CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8660 |
0.8657 |
-0.0004 |
0.0% |
0.8700 |
| High |
0.8686 |
0.8709 |
0.0023 |
0.3% |
0.8743 |
| Low |
0.8640 |
0.8641 |
0.0001 |
0.0% |
0.8640 |
| Close |
0.8653 |
0.8707 |
0.0055 |
0.6% |
0.8653 |
| Range |
0.0046 |
0.0068 |
0.0022 |
46.7% |
0.0103 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
120,252 |
131,453 |
11,201 |
9.3% |
588,378 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8865 |
0.8744 |
|
| R3 |
0.8821 |
0.8798 |
0.8726 |
|
| R2 |
0.8753 |
0.8753 |
0.8719 |
|
| R1 |
0.8730 |
0.8730 |
0.8713 |
0.8742 |
| PP |
0.8686 |
0.8686 |
0.8686 |
0.8691 |
| S1 |
0.8663 |
0.8663 |
0.8701 |
0.8674 |
| S2 |
0.8618 |
0.8618 |
0.8695 |
|
| S3 |
0.8551 |
0.8595 |
0.8688 |
|
| S4 |
0.8483 |
0.8528 |
0.8670 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8986 |
0.8922 |
0.8709 |
|
| R3 |
0.8883 |
0.8819 |
0.8681 |
|
| R2 |
0.8781 |
0.8781 |
0.8671 |
|
| R1 |
0.8717 |
0.8717 |
0.8662 |
0.8698 |
| PP |
0.8678 |
0.8678 |
0.8678 |
0.8669 |
| S1 |
0.8614 |
0.8614 |
0.8643 |
0.8595 |
| S2 |
0.8576 |
0.8576 |
0.8634 |
|
| S3 |
0.8473 |
0.8512 |
0.8624 |
|
| S4 |
0.8371 |
0.8409 |
0.8596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8743 |
0.8640 |
0.0103 |
1.2% |
0.0058 |
0.7% |
65% |
False |
False |
143,966 |
| 10 |
0.8743 |
0.8632 |
0.0111 |
1.3% |
0.0052 |
0.6% |
68% |
False |
False |
123,530 |
| 20 |
0.8765 |
0.8596 |
0.0170 |
1.9% |
0.0052 |
0.6% |
66% |
False |
False |
110,926 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0052 |
0.6% |
50% |
False |
False |
108,078 |
| 60 |
0.8894 |
0.8596 |
0.0299 |
3.4% |
0.0049 |
0.6% |
37% |
False |
False |
94,510 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
37% |
False |
False |
71,130 |
| 100 |
0.8998 |
0.8596 |
0.0402 |
4.6% |
0.0050 |
0.6% |
28% |
False |
False |
56,925 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0049 |
0.6% |
19% |
False |
False |
47,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8995 |
|
2.618 |
0.8885 |
|
1.618 |
0.8818 |
|
1.000 |
0.8776 |
|
0.618 |
0.8750 |
|
HIGH |
0.8709 |
|
0.618 |
0.8683 |
|
0.500 |
0.8675 |
|
0.382 |
0.8667 |
|
LOW |
0.8641 |
|
0.618 |
0.8599 |
|
1.000 |
0.8574 |
|
1.618 |
0.8532 |
|
2.618 |
0.8464 |
|
4.250 |
0.8354 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8696 |
0.8702 |
| PP |
0.8686 |
0.8697 |
| S1 |
0.8675 |
0.8691 |
|