CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8658 |
0.8662 |
0.0005 |
0.1% |
0.8657 |
| High |
0.8668 |
0.8732 |
0.0064 |
0.7% |
0.8732 |
| Low |
0.8635 |
0.8650 |
0.0015 |
0.2% |
0.8635 |
| Close |
0.8664 |
0.8715 |
0.0051 |
0.6% |
0.8715 |
| Range |
0.0033 |
0.0082 |
0.0049 |
150.8% |
0.0097 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.1% |
0.0000 |
| Volume |
81,895 |
144,818 |
62,923 |
76.8% |
588,783 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8943 |
0.8910 |
0.8759 |
|
| R3 |
0.8862 |
0.8829 |
0.8737 |
|
| R2 |
0.8780 |
0.8780 |
0.8729 |
|
| R1 |
0.8747 |
0.8747 |
0.8722 |
0.8764 |
| PP |
0.8699 |
0.8699 |
0.8699 |
0.8707 |
| S1 |
0.8666 |
0.8666 |
0.8707 |
0.8682 |
| S2 |
0.8617 |
0.8617 |
0.8700 |
|
| S3 |
0.8536 |
0.8584 |
0.8692 |
|
| S4 |
0.8454 |
0.8503 |
0.8670 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8945 |
0.8768 |
|
| R3 |
0.8887 |
0.8849 |
0.8741 |
|
| R2 |
0.8790 |
0.8790 |
0.8732 |
|
| R1 |
0.8752 |
0.8752 |
0.8723 |
0.8771 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8703 |
| S1 |
0.8656 |
0.8656 |
0.8706 |
0.8675 |
| S2 |
0.8597 |
0.8597 |
0.8697 |
|
| S3 |
0.8501 |
0.8559 |
0.8688 |
|
| S4 |
0.8404 |
0.8463 |
0.8661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8732 |
0.8635 |
0.0097 |
1.1% |
0.0059 |
0.7% |
82% |
True |
False |
117,756 |
| 10 |
0.8743 |
0.8635 |
0.0108 |
1.2% |
0.0056 |
0.6% |
74% |
False |
False |
126,214 |
| 20 |
0.8743 |
0.8596 |
0.0147 |
1.7% |
0.0053 |
0.6% |
81% |
False |
False |
115,677 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.5% |
0.0053 |
0.6% |
54% |
False |
False |
111,126 |
| 60 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
47% |
False |
False |
100,378 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0053 |
0.6% |
39% |
False |
False |
76,830 |
| 100 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0050 |
0.6% |
39% |
False |
False |
61,495 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0050 |
0.6% |
20% |
False |
False |
51,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9078 |
|
2.618 |
0.8945 |
|
1.618 |
0.8863 |
|
1.000 |
0.8813 |
|
0.618 |
0.8782 |
|
HIGH |
0.8732 |
|
0.618 |
0.8700 |
|
0.500 |
0.8691 |
|
0.382 |
0.8681 |
|
LOW |
0.8650 |
|
0.618 |
0.8600 |
|
1.000 |
0.8569 |
|
1.618 |
0.8518 |
|
2.618 |
0.8437 |
|
4.250 |
0.8304 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8707 |
0.8704 |
| PP |
0.8699 |
0.8694 |
| S1 |
0.8691 |
0.8683 |
|