CME Japanese Yen Future June 2022
Trading Metrics calculated at close of trading on 28-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8188 |
0.8210 |
0.0022 |
0.3% |
0.8412 |
High |
0.8269 |
0.8211 |
-0.0058 |
-0.7% |
0.8412 |
Low |
0.8184 |
0.8009 |
-0.0175 |
-2.1% |
0.8184 |
Close |
0.8204 |
0.8110 |
-0.0094 |
-1.1% |
0.8204 |
Range |
0.0085 |
0.0203 |
0.0118 |
138.2% |
0.0229 |
ATR |
0.0060 |
0.0070 |
0.0010 |
16.9% |
0.0000 |
Volume |
151,251 |
237,439 |
86,188 |
57.0% |
616,130 |
|
Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8717 |
0.8616 |
0.8221 |
|
R3 |
0.8515 |
0.8413 |
0.8165 |
|
R2 |
0.8312 |
0.8312 |
0.8147 |
|
R1 |
0.8211 |
0.8211 |
0.8128 |
0.8160 |
PP |
0.8110 |
0.8110 |
0.8110 |
0.8084 |
S1 |
0.8008 |
0.8008 |
0.8091 |
0.7958 |
S2 |
0.7907 |
0.7907 |
0.8072 |
|
S3 |
0.7705 |
0.7806 |
0.8054 |
|
S4 |
0.7502 |
0.7603 |
0.7998 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8952 |
0.8806 |
0.8329 |
|
R3 |
0.8723 |
0.8578 |
0.8266 |
|
R2 |
0.8495 |
0.8495 |
0.8245 |
|
R1 |
0.8349 |
0.8349 |
0.8224 |
0.8308 |
PP |
0.8266 |
0.8266 |
0.8266 |
0.8246 |
S1 |
0.8121 |
0.8121 |
0.8183 |
0.8079 |
S2 |
0.8038 |
0.8038 |
0.8162 |
|
S3 |
0.7809 |
0.7892 |
0.8141 |
|
S4 |
0.7581 |
0.7664 |
0.8078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8389 |
0.8009 |
0.0380 |
4.7% |
0.0111 |
1.4% |
27% |
False |
True |
159,569 |
10 |
0.8514 |
0.8009 |
0.0505 |
6.2% |
0.0081 |
1.0% |
20% |
False |
True |
124,087 |
20 |
0.8747 |
0.8009 |
0.0739 |
9.1% |
0.0067 |
0.8% |
14% |
False |
True |
90,231 |
40 |
0.8770 |
0.8009 |
0.0762 |
9.4% |
0.0056 |
0.7% |
13% |
False |
True |
45,540 |
60 |
0.8831 |
0.8009 |
0.0823 |
10.1% |
0.0051 |
0.6% |
12% |
False |
True |
30,409 |
80 |
0.8900 |
0.8009 |
0.0892 |
11.0% |
0.0045 |
0.6% |
11% |
False |
True |
22,817 |
100 |
0.8900 |
0.8009 |
0.0892 |
11.0% |
0.0041 |
0.5% |
11% |
False |
True |
18,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9072 |
2.618 |
0.8741 |
1.618 |
0.8539 |
1.000 |
0.8414 |
0.618 |
0.8336 |
HIGH |
0.8211 |
0.618 |
0.8134 |
0.500 |
0.8110 |
0.382 |
0.8086 |
LOW |
0.8009 |
0.618 |
0.7883 |
1.000 |
0.7806 |
1.618 |
0.7681 |
2.618 |
0.7478 |
4.250 |
0.7148 |
|
|
Fisher Pivots for day following 28-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8110 |
0.8146 |
PP |
0.8110 |
0.8134 |
S1 |
0.8110 |
0.8122 |
|