CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8478 |
0.8470 |
-0.0008 |
-0.1% |
0.8730 |
| High |
0.8514 |
0.8480 |
-0.0034 |
-0.4% |
0.8734 |
| Low |
0.8461 |
0.8412 |
-0.0049 |
-0.6% |
0.8539 |
| Close |
0.8470 |
0.8444 |
-0.0026 |
-0.3% |
0.8540 |
| Range |
0.0053 |
0.0068 |
0.0015 |
27.4% |
0.0195 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.3% |
0.0000 |
| Volume |
105,267 |
102,144 |
-3,123 |
-3.0% |
436,036 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8648 |
0.8613 |
0.8481 |
|
| R3 |
0.8580 |
0.8546 |
0.8462 |
|
| R2 |
0.8513 |
0.8513 |
0.8456 |
|
| R1 |
0.8478 |
0.8478 |
0.8450 |
0.8462 |
| PP |
0.8445 |
0.8445 |
0.8445 |
0.8437 |
| S1 |
0.8411 |
0.8411 |
0.8437 |
0.8394 |
| S2 |
0.8378 |
0.8378 |
0.8431 |
|
| S3 |
0.8310 |
0.8343 |
0.8425 |
|
| S4 |
0.8243 |
0.8276 |
0.8406 |
|
|
| 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 |
0.8653 |
0.8412 |
0.0241 |
2.9% |
0.0061 |
0.7% |
13% |
False |
True |
111,189 |
| 10 |
0.8747 |
0.8412 |
0.0335 |
4.0% |
0.0053 |
0.6% |
9% |
False |
True |
76,614 |
| 20 |
0.8759 |
0.8412 |
0.0347 |
4.1% |
0.0052 |
0.6% |
9% |
False |
True |
39,234 |
| 40 |
0.8831 |
0.8412 |
0.0419 |
5.0% |
0.0047 |
0.6% |
8% |
False |
True |
19,714 |
| 60 |
0.8831 |
0.8412 |
0.0419 |
5.0% |
0.0042 |
0.5% |
8% |
False |
True |
13,187 |
| 80 |
0.8900 |
0.8412 |
0.0488 |
5.8% |
0.0041 |
0.5% |
6% |
False |
True |
9,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8766 |
|
2.618 |
0.8656 |
|
1.618 |
0.8589 |
|
1.000 |
0.8547 |
|
0.618 |
0.8521 |
|
HIGH |
0.8480 |
|
0.618 |
0.8454 |
|
0.500 |
0.8446 |
|
0.382 |
0.8438 |
|
LOW |
0.8412 |
|
0.618 |
0.8370 |
|
1.000 |
0.8345 |
|
1.618 |
0.8303 |
|
2.618 |
0.8235 |
|
4.250 |
0.8125 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8446 |
0.8477 |
| PP |
0.8445 |
0.8466 |
| S1 |
0.8444 |
0.8455 |
|