CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8679 |
0.0001 |
0.0% |
0.8683 |
| High |
0.8687 |
0.8747 |
0.0060 |
0.7% |
0.8747 |
| Low |
0.8654 |
0.8675 |
0.0021 |
0.2% |
0.8654 |
| Close |
0.8683 |
0.8737 |
0.0054 |
0.6% |
0.8737 |
| Range |
0.0034 |
0.0073 |
0.0039 |
116.4% |
0.0094 |
| ATR |
0.0048 |
0.0049 |
0.0002 |
3.7% |
0.0000 |
| Volume |
10,499 |
14,162 |
3,663 |
34.9% |
33,578 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8937 |
0.8909 |
0.8776 |
|
| R3 |
0.8864 |
0.8837 |
0.8756 |
|
| R2 |
0.8792 |
0.8792 |
0.8750 |
|
| R1 |
0.8764 |
0.8764 |
0.8743 |
0.8778 |
| PP |
0.8719 |
0.8719 |
0.8719 |
0.8726 |
| S1 |
0.8692 |
0.8692 |
0.8730 |
0.8706 |
| S2 |
0.8647 |
0.8647 |
0.8723 |
|
| S3 |
0.8574 |
0.8619 |
0.8717 |
|
| S4 |
0.8502 |
0.8547 |
0.8697 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8958 |
0.8788 |
|
| R3 |
0.8899 |
0.8865 |
0.8762 |
|
| R2 |
0.8806 |
0.8806 |
0.8754 |
|
| R1 |
0.8771 |
0.8771 |
0.8745 |
0.8789 |
| PP |
0.8712 |
0.8712 |
0.8712 |
0.8721 |
| S1 |
0.8678 |
0.8678 |
0.8728 |
0.8695 |
| S2 |
0.8619 |
0.8619 |
0.8719 |
|
| S3 |
0.8525 |
0.8584 |
0.8711 |
|
| S4 |
0.8432 |
0.8491 |
0.8685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8747 |
0.8654 |
0.0094 |
1.1% |
0.0057 |
0.6% |
89% |
True |
False |
6,715 |
| 10 |
0.8759 |
0.8654 |
0.0106 |
1.2% |
0.0053 |
0.6% |
79% |
False |
False |
4,228 |
| 20 |
0.8759 |
0.8617 |
0.0142 |
1.6% |
0.0048 |
0.6% |
84% |
False |
False |
2,327 |
| 40 |
0.8831 |
0.8617 |
0.0214 |
2.4% |
0.0045 |
0.5% |
56% |
False |
False |
1,238 |
| 60 |
0.8858 |
0.8612 |
0.0246 |
2.8% |
0.0039 |
0.4% |
51% |
False |
False |
838 |
| 80 |
0.8900 |
0.8612 |
0.0288 |
3.3% |
0.0037 |
0.4% |
43% |
False |
False |
634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9055 |
|
2.618 |
0.8937 |
|
1.618 |
0.8864 |
|
1.000 |
0.8820 |
|
0.618 |
0.8792 |
|
HIGH |
0.8747 |
|
0.618 |
0.8719 |
|
0.500 |
0.8711 |
|
0.382 |
0.8702 |
|
LOW |
0.8675 |
|
0.618 |
0.8630 |
|
1.000 |
0.8602 |
|
1.618 |
0.8557 |
|
2.618 |
0.8485 |
|
4.250 |
0.8366 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8728 |
0.8724 |
| PP |
0.8719 |
0.8712 |
| S1 |
0.8711 |
0.8700 |
|