CME Japanese Yen Future June 2022
Trading Metrics calculated at close of trading on 22-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8412 |
0.8386 |
-0.0026 |
-0.3% |
0.8540 |
High |
0.8412 |
0.8389 |
-0.0024 |
-0.3% |
0.8543 |
Low |
0.8384 |
0.8278 |
-0.0106 |
-1.3% |
0.8391 |
Close |
0.8386 |
0.8299 |
-0.0087 |
-1.0% |
0.8410 |
Range |
0.0029 |
0.0111 |
0.0083 |
289.5% |
0.0152 |
ATR |
0.0051 |
0.0055 |
0.0004 |
8.4% |
0.0000 |
Volume |
55,724 |
164,333 |
108,609 |
194.9% |
485,335 |
|
Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8655 |
0.8588 |
0.8360 |
|
R3 |
0.8544 |
0.8477 |
0.8330 |
|
R2 |
0.8433 |
0.8433 |
0.8319 |
|
R1 |
0.8366 |
0.8366 |
0.8309 |
0.8344 |
PP |
0.8322 |
0.8322 |
0.8322 |
0.8311 |
S1 |
0.8255 |
0.8255 |
0.8289 |
0.8233 |
S2 |
0.8211 |
0.8211 |
0.8279 |
|
S3 |
0.8100 |
0.8144 |
0.8268 |
|
S4 |
0.7989 |
0.8033 |
0.8238 |
|
|
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 |
0.8480 |
0.8278 |
0.0202 |
2.4% |
0.0064 |
0.8% |
11% |
False |
True |
100,418 |
10 |
0.8673 |
0.8278 |
0.0395 |
4.8% |
0.0059 |
0.7% |
5% |
False |
True |
103,677 |
20 |
0.8759 |
0.8278 |
0.0482 |
5.8% |
0.0056 |
0.7% |
4% |
False |
True |
59,124 |
40 |
0.8811 |
0.8278 |
0.0534 |
6.4% |
0.0050 |
0.6% |
4% |
False |
True |
29,708 |
60 |
0.8831 |
0.8278 |
0.0554 |
6.7% |
0.0045 |
0.5% |
4% |
False |
True |
19,851 |
80 |
0.8900 |
0.8278 |
0.0623 |
7.5% |
0.0042 |
0.5% |
3% |
False |
True |
14,899 |
100 |
0.8900 |
0.8278 |
0.0623 |
7.5% |
0.0037 |
0.4% |
3% |
False |
True |
11,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8860 |
2.618 |
0.8679 |
1.618 |
0.8568 |
1.000 |
0.8500 |
0.618 |
0.8457 |
HIGH |
0.8389 |
0.618 |
0.8346 |
0.500 |
0.8333 |
0.382 |
0.8320 |
LOW |
0.8278 |
0.618 |
0.8209 |
1.000 |
0.8167 |
1.618 |
0.8098 |
2.618 |
0.7987 |
4.250 |
0.7806 |
|
|
Fisher Pivots for day following 22-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8333 |
0.8367 |
PP |
0.8322 |
0.8344 |
S1 |
0.8310 |
0.8322 |
|