CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8447 |
0.8412 |
-0.0036 |
-0.4% |
0.8540 |
| High |
0.8457 |
0.8412 |
-0.0045 |
-0.5% |
0.8543 |
| Low |
0.8391 |
0.8384 |
-0.0007 |
-0.1% |
0.8391 |
| Close |
0.8410 |
0.8386 |
-0.0024 |
-0.3% |
0.8410 |
| Range |
0.0066 |
0.0029 |
-0.0038 |
-56.8% |
0.0152 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
81,762 |
55,724 |
-26,038 |
-31.8% |
485,335 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8479 |
0.8461 |
0.8402 |
|
| R3 |
0.8451 |
0.8433 |
0.8394 |
|
| R2 |
0.8422 |
0.8422 |
0.8391 |
|
| R1 |
0.8404 |
0.8404 |
0.8389 |
0.8399 |
| PP |
0.8394 |
0.8394 |
0.8394 |
0.8391 |
| S1 |
0.8376 |
0.8376 |
0.8383 |
0.8371 |
| S2 |
0.8365 |
0.8365 |
0.8381 |
|
| S3 |
0.8337 |
0.8347 |
0.8378 |
|
| S4 |
0.8308 |
0.8319 |
0.8370 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8904 |
0.8809 |
0.8493 |
|
| R3 |
0.8752 |
0.8657 |
0.8451 |
|
| R2 |
0.8600 |
0.8600 |
0.8437 |
|
| R1 |
0.8505 |
0.8505 |
0.8423 |
0.8476 |
| PP |
0.8448 |
0.8448 |
0.8448 |
0.8433 |
| S1 |
0.8353 |
0.8353 |
0.8396 |
0.8324 |
| S2 |
0.8296 |
0.8296 |
0.8382 |
|
| S3 |
0.8144 |
0.8201 |
0.8368 |
|
| S4 |
0.7992 |
0.8049 |
0.8326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8514 |
0.8384 |
0.0130 |
1.6% |
0.0052 |
0.6% |
2% |
False |
True |
88,605 |
| 10 |
0.8696 |
0.8384 |
0.0312 |
3.7% |
0.0051 |
0.6% |
1% |
False |
True |
94,134 |
| 20 |
0.8759 |
0.8384 |
0.0376 |
4.5% |
0.0053 |
0.6% |
1% |
False |
True |
50,943 |
| 40 |
0.8831 |
0.8384 |
0.0448 |
5.3% |
0.0048 |
0.6% |
1% |
False |
True |
25,600 |
| 60 |
0.8831 |
0.8384 |
0.0448 |
5.3% |
0.0043 |
0.5% |
1% |
False |
True |
17,113 |
| 80 |
0.8900 |
0.8384 |
0.0517 |
6.2% |
0.0041 |
0.5% |
0% |
False |
True |
12,844 |
| 100 |
0.8900 |
0.8384 |
0.0517 |
6.2% |
0.0037 |
0.4% |
0% |
False |
True |
10,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8533 |
|
2.618 |
0.8487 |
|
1.618 |
0.8458 |
|
1.000 |
0.8441 |
|
0.618 |
0.8430 |
|
HIGH |
0.8412 |
|
0.618 |
0.8401 |
|
0.500 |
0.8398 |
|
0.382 |
0.8394 |
|
LOW |
0.8384 |
|
0.618 |
0.8366 |
|
1.000 |
0.8355 |
|
1.618 |
0.8337 |
|
2.618 |
0.8309 |
|
4.250 |
0.8262 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8398 |
0.8424 |
| PP |
0.8394 |
0.8411 |
| S1 |
0.8390 |
0.8399 |
|