CME Japanese Yen Future June 2022
Trading Metrics calculated at close of trading on 01-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8683 |
0.8713 |
0.0031 |
0.4% |
0.8724 |
High |
0.8728 |
0.8740 |
0.0012 |
0.1% |
0.8759 |
Low |
0.8661 |
0.8696 |
0.0035 |
0.4% |
0.8659 |
Close |
0.8727 |
0.8729 |
0.0002 |
0.0% |
0.8672 |
Range |
0.0067 |
0.0044 |
-0.0024 |
-35.1% |
0.0100 |
ATR |
0.0048 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
Volume |
3,894 |
973 |
-2,921 |
-75.0% |
8,203 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8852 |
0.8834 |
0.8752 |
|
R3 |
0.8808 |
0.8790 |
0.8740 |
|
R2 |
0.8765 |
0.8765 |
0.8736 |
|
R1 |
0.8747 |
0.8747 |
0.8732 |
0.8756 |
PP |
0.8721 |
0.8721 |
0.8721 |
0.8726 |
S1 |
0.8703 |
0.8703 |
0.8725 |
0.8712 |
S2 |
0.8678 |
0.8678 |
0.8721 |
|
S3 |
0.8634 |
0.8660 |
0.8717 |
|
S4 |
0.8591 |
0.8616 |
0.8705 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8997 |
0.8934 |
0.8727 |
|
R3 |
0.8897 |
0.8834 |
0.8699 |
|
R2 |
0.8797 |
0.8797 |
0.8690 |
|
R1 |
0.8734 |
0.8734 |
0.8681 |
0.8715 |
PP |
0.8697 |
0.8697 |
0.8697 |
0.8687 |
S1 |
0.8634 |
0.8634 |
0.8662 |
0.8615 |
S2 |
0.8597 |
0.8597 |
0.8653 |
|
S3 |
0.8497 |
0.8534 |
0.8644 |
|
S4 |
0.8397 |
0.8434 |
0.8617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8759 |
0.8659 |
0.0100 |
1.1% |
0.0054 |
0.6% |
70% |
False |
False |
2,472 |
10 |
0.8759 |
0.8653 |
0.0106 |
1.2% |
0.0048 |
0.5% |
71% |
False |
False |
1,489 |
20 |
0.8770 |
0.8617 |
0.0153 |
1.8% |
0.0044 |
0.5% |
73% |
False |
False |
898 |
40 |
0.8831 |
0.8612 |
0.0219 |
2.5% |
0.0044 |
0.5% |
53% |
False |
False |
522 |
60 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0038 |
0.4% |
40% |
False |
False |
361 |
80 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0036 |
0.4% |
40% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8924 |
2.618 |
0.8853 |
1.618 |
0.8810 |
1.000 |
0.8783 |
0.618 |
0.8766 |
HIGH |
0.8740 |
0.618 |
0.8723 |
0.500 |
0.8718 |
0.382 |
0.8713 |
LOW |
0.8696 |
0.618 |
0.8669 |
1.000 |
0.8653 |
1.618 |
0.8626 |
2.618 |
0.8582 |
4.250 |
0.8511 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8725 |
0.8719 |
PP |
0.8721 |
0.8709 |
S1 |
0.8718 |
0.8699 |
|