CME Japanese Yen Future June 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 |
0.8651 |
0.8630 |
-0.0021 |
-0.2% |
0.8730 |
| High |
0.8653 |
0.8630 |
-0.0023 |
-0.3% |
0.8734 |
| Low |
0.8625 |
0.8539 |
-0.0086 |
-1.0% |
0.8539 |
| Close |
0.8633 |
0.8540 |
-0.0093 |
-1.1% |
0.8540 |
| Range |
0.0029 |
0.0091 |
0.0063 |
219.3% |
0.0195 |
| ATR |
0.0046 |
0.0050 |
0.0003 |
7.3% |
0.0000 |
| Volume |
115,607 |
134,898 |
19,291 |
16.7% |
436,036 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8843 |
0.8782 |
0.8590 |
|
| R3 |
0.8752 |
0.8691 |
0.8565 |
|
| R2 |
0.8661 |
0.8661 |
0.8557 |
|
| R1 |
0.8600 |
0.8600 |
0.8548 |
0.8585 |
| PP |
0.8570 |
0.8570 |
0.8570 |
0.8562 |
| S1 |
0.8509 |
0.8509 |
0.8532 |
0.8494 |
| S2 |
0.8479 |
0.8479 |
0.8523 |
|
| S3 |
0.8388 |
0.8418 |
0.8515 |
|
| S4 |
0.8297 |
0.8327 |
0.8490 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9058 |
0.8647 |
|
| R3 |
0.8993 |
0.8864 |
0.8593 |
|
| R2 |
0.8799 |
0.8799 |
0.8576 |
|
| R1 |
0.8669 |
0.8669 |
0.8558 |
0.8637 |
| PP |
0.8604 |
0.8604 |
0.8604 |
0.8588 |
| S1 |
0.8475 |
0.8475 |
0.8522 |
0.8442 |
| S2 |
0.8410 |
0.8410 |
0.8504 |
|
| S3 |
0.8215 |
0.8280 |
0.8487 |
|
| S4 |
0.8021 |
0.8086 |
0.8433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8734 |
0.8539 |
0.0195 |
2.3% |
0.0048 |
0.6% |
1% |
False |
True |
87,207 |
| 10 |
0.8747 |
0.8539 |
0.0208 |
2.4% |
0.0052 |
0.6% |
0% |
False |
True |
46,961 |
| 20 |
0.8759 |
0.8539 |
0.0220 |
2.6% |
0.0051 |
0.6% |
0% |
False |
True |
24,003 |
| 40 |
0.8831 |
0.8539 |
0.0292 |
3.4% |
0.0046 |
0.5% |
0% |
False |
True |
12,092 |
| 60 |
0.8858 |
0.8539 |
0.0319 |
3.7% |
0.0041 |
0.5% |
0% |
False |
True |
8,097 |
| 80 |
0.8900 |
0.8539 |
0.0361 |
4.2% |
0.0040 |
0.5% |
0% |
False |
True |
6,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9017 |
|
2.618 |
0.8868 |
|
1.618 |
0.8777 |
|
1.000 |
0.8721 |
|
0.618 |
0.8686 |
|
HIGH |
0.8630 |
|
0.618 |
0.8595 |
|
0.500 |
0.8585 |
|
0.382 |
0.8574 |
|
LOW |
0.8539 |
|
0.618 |
0.8483 |
|
1.000 |
0.8448 |
|
1.618 |
0.8392 |
|
2.618 |
0.8301 |
|
4.250 |
0.8152 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8585 |
0.8606 |
| PP |
0.8570 |
0.8584 |
| S1 |
0.8555 |
0.8562 |
|