CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8730 |
0.8693 |
-0.0037 |
-0.4% |
0.8683 |
| High |
0.8734 |
0.8696 |
-0.0038 |
-0.4% |
0.8747 |
| Low |
0.8682 |
0.8656 |
-0.0026 |
-0.3% |
0.8654 |
| Close |
0.8694 |
0.8661 |
-0.0034 |
-0.4% |
0.8737 |
| Range |
0.0052 |
0.0040 |
-0.0013 |
-24.0% |
0.0094 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
35,746 |
68,912 |
33,166 |
92.8% |
33,578 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8789 |
0.8764 |
0.8682 |
|
| R3 |
0.8750 |
0.8725 |
0.8671 |
|
| R2 |
0.8710 |
0.8710 |
0.8668 |
|
| R1 |
0.8685 |
0.8685 |
0.8664 |
0.8678 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8667 |
| S1 |
0.8646 |
0.8646 |
0.8657 |
0.8639 |
| S2 |
0.8631 |
0.8631 |
0.8653 |
|
| S3 |
0.8592 |
0.8606 |
0.8650 |
|
| S4 |
0.8552 |
0.8567 |
0.8639 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8958 |
0.8788 |
|
| R3 |
0.8899 |
0.8865 |
0.8762 |
|
| R2 |
0.8806 |
0.8806 |
0.8754 |
|
| R1 |
0.8771 |
0.8771 |
0.8745 |
0.8789 |
| PP |
0.8712 |
0.8712 |
0.8712 |
0.8721 |
| S1 |
0.8678 |
0.8678 |
0.8728 |
0.8695 |
| S2 |
0.8619 |
0.8619 |
0.8719 |
|
| S3 |
0.8525 |
0.8584 |
0.8711 |
|
| S4 |
0.8432 |
0.8491 |
0.8685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8747 |
0.8654 |
0.0094 |
1.1% |
0.0053 |
0.6% |
7% |
False |
False |
26,673 |
| 10 |
0.8759 |
0.8654 |
0.0106 |
1.2% |
0.0054 |
0.6% |
7% |
False |
False |
14,572 |
| 20 |
0.8759 |
0.8617 |
0.0142 |
1.6% |
0.0049 |
0.6% |
31% |
False |
False |
7,552 |
| 40 |
0.8831 |
0.8617 |
0.0214 |
2.5% |
0.0046 |
0.5% |
20% |
False |
False |
3,845 |
| 60 |
0.8858 |
0.8612 |
0.0246 |
2.8% |
0.0039 |
0.5% |
20% |
False |
False |
2,577 |
| 80 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0038 |
0.4% |
17% |
False |
False |
1,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8863 |
|
2.618 |
0.8799 |
|
1.618 |
0.8759 |
|
1.000 |
0.8735 |
|
0.618 |
0.8720 |
|
HIGH |
0.8696 |
|
0.618 |
0.8680 |
|
0.500 |
0.8676 |
|
0.382 |
0.8671 |
|
LOW |
0.8656 |
|
0.618 |
0.8632 |
|
1.000 |
0.8617 |
|
1.618 |
0.8592 |
|
2.618 |
0.8553 |
|
4.250 |
0.8488 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8676 |
0.8702 |
| PP |
0.8671 |
0.8688 |
| S1 |
0.8666 |
0.8674 |
|