CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8612 |
0.8521 |
-0.0091 |
-1.1% |
0.8705 |
| High |
0.8612 |
0.8523 |
-0.0089 |
-1.0% |
0.8712 |
| Low |
0.8522 |
0.8471 |
-0.0051 |
-0.6% |
0.8522 |
| Close |
0.8522 |
0.8476 |
-0.0046 |
-0.5% |
0.8522 |
| Range |
0.0090 |
0.0053 |
-0.0038 |
-41.7% |
0.0190 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
25,482 |
1,356 |
-24,126 |
-94.7% |
595,079 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8647 |
0.8614 |
0.8504 |
|
| R3 |
0.8595 |
0.8561 |
0.8490 |
|
| R2 |
0.8542 |
0.8542 |
0.8485 |
|
| R1 |
0.8509 |
0.8509 |
0.8480 |
0.8499 |
| PP |
0.8490 |
0.8490 |
0.8490 |
0.8485 |
| S1 |
0.8456 |
0.8456 |
0.8471 |
0.8447 |
| S2 |
0.8437 |
0.8437 |
0.8466 |
|
| S3 |
0.8385 |
0.8404 |
0.8461 |
|
| S4 |
0.8332 |
0.8351 |
0.8447 |
|
|
| 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 |
0.8675 |
0.8471 |
0.0205 |
2.4% |
0.0048 |
0.6% |
2% |
False |
True |
93,881 |
| 10 |
0.8732 |
0.8471 |
0.0261 |
3.1% |
0.0052 |
0.6% |
2% |
False |
True |
105,376 |
| 20 |
0.8743 |
0.8471 |
0.0272 |
3.2% |
0.0052 |
0.6% |
2% |
False |
True |
114,453 |
| 40 |
0.8817 |
0.8471 |
0.0347 |
4.1% |
0.0052 |
0.6% |
1% |
False |
True |
111,470 |
| 60 |
0.8849 |
0.8471 |
0.0378 |
4.5% |
0.0050 |
0.6% |
1% |
False |
True |
101,599 |
| 80 |
0.8899 |
0.8471 |
0.0428 |
5.0% |
0.0053 |
0.6% |
1% |
False |
True |
84,268 |
| 100 |
0.8899 |
0.8471 |
0.0428 |
5.0% |
0.0051 |
0.6% |
1% |
False |
True |
67,457 |
| 120 |
0.9181 |
0.8471 |
0.0710 |
8.4% |
0.0050 |
0.6% |
1% |
False |
True |
56,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8746 |
|
2.618 |
0.8660 |
|
1.618 |
0.8608 |
|
1.000 |
0.8576 |
|
0.618 |
0.8555 |
|
HIGH |
0.8523 |
|
0.618 |
0.8503 |
|
0.500 |
0.8497 |
|
0.382 |
0.8491 |
|
LOW |
0.8471 |
|
0.618 |
0.8438 |
|
1.000 |
0.8418 |
|
1.618 |
0.8386 |
|
2.618 |
0.8333 |
|
4.250 |
0.8247 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8497 |
0.8553 |
| PP |
0.8490 |
0.8527 |
| S1 |
0.8483 |
0.8501 |
|