CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8631 |
0.8612 |
-0.0020 |
-0.2% |
0.8705 |
High |
0.8635 |
0.8612 |
-0.0023 |
-0.3% |
0.8712 |
Low |
0.8606 |
0.8522 |
-0.0085 |
-1.0% |
0.8522 |
Close |
0.8614 |
0.8522 |
-0.0092 |
-1.1% |
0.8522 |
Range |
0.0029 |
0.0090 |
0.0062 |
215.8% |
0.0190 |
ATR |
0.0050 |
0.0053 |
0.0003 |
6.1% |
0.0000 |
Volume |
153,687 |
25,482 |
-128,205 |
-83.4% |
595,079 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8822 |
0.8762 |
0.8571 |
|
R3 |
0.8732 |
0.8672 |
0.8546 |
|
R2 |
0.8642 |
0.8642 |
0.8538 |
|
R1 |
0.8582 |
0.8582 |
0.8530 |
0.8567 |
PP |
0.8552 |
0.8552 |
0.8552 |
0.8544 |
S1 |
0.8492 |
0.8492 |
0.8513 |
0.8477 |
S2 |
0.8462 |
0.8462 |
0.8505 |
|
S3 |
0.8372 |
0.8402 |
0.8497 |
|
S4 |
0.8282 |
0.8312 |
0.8472 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9155 |
0.9028 |
0.8626 |
|
R3 |
0.8965 |
0.8838 |
0.8574 |
|
R2 |
0.8775 |
0.8775 |
0.8556 |
|
R1 |
0.8648 |
0.8648 |
0.8539 |
0.8617 |
PP |
0.8585 |
0.8585 |
0.8585 |
0.8569 |
S1 |
0.8458 |
0.8458 |
0.8504 |
0.8427 |
S2 |
0.8395 |
0.8395 |
0.8487 |
|
S3 |
0.8205 |
0.8268 |
0.8469 |
|
S4 |
0.8015 |
0.8078 |
0.8417 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8712 |
0.8522 |
0.0190 |
2.2% |
0.0048 |
0.6% |
0% |
False |
True |
119,015 |
10 |
0.8732 |
0.8522 |
0.0210 |
2.5% |
0.0053 |
0.6% |
0% |
False |
True |
118,386 |
20 |
0.8743 |
0.8522 |
0.0221 |
2.6% |
0.0053 |
0.6% |
0% |
False |
True |
120,724 |
40 |
0.8817 |
0.8522 |
0.0296 |
3.5% |
0.0052 |
0.6% |
0% |
False |
True |
114,110 |
60 |
0.8849 |
0.8522 |
0.0327 |
3.8% |
0.0050 |
0.6% |
0% |
False |
True |
103,077 |
80 |
0.8899 |
0.8522 |
0.0377 |
4.4% |
0.0053 |
0.6% |
0% |
False |
True |
84,255 |
100 |
0.8899 |
0.8522 |
0.0377 |
4.4% |
0.0051 |
0.6% |
0% |
False |
True |
67,444 |
120 |
0.9181 |
0.8522 |
0.0659 |
7.7% |
0.0050 |
0.6% |
0% |
False |
True |
56,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8994 |
2.618 |
0.8847 |
1.618 |
0.8757 |
1.000 |
0.8702 |
0.618 |
0.8667 |
HIGH |
0.8612 |
0.618 |
0.8577 |
0.500 |
0.8567 |
0.382 |
0.8556 |
LOW |
0.8522 |
0.618 |
0.8466 |
1.000 |
0.8432 |
1.618 |
0.8376 |
2.618 |
0.8286 |
4.250 |
0.8139 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8567 |
0.8588 |
PP |
0.8552 |
0.8566 |
S1 |
0.8537 |
0.8544 |
|