CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8699 |
0.0042 |
0.5% |
0.8700 |
| High |
0.8709 |
0.8720 |
0.0012 |
0.1% |
0.8743 |
| Low |
0.8641 |
0.8676 |
0.0035 |
0.4% |
0.8640 |
| Close |
0.8707 |
0.8709 |
0.0002 |
0.0% |
0.8653 |
| Range |
0.0068 |
0.0045 |
-0.0023 |
-34.1% |
0.0103 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
131,453 |
114,953 |
-16,500 |
-12.6% |
588,378 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8835 |
0.8816 |
0.8733 |
|
| R3 |
0.8790 |
0.8772 |
0.8721 |
|
| R2 |
0.8746 |
0.8746 |
0.8717 |
|
| R1 |
0.8727 |
0.8727 |
0.8713 |
0.8737 |
| PP |
0.8701 |
0.8701 |
0.8701 |
0.8706 |
| S1 |
0.8683 |
0.8683 |
0.8704 |
0.8692 |
| S2 |
0.8657 |
0.8657 |
0.8700 |
|
| S3 |
0.8612 |
0.8638 |
0.8696 |
|
| S4 |
0.8568 |
0.8594 |
0.8684 |
|
|
| 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% |
0.0056 |
0.6% |
67% |
False |
False |
134,648 |
| 10 |
0.8743 |
0.8632 |
0.0111 |
1.3% |
0.0050 |
0.6% |
69% |
False |
False |
122,191 |
| 20 |
0.8765 |
0.8596 |
0.0170 |
1.9% |
0.0052 |
0.6% |
67% |
False |
False |
111,689 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0053 |
0.6% |
51% |
False |
False |
109,939 |
| 60 |
0.8894 |
0.8596 |
0.0299 |
3.4% |
0.0049 |
0.6% |
38% |
False |
False |
96,343 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
37% |
False |
False |
72,566 |
| 100 |
0.8989 |
0.8596 |
0.0393 |
4.5% |
0.0050 |
0.6% |
29% |
False |
False |
58,074 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0049 |
0.6% |
19% |
False |
False |
48,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8909 |
|
2.618 |
0.8837 |
|
1.618 |
0.8792 |
|
1.000 |
0.8765 |
|
0.618 |
0.8748 |
|
HIGH |
0.8720 |
|
0.618 |
0.8703 |
|
0.500 |
0.8698 |
|
0.382 |
0.8692 |
|
LOW |
0.8676 |
|
0.618 |
0.8648 |
|
1.000 |
0.8631 |
|
1.618 |
0.8603 |
|
2.618 |
0.8559 |
|
4.250 |
0.8486 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8699 |
| PP |
0.8701 |
0.8690 |
| S1 |
0.8698 |
0.8680 |
|