CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8705 |
0.8658 |
-0.0048 |
-0.5% |
0.8700 |
| High |
0.8713 |
0.8668 |
-0.0045 |
-0.5% |
0.8743 |
| Low |
0.8643 |
0.8635 |
-0.0008 |
-0.1% |
0.8640 |
| Close |
0.8653 |
0.8664 |
0.0012 |
0.1% |
0.8653 |
| Range |
0.0070 |
0.0033 |
-0.0037 |
-53.2% |
0.0103 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
115,664 |
81,895 |
-33,769 |
-29.2% |
588,378 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8753 |
0.8741 |
0.8682 |
|
| R3 |
0.8721 |
0.8709 |
0.8673 |
|
| R2 |
0.8688 |
0.8688 |
0.8670 |
|
| R1 |
0.8676 |
0.8676 |
0.8667 |
0.8682 |
| PP |
0.8656 |
0.8656 |
0.8656 |
0.8659 |
| S1 |
0.8644 |
0.8644 |
0.8661 |
0.8650 |
| S2 |
0.8623 |
0.8623 |
0.8658 |
|
| S3 |
0.8591 |
0.8611 |
0.8655 |
|
| S4 |
0.8558 |
0.8579 |
0.8646 |
|
|
| 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 |
0.8720 |
0.8635 |
0.0085 |
1.0% |
0.0052 |
0.6% |
34% |
False |
True |
112,843 |
| 10 |
0.8743 |
0.8635 |
0.0108 |
1.2% |
0.0053 |
0.6% |
27% |
False |
True |
125,260 |
| 20 |
0.8750 |
0.8596 |
0.0154 |
1.8% |
0.0052 |
0.6% |
44% |
False |
False |
112,974 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0052 |
0.6% |
31% |
False |
False |
109,996 |
| 60 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0048 |
0.6% |
27% |
False |
False |
99,000 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
23% |
False |
False |
75,021 |
| 100 |
0.8912 |
0.8596 |
0.0316 |
3.6% |
0.0050 |
0.6% |
22% |
False |
False |
60,048 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0049 |
0.6% |
12% |
False |
False |
50,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8806 |
|
2.618 |
0.8753 |
|
1.618 |
0.8720 |
|
1.000 |
0.8700 |
|
0.618 |
0.8688 |
|
HIGH |
0.8668 |
|
0.618 |
0.8655 |
|
0.500 |
0.8651 |
|
0.382 |
0.8647 |
|
LOW |
0.8635 |
|
0.618 |
0.8615 |
|
1.000 |
0.8603 |
|
1.618 |
0.8582 |
|
2.618 |
0.8550 |
|
4.250 |
0.8497 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8660 |
0.8678 |
| PP |
0.8656 |
0.8673 |
| S1 |
0.8651 |
0.8669 |
|