CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8649 |
0.8663 |
0.0014 |
0.2% |
0.8678 |
| High |
0.8671 |
0.8710 |
0.0039 |
0.4% |
0.8705 |
| Low |
0.8638 |
0.8657 |
0.0019 |
0.2% |
0.8596 |
| Close |
0.8667 |
0.8707 |
0.0040 |
0.5% |
0.8680 |
| Range |
0.0033 |
0.0053 |
0.0020 |
61.5% |
0.0109 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79,701 |
135,273 |
55,572 |
69.7% |
517,438 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8849 |
0.8830 |
0.8735 |
|
| R3 |
0.8796 |
0.8778 |
0.8721 |
|
| R2 |
0.8744 |
0.8744 |
0.8716 |
|
| R1 |
0.8725 |
0.8725 |
0.8711 |
0.8734 |
| PP |
0.8691 |
0.8691 |
0.8691 |
0.8696 |
| S1 |
0.8673 |
0.8673 |
0.8702 |
0.8682 |
| S2 |
0.8639 |
0.8639 |
0.8697 |
|
| S3 |
0.8586 |
0.8620 |
0.8692 |
|
| S4 |
0.8534 |
0.8568 |
0.8678 |
|
|
| 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 |
0.8710 |
0.8611 |
0.0099 |
1.1% |
0.0055 |
0.6% |
97% |
True |
False |
111,454 |
| 10 |
0.8715 |
0.8596 |
0.0120 |
1.4% |
0.0050 |
0.6% |
93% |
False |
False |
105,141 |
| 20 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0051 |
0.6% |
50% |
False |
False |
105,761 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0048 |
0.6% |
50% |
False |
False |
97,429 |
| 60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
37% |
False |
False |
81,315 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
37% |
False |
False |
61,085 |
| 100 |
0.9035 |
0.8596 |
0.0439 |
5.0% |
0.0049 |
0.6% |
25% |
False |
False |
48,879 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0048 |
0.5% |
19% |
False |
False |
40,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8933 |
|
2.618 |
0.8847 |
|
1.618 |
0.8794 |
|
1.000 |
0.8762 |
|
0.618 |
0.8742 |
|
HIGH |
0.8710 |
|
0.618 |
0.8689 |
|
0.500 |
0.8683 |
|
0.382 |
0.8677 |
|
LOW |
0.8657 |
|
0.618 |
0.8625 |
|
1.000 |
0.8605 |
|
1.618 |
0.8572 |
|
2.618 |
0.8520 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8699 |
0.8695 |
| PP |
0.8691 |
0.8683 |
| S1 |
0.8683 |
0.8671 |
|