CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8702 |
0.8700 |
-0.0002 |
0.0% |
0.8662 |
| High |
0.8714 |
0.8736 |
0.0022 |
0.3% |
0.8714 |
| Low |
0.8675 |
0.8679 |
0.0004 |
0.0% |
0.8632 |
| Close |
0.8691 |
0.8692 |
0.0001 |
0.0% |
0.8691 |
| Range |
0.0039 |
0.0057 |
0.0019 |
48.1% |
0.0082 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
1.0% |
0.0000 |
| Volume |
84,984 |
161,542 |
76,558 |
90.1% |
515,473 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8873 |
0.8839 |
0.8723 |
|
| R3 |
0.8816 |
0.8782 |
0.8707 |
|
| R2 |
0.8759 |
0.8759 |
0.8702 |
|
| R1 |
0.8725 |
0.8725 |
0.8697 |
0.8714 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8696 |
| S1 |
0.8668 |
0.8668 |
0.8686 |
0.8657 |
| S2 |
0.8645 |
0.8645 |
0.8681 |
|
| S3 |
0.8588 |
0.8611 |
0.8676 |
|
| S4 |
0.8531 |
0.8554 |
0.8660 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8925 |
0.8890 |
0.8736 |
|
| R3 |
0.8843 |
0.8808 |
0.8714 |
|
| R2 |
0.8761 |
0.8761 |
0.8706 |
|
| R1 |
0.8726 |
0.8726 |
0.8699 |
0.8743 |
| PP |
0.8679 |
0.8679 |
0.8679 |
0.8687 |
| S1 |
0.8644 |
0.8644 |
0.8683 |
0.8661 |
| S2 |
0.8597 |
0.8597 |
0.8676 |
|
| S3 |
0.8515 |
0.8562 |
0.8668 |
|
| S4 |
0.8433 |
0.8480 |
0.8646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8736 |
0.8632 |
0.0104 |
1.2% |
0.0045 |
0.5% |
58% |
True |
False |
109,734 |
| 10 |
0.8736 |
0.8596 |
0.0140 |
1.6% |
0.0051 |
0.6% |
69% |
True |
False |
112,449 |
| 20 |
0.8801 |
0.8596 |
0.0206 |
2.4% |
0.0052 |
0.6% |
47% |
False |
False |
106,131 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0049 |
0.6% |
43% |
False |
False |
100,489 |
| 60 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
32% |
False |
False |
85,412 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
32% |
False |
False |
64,165 |
| 100 |
0.9035 |
0.8596 |
0.0439 |
5.1% |
0.0049 |
0.6% |
22% |
False |
False |
51,343 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0048 |
0.6% |
16% |
False |
False |
42,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8978 |
|
2.618 |
0.8885 |
|
1.618 |
0.8828 |
|
1.000 |
0.8793 |
|
0.618 |
0.8771 |
|
HIGH |
0.8736 |
|
0.618 |
0.8714 |
|
0.500 |
0.8707 |
|
0.382 |
0.8700 |
|
LOW |
0.8679 |
|
0.618 |
0.8643 |
|
1.000 |
0.8622 |
|
1.618 |
0.8586 |
|
2.618 |
0.8529 |
|
4.250 |
0.8436 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8707 |
0.8696 |
| PP |
0.8702 |
0.8695 |
| S1 |
0.8697 |
0.8693 |
|