CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8662 |
0.8705 |
0.0043 |
0.5% |
0.8657 |
| High |
0.8732 |
0.8712 |
-0.0020 |
-0.2% |
0.8732 |
| Low |
0.8650 |
0.8660 |
0.0010 |
0.1% |
0.8635 |
| Close |
0.8715 |
0.8674 |
-0.0041 |
-0.5% |
0.8715 |
| Range |
0.0082 |
0.0052 |
-0.0030 |
-36.8% |
0.0097 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.1% |
0.0000 |
| Volume |
144,818 |
127,026 |
-17,792 |
-12.3% |
588,783 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8836 |
0.8806 |
0.8702 |
|
| R3 |
0.8785 |
0.8755 |
0.8688 |
|
| R2 |
0.8733 |
0.8733 |
0.8683 |
|
| R1 |
0.8703 |
0.8703 |
0.8678 |
0.8693 |
| PP |
0.8682 |
0.8682 |
0.8682 |
0.8676 |
| S1 |
0.8652 |
0.8652 |
0.8669 |
0.8641 |
| S2 |
0.8630 |
0.8630 |
0.8664 |
|
| S3 |
0.8579 |
0.8600 |
0.8659 |
|
| S4 |
0.8527 |
0.8549 |
0.8645 |
|
|
| 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% |
0.0056 |
0.6% |
40% |
False |
False |
116,871 |
| 10 |
0.8743 |
0.8635 |
0.0108 |
1.2% |
0.0057 |
0.7% |
36% |
False |
False |
130,418 |
| 20 |
0.8743 |
0.8596 |
0.0147 |
1.7% |
0.0053 |
0.6% |
53% |
False |
False |
116,854 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0054 |
0.6% |
35% |
False |
False |
111,821 |
| 60 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
31% |
False |
False |
101,212 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0053 |
0.6% |
26% |
False |
False |
78,415 |
| 100 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
26% |
False |
False |
62,765 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.7% |
0.0050 |
0.6% |
13% |
False |
False |
52,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8930 |
|
2.618 |
0.8846 |
|
1.618 |
0.8795 |
|
1.000 |
0.8763 |
|
0.618 |
0.8743 |
|
HIGH |
0.8712 |
|
0.618 |
0.8692 |
|
0.500 |
0.8686 |
|
0.382 |
0.8680 |
|
LOW |
0.8660 |
|
0.618 |
0.8628 |
|
1.000 |
0.8609 |
|
1.618 |
0.8577 |
|
2.618 |
0.8525 |
|
4.250 |
0.8441 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8686 |
0.8683 |
| PP |
0.8682 |
0.8680 |
| S1 |
0.8678 |
0.8677 |
|