CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8540 |
0.8478 |
-0.0062 |
-0.7% |
0.8730 |
| High |
0.8543 |
0.8514 |
-0.0029 |
-0.3% |
0.8734 |
| Low |
0.8477 |
0.8461 |
-0.0016 |
-0.2% |
0.8539 |
| Close |
0.8486 |
0.8470 |
-0.0016 |
-0.2% |
0.8540 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.7% |
0.0195 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
| Volume |
98,032 |
105,267 |
7,235 |
7.4% |
436,036 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8640 |
0.8608 |
0.8499 |
|
| R3 |
0.8587 |
0.8555 |
0.8484 |
|
| R2 |
0.8534 |
0.8534 |
0.8479 |
|
| R1 |
0.8502 |
0.8502 |
0.8474 |
0.8492 |
| PP |
0.8481 |
0.8481 |
0.8481 |
0.8476 |
| S1 |
0.8449 |
0.8449 |
0.8465 |
0.8439 |
| S2 |
0.8428 |
0.8428 |
0.8460 |
|
| S3 |
0.8375 |
0.8396 |
0.8455 |
|
| S4 |
0.8322 |
0.8343 |
0.8440 |
|
|
| 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 |
0.8673 |
0.8461 |
0.0212 |
2.5% |
0.0053 |
0.6% |
4% |
False |
True |
106,935 |
| 10 |
0.8747 |
0.8461 |
0.0287 |
3.4% |
0.0053 |
0.6% |
3% |
False |
True |
66,804 |
| 20 |
0.8759 |
0.8461 |
0.0299 |
3.5% |
0.0050 |
0.6% |
3% |
False |
True |
34,147 |
| 40 |
0.8831 |
0.8461 |
0.0371 |
4.4% |
0.0047 |
0.6% |
2% |
False |
True |
17,165 |
| 60 |
0.8858 |
0.8461 |
0.0398 |
4.7% |
0.0042 |
0.5% |
2% |
False |
True |
11,485 |
| 80 |
0.8900 |
0.8461 |
0.0440 |
5.2% |
0.0040 |
0.5% |
2% |
False |
True |
8,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8739 |
|
2.618 |
0.8652 |
|
1.618 |
0.8599 |
|
1.000 |
0.8567 |
|
0.618 |
0.8546 |
|
HIGH |
0.8514 |
|
0.618 |
0.8493 |
|
0.500 |
0.8487 |
|
0.382 |
0.8481 |
|
LOW |
0.8461 |
|
0.618 |
0.8428 |
|
1.000 |
0.8408 |
|
1.618 |
0.8375 |
|
2.618 |
0.8322 |
|
4.250 |
0.8235 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8487 |
0.8545 |
| PP |
0.8481 |
0.8520 |
| S1 |
0.8475 |
0.8495 |
|