CME Japanese Yen Future June 2022
Trading Metrics calculated at close of trading on 03-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8729 |
0.8678 |
-0.0051 |
-0.6% |
0.8724 |
High |
0.8730 |
0.8687 |
-0.0043 |
-0.5% |
0.8759 |
Low |
0.8663 |
0.8654 |
-0.0010 |
-0.1% |
0.8659 |
Close |
0.8672 |
0.8683 |
0.0012 |
0.1% |
0.8672 |
Range |
0.0067 |
0.0034 |
-0.0033 |
-49.6% |
0.0100 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
4,050 |
10,499 |
6,449 |
159.2% |
8,203 |
|
Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8775 |
0.8763 |
0.8701 |
|
R3 |
0.8742 |
0.8729 |
0.8692 |
|
R2 |
0.8708 |
0.8708 |
0.8689 |
|
R1 |
0.8696 |
0.8696 |
0.8686 |
0.8702 |
PP |
0.8675 |
0.8675 |
0.8675 |
0.8678 |
S1 |
0.8662 |
0.8662 |
0.8680 |
0.8668 |
S2 |
0.8641 |
0.8641 |
0.8677 |
|
S3 |
0.8608 |
0.8629 |
0.8674 |
|
S4 |
0.8574 |
0.8595 |
0.8665 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8997 |
0.8934 |
0.8727 |
|
R3 |
0.8897 |
0.8834 |
0.8699 |
|
R2 |
0.8797 |
0.8797 |
0.8690 |
|
R1 |
0.8734 |
0.8734 |
0.8681 |
0.8715 |
PP |
0.8697 |
0.8697 |
0.8697 |
0.8687 |
S1 |
0.8634 |
0.8634 |
0.8662 |
0.8615 |
S2 |
0.8597 |
0.8597 |
0.8653 |
|
S3 |
0.8497 |
0.8534 |
0.8644 |
|
S4 |
0.8397 |
0.8434 |
0.8617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8740 |
0.8654 |
0.0086 |
1.0% |
0.0051 |
0.6% |
34% |
False |
True |
5,028 |
10 |
0.8759 |
0.8654 |
0.0106 |
1.2% |
0.0051 |
0.6% |
28% |
False |
True |
2,866 |
20 |
0.8759 |
0.8617 |
0.0142 |
1.6% |
0.0046 |
0.5% |
46% |
False |
False |
1,621 |
40 |
0.8831 |
0.8617 |
0.0214 |
2.5% |
0.0044 |
0.5% |
31% |
False |
False |
884 |
60 |
0.8858 |
0.8612 |
0.0246 |
2.8% |
0.0038 |
0.4% |
29% |
False |
False |
602 |
80 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0036 |
0.4% |
25% |
False |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8829 |
2.618 |
0.8775 |
1.618 |
0.8741 |
1.000 |
0.8721 |
0.618 |
0.8708 |
HIGH |
0.8687 |
0.618 |
0.8674 |
0.500 |
0.8670 |
0.382 |
0.8666 |
LOW |
0.8654 |
0.618 |
0.8633 |
1.000 |
0.8620 |
1.618 |
0.8599 |
2.618 |
0.8566 |
4.250 |
0.8511 |
|
|
Fisher Pivots for day following 03-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8679 |
0.8697 |
PP |
0.8675 |
0.8692 |
S1 |
0.8670 |
0.8688 |
|