CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8210 |
0.8089 |
-0.0121 |
-1.5% |
0.8412 |
| High |
0.8211 |
0.8214 |
0.0003 |
0.0% |
0.8412 |
| Low |
0.8009 |
0.8062 |
0.0053 |
0.7% |
0.8184 |
| Close |
0.8110 |
0.8151 |
0.0042 |
0.5% |
0.8204 |
| Range |
0.0203 |
0.0152 |
-0.0051 |
-24.9% |
0.0229 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
8.3% |
0.0000 |
| Volume |
237,439 |
205,447 |
-31,992 |
-13.5% |
616,130 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8598 |
0.8527 |
0.8235 |
|
| R3 |
0.8446 |
0.8375 |
0.8193 |
|
| R2 |
0.8294 |
0.8294 |
0.8179 |
|
| R1 |
0.8223 |
0.8223 |
0.8165 |
0.8258 |
| PP |
0.8142 |
0.8142 |
0.8142 |
0.8160 |
| S1 |
0.8071 |
0.8071 |
0.8137 |
0.8106 |
| S2 |
0.7990 |
0.7990 |
0.8123 |
|
| S3 |
0.7838 |
0.7919 |
0.8109 |
|
| S4 |
0.7686 |
0.7767 |
0.8067 |
|
|
| 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 |
0.8309 |
0.8009 |
0.0300 |
3.7% |
0.0119 |
1.5% |
48% |
False |
False |
167,791 |
| 10 |
0.8480 |
0.8009 |
0.0471 |
5.8% |
0.0091 |
1.1% |
30% |
False |
False |
134,105 |
| 20 |
0.8747 |
0.8009 |
0.0739 |
9.1% |
0.0072 |
0.9% |
19% |
False |
False |
100,454 |
| 40 |
0.8770 |
0.8009 |
0.0762 |
9.3% |
0.0058 |
0.7% |
19% |
False |
False |
50,676 |
| 60 |
0.8831 |
0.8009 |
0.0823 |
10.1% |
0.0054 |
0.7% |
17% |
False |
False |
33,833 |
| 80 |
0.8900 |
0.8009 |
0.0892 |
10.9% |
0.0047 |
0.6% |
16% |
False |
False |
25,384 |
| 100 |
0.8900 |
0.8009 |
0.0892 |
10.9% |
0.0043 |
0.5% |
16% |
False |
False |
20,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8860 |
|
2.618 |
0.8611 |
|
1.618 |
0.8459 |
|
1.000 |
0.8366 |
|
0.618 |
0.8307 |
|
HIGH |
0.8214 |
|
0.618 |
0.8155 |
|
0.500 |
0.8138 |
|
0.382 |
0.8120 |
|
LOW |
0.8062 |
|
0.618 |
0.7968 |
|
1.000 |
0.7910 |
|
1.618 |
0.7816 |
|
2.618 |
0.7664 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8147 |
0.8147 |
| PP |
0.8142 |
0.8143 |
| S1 |
0.8138 |
0.8139 |
|