
79,701 |
-7,470 |
-8.6% |
517,438 |
|
Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8756 |
0.8744 |
0.8685 |
|
R3 |
0.8724 |
0.8712 |
0.8676 |
|
R2 |
0.8691 |
0.8691 |
0.8673 |
|
R1 |
0.8679 |
0.8679 |
0.8670 |
0.8685 |
PP |
0.8659 |
0.8659 |
0.8659 |
0.8662 |
S1 |
0.8647 |
0.8647 |
0.8664 |
0.8653 |
S2 |
0.8626 |
0.8626 |
0.8661 |
|
S3 |
0.8594 |
0.8614 |
0.8658 |
|
S4 |
0.8561 |
0.8582 |
0.8649 |
|
|
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% |
70% |
False |
False |
118,627 |
10 |
0.8750 |
0.8596 |
0.0154 |
1.8% |
0.0050 |
0.6% |
46% |
False |
False |
100,689 |
20 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0050 |
0.6% |
32% |
False |
False |
103,740 |
40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0048 |
0.6% |
32% |
False |
False |
95,965 |
60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
24% |
False |
False |
79,075 |
80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
24% |
False |
False |
59,395 |
100 |
0.9062 |
0.8596 |
0.0466 |
5.4% |
0.0049 |
0.6% |
15% |
False |
False |
47,526 |
120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0048 |
0.5% |
12% |
False |
False |
39,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8809 |
2.618 |
0.8756 |
1.618 |
0.8723 |
1.000 |
0.8703 |
0.618 |
0.8691 |
HIGH |
0.8671 |
0.618 |
0.8658 |
0.500 |
0.8654 |
0.382 |
0.8650 |
LOW |
0.8638 |
0.618 |
0.8618 |
1.000 |
0.8606 |
1.618 |
0.8585 |
2.618 |
0.8553 |
4.250 |
0.8500 |
|
|
Fisher Pivots for day following 16-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8663 |
0.8666 |
PP |
0.8659 |
0.8665 |
S1 |
0.8654 |
0.8665 |
|