CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8630 |
0.8540 |
-0.0091 |
-1.0% |
0.8730 |
| High |
0.8630 |
0.8543 |
-0.0088 |
-1.0% |
0.8734 |
| Low |
0.8539 |
0.8477 |
-0.0063 |
-0.7% |
0.8539 |
| Close |
0.8540 |
0.8486 |
-0.0055 |
-0.6% |
0.8540 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0195 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
| Volume |
134,898 |
98,032 |
-36,866 |
-27.3% |
436,036 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8700 |
0.8659 |
0.8522 |
|
| R3 |
0.8634 |
0.8593 |
0.8504 |
|
| R2 |
0.8568 |
0.8568 |
0.8498 |
|
| R1 |
0.8527 |
0.8527 |
0.8492 |
0.8514 |
| PP |
0.8502 |
0.8502 |
0.8502 |
0.8495 |
| S1 |
0.8461 |
0.8461 |
0.8479 |
0.8448 |
| S2 |
0.8436 |
0.8436 |
0.8473 |
|
| S3 |
0.8370 |
0.8395 |
0.8467 |
|
| S4 |
0.8304 |
0.8329 |
0.8449 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9058 |
0.8647 |
|
| R3 |
0.8993 |
0.8864 |
0.8593 |
|
| R2 |
0.8799 |
0.8799 |
0.8576 |
|
| R1 |
0.8669 |
0.8669 |
0.8558 |
0.8637 |
| PP |
0.8604 |
0.8604 |
0.8604 |
0.8588 |
| S1 |
0.8475 |
0.8475 |
0.8522 |
0.8442 |
| S2 |
0.8410 |
0.8410 |
0.8504 |
|
| S3 |
0.8215 |
0.8280 |
0.8487 |
|
| S4 |
0.8021 |
0.8086 |
0.8433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8696 |
0.8477 |
0.0219 |
2.6% |
0.0051 |
0.6% |
4% |
False |
True |
99,664 |
| 10 |
0.8747 |
0.8477 |
0.0271 |
3.2% |
0.0052 |
0.6% |
3% |
False |
True |
56,375 |
| 20 |
0.8759 |
0.8477 |
0.0283 |
3.3% |
0.0050 |
0.6% |
3% |
False |
True |
28,897 |
| 40 |
0.8831 |
0.8477 |
0.0355 |
4.2% |
0.0047 |
0.5% |
3% |
False |
True |
14,538 |
| 60 |
0.8858 |
0.8477 |
0.0382 |
4.5% |
0.0041 |
0.5% |
2% |
False |
True |
9,731 |
| 80 |
0.8900 |
0.8477 |
0.0424 |
5.0% |
0.0040 |
0.5% |
2% |
False |
True |
7,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8823 |
|
2.618 |
0.8715 |
|
1.618 |
0.8649 |
|
1.000 |
0.8609 |
|
0.618 |
0.8583 |
|
HIGH |
0.8543 |
|
0.618 |
0.8517 |
|
0.500 |
0.8510 |
|
0.382 |
0.8502 |
|
LOW |
0.8477 |
|
0.618 |
0.8436 |
|
1.000 |
0.8411 |
|
1.618 |
0.8370 |
|
2.618 |
0.8304 |
|
4.250 |
0.8196 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8510 |
0.8565 |
| PP |
0.8502 |
0.8538 |
| S1 |
0.8494 |
0.8512 |
|