CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8672 |
0.8643 |
-0.0029 |
-0.3% |
0.8657 |
| High |
0.8675 |
0.8654 |
-0.0021 |
-0.2% |
0.8732 |
| Low |
0.8636 |
0.8625 |
-0.0012 |
-0.1% |
0.8635 |
| Close |
0.8640 |
0.8633 |
-0.0008 |
-0.1% |
0.8715 |
| Range |
0.0039 |
0.0030 |
-0.0010 |
-24.4% |
0.0097 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
147,308 |
141,576 |
-5,732 |
-3.9% |
588,783 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8726 |
0.8709 |
0.8649 |
|
| R3 |
0.8696 |
0.8679 |
0.8641 |
|
| R2 |
0.8667 |
0.8667 |
0.8638 |
|
| R1 |
0.8650 |
0.8650 |
0.8635 |
0.8643 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8634 |
| S1 |
0.8620 |
0.8620 |
0.8630 |
0.8614 |
| S2 |
0.8608 |
0.8608 |
0.8627 |
|
| S3 |
0.8578 |
0.8591 |
0.8624 |
|
| S4 |
0.8549 |
0.8561 |
0.8616 |
|
|
| 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 |
0.8625 |
0.0107 |
1.2% |
0.0047 |
0.5% |
7% |
False |
True |
128,524 |
| 10 |
0.8743 |
0.8625 |
0.0118 |
1.4% |
0.0056 |
0.6% |
7% |
False |
True |
136,663 |
| 20 |
0.8743 |
0.8596 |
0.0147 |
1.7% |
0.0053 |
0.6% |
25% |
False |
False |
123,800 |
| 40 |
0.8817 |
0.8596 |
0.0222 |
2.6% |
0.0053 |
0.6% |
17% |
False |
False |
114,580 |
| 60 |
0.8849 |
0.8596 |
0.0253 |
2.9% |
0.0049 |
0.6% |
15% |
False |
False |
102,405 |
| 80 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0052 |
0.6% |
12% |
False |
False |
82,020 |
| 100 |
0.8899 |
0.8596 |
0.0303 |
3.5% |
0.0051 |
0.6% |
12% |
False |
False |
65,653 |
| 120 |
0.9181 |
0.8596 |
0.0585 |
6.8% |
0.0049 |
0.6% |
6% |
False |
False |
54,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8779 |
|
2.618 |
0.8731 |
|
1.618 |
0.8702 |
|
1.000 |
0.8684 |
|
0.618 |
0.8672 |
|
HIGH |
0.8654 |
|
0.618 |
0.8643 |
|
0.500 |
0.8639 |
|
0.382 |
0.8636 |
|
LOW |
0.8625 |
|
0.618 |
0.8606 |
|
1.000 |
0.8595 |
|
1.618 |
0.8577 |
|
2.618 |
0.8547 |
|
4.250 |
0.8499 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8668 |
| PP |
0.8637 |
0.8656 |
| S1 |
0.8635 |
0.8644 |
|