CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8705 |
0.8672 |
-0.0033 |
-0.4% |
0.8657 |
| High |
0.8712 |
0.8675 |
-0.0037 |
-0.4% |
0.8732 |
| Low |
0.8660 |
0.8636 |
-0.0024 |
-0.3% |
0.8635 |
| Close |
0.8674 |
0.8640 |
-0.0034 |
-0.4% |
0.8715 |
| Range |
0.0052 |
0.0039 |
-0.0013 |
-24.3% |
0.0097 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
127,026 |
147,308 |
20,282 |
16.0% |
588,783 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8767 |
0.8743 |
0.8661 |
|
| R3 |
0.8728 |
0.8704 |
0.8651 |
|
| R2 |
0.8689 |
0.8689 |
0.8647 |
|
| R1 |
0.8665 |
0.8665 |
0.8644 |
0.8658 |
| PP |
0.8650 |
0.8650 |
0.8650 |
0.8647 |
| S1 |
0.8626 |
0.8626 |
0.8636 |
0.8619 |
| S2 |
0.8611 |
0.8611 |
0.8633 |
|
| S3 |
0.8572 |
0.8587 |
0.8629 |
|
| S4 |
0.8533 |
0.8548 |
0.8619 |
|
|
| 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% |
0.0055 |
0.6% |
5% |
False |
False |
123,342 |
| 10 |
0.8743 |
0.8635 |
0.0108 |
1.2% |
0.0055 |
0.6% |
5% |
False |
False |
128,995 |
| 20 |
0.8743 |
0.8596 |
0.0147 |
1.7% |
0.0053 |
0.6% |
30% |
False |
False |
120,722 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0053 |
0.6% |
20% |
False |
False |
113,101 |
| 60 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
18% |
False |
False |
101,702 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
15% |
False |
False |
80,252 |
| 100 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
15% |
False |
False |
64,238 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0050 |
0.6% |
8% |
False |
False |
53,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8841 |
|
2.618 |
0.8777 |
|
1.618 |
0.8738 |
|
1.000 |
0.8714 |
|
0.618 |
0.8699 |
|
HIGH |
0.8675 |
|
0.618 |
0.8660 |
|
0.500 |
0.8656 |
|
0.382 |
0.8651 |
|
LOW |
0.8636 |
|
0.618 |
0.8612 |
|
1.000 |
0.8597 |
|
1.618 |
0.8573 |
|
2.618 |
0.8534 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8656 |
0.8684 |
| PP |
0.8650 |
0.8669 |
| S1 |
0.8645 |
0.8655 |
|