CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8699 |
0.8705 |
0.0007 |
0.1% |
0.8700 |
| High |
0.8720 |
0.8713 |
-0.0008 |
-0.1% |
0.8743 |
| Low |
0.8676 |
0.8643 |
-0.0033 |
-0.4% |
0.8640 |
| Close |
0.8709 |
0.8653 |
-0.0056 |
-0.6% |
0.8653 |
| Range |
0.0045 |
0.0070 |
0.0025 |
56.2% |
0.0103 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.4% |
0.0000 |
| Volume |
114,953 |
115,664 |
711 |
0.6% |
588,378 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8878 |
0.8835 |
0.8691 |
|
| R3 |
0.8808 |
0.8765 |
0.8672 |
|
| R2 |
0.8739 |
0.8739 |
0.8665 |
|
| R1 |
0.8696 |
0.8696 |
0.8659 |
0.8683 |
| PP |
0.8669 |
0.8669 |
0.8669 |
0.8663 |
| S1 |
0.8626 |
0.8626 |
0.8646 |
0.8613 |
| S2 |
0.8600 |
0.8600 |
0.8640 |
|
| S3 |
0.8530 |
0.8557 |
0.8633 |
|
| S4 |
0.8461 |
0.8487 |
0.8614 |
|
|
| 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% |
0.0065 |
0.8% |
12% |
False |
False |
144,802 |
| 10 |
0.8743 |
0.8638 |
0.0105 |
1.2% |
0.0053 |
0.6% |
14% |
False |
False |
125,040 |
| 20 |
0.8765 |
0.8596 |
0.0170 |
2.0% |
0.0053 |
0.6% |
34% |
False |
False |
112,970 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0054 |
0.6% |
26% |
False |
False |
110,840 |
| 60 |
0.8873 |
0.8596 |
0.0277 |
3.2% |
0.0048 |
0.6% |
21% |
False |
False |
98,105 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
19% |
False |
False |
74,005 |
| 100 |
0.8953 |
0.8596 |
0.0358 |
4.1% |
0.0050 |
0.6% |
16% |
False |
False |
59,230 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0049 |
0.6% |
10% |
False |
False |
49,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9008 |
|
2.618 |
0.8894 |
|
1.618 |
0.8825 |
|
1.000 |
0.8782 |
|
0.618 |
0.8755 |
|
HIGH |
0.8713 |
|
0.618 |
0.8686 |
|
0.500 |
0.8678 |
|
0.382 |
0.8670 |
|
LOW |
0.8643 |
|
0.618 |
0.8600 |
|
1.000 |
0.8574 |
|
1.618 |
0.8531 |
|
2.618 |
0.8461 |
|
4.250 |
0.8348 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8678 |
0.8681 |
| PP |
0.8669 |
0.8671 |
| S1 |
0.8661 |
0.8662 |
|