CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8666 |
0.8687 |
0.0021 |
0.2% |
0.8694 |
| High |
0.8688 |
0.8726 |
0.0039 |
0.4% |
0.8718 |
| Low |
0.8660 |
0.8678 |
0.0018 |
0.2% |
0.8617 |
| Close |
0.8686 |
0.8725 |
0.0039 |
0.4% |
0.8700 |
| Range |
0.0028 |
0.0049 |
0.0021 |
76.4% |
0.0101 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.8% |
0.0000 |
| Volume |
384 |
548 |
164 |
42.7% |
2,536 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8839 |
0.8752 |
|
| R3 |
0.8807 |
0.8790 |
0.8738 |
|
| R2 |
0.8758 |
0.8758 |
0.8734 |
|
| R1 |
0.8742 |
0.8742 |
0.8729 |
0.8750 |
| PP |
0.8710 |
0.8710 |
0.8710 |
0.8714 |
| S1 |
0.8693 |
0.8693 |
0.8721 |
0.8701 |
| S2 |
0.8661 |
0.8661 |
0.8716 |
|
| S3 |
0.8613 |
0.8645 |
0.8712 |
|
| S4 |
0.8564 |
0.8596 |
0.8698 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8940 |
0.8755 |
|
| R3 |
0.8879 |
0.8840 |
0.8727 |
|
| R2 |
0.8779 |
0.8779 |
0.8718 |
|
| R1 |
0.8739 |
0.8739 |
0.8709 |
0.8759 |
| PP |
0.8678 |
0.8678 |
0.8678 |
0.8688 |
| S1 |
0.8639 |
0.8639 |
0.8690 |
0.8658 |
| S2 |
0.8578 |
0.8578 |
0.8681 |
|
| S3 |
0.8477 |
0.8538 |
0.8672 |
|
| S4 |
0.8377 |
0.8438 |
0.8644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8726 |
0.8632 |
0.0095 |
1.1% |
0.0050 |
0.6% |
99% |
True |
False |
348 |
| 10 |
0.8730 |
0.8617 |
0.0113 |
1.3% |
0.0044 |
0.5% |
96% |
False |
False |
426 |
| 20 |
0.8831 |
0.8617 |
0.0214 |
2.5% |
0.0042 |
0.5% |
50% |
False |
False |
233 |
| 40 |
0.8831 |
0.8612 |
0.0219 |
2.5% |
0.0038 |
0.4% |
52% |
False |
False |
187 |
| 60 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0037 |
0.4% |
39% |
False |
False |
137 |
| 80 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0032 |
0.4% |
39% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8932 |
|
2.618 |
0.8853 |
|
1.618 |
0.8804 |
|
1.000 |
0.8775 |
|
0.618 |
0.8756 |
|
HIGH |
0.8726 |
|
0.618 |
0.8707 |
|
0.500 |
0.8702 |
|
0.382 |
0.8696 |
|
LOW |
0.8678 |
|
0.618 |
0.8648 |
|
1.000 |
0.8629 |
|
1.618 |
0.8599 |
|
2.618 |
0.8551 |
|
4.250 |
0.8471 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8717 |
0.8713 |
| PP |
0.8710 |
0.8701 |
| S1 |
0.8702 |
0.8690 |
|