CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8470 |
0.8437 |
-0.0033 |
-0.4% |
0.8730 |
| High |
0.8480 |
0.8464 |
-0.0016 |
-0.2% |
0.8734 |
| Low |
0.8412 |
0.8418 |
0.0006 |
0.1% |
0.8539 |
| Close |
0.8444 |
0.8449 |
0.0005 |
0.1% |
0.8540 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-31.9% |
0.0195 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
102,144 |
98,130 |
-4,014 |
-3.9% |
436,036 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8582 |
0.8561 |
0.8474 |
|
| R3 |
0.8536 |
0.8515 |
0.8461 |
|
| R2 |
0.8490 |
0.8490 |
0.8457 |
|
| R1 |
0.8469 |
0.8469 |
0.8453 |
0.8479 |
| PP |
0.8444 |
0.8444 |
0.8444 |
0.8449 |
| S1 |
0.8423 |
0.8423 |
0.8444 |
0.8433 |
| S2 |
0.8398 |
0.8398 |
0.8440 |
|
| S3 |
0.8352 |
0.8377 |
0.8436 |
|
| S4 |
0.8306 |
0.8331 |
0.8423 |
|
|
| 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 |
0.8630 |
0.8412 |
0.0218 |
2.6% |
0.0065 |
0.8% |
17% |
False |
False |
107,694 |
| 10 |
0.8747 |
0.8412 |
0.0335 |
4.0% |
0.0054 |
0.6% |
11% |
False |
False |
85,377 |
| 20 |
0.8759 |
0.8412 |
0.0347 |
4.1% |
0.0053 |
0.6% |
11% |
False |
False |
44,122 |
| 40 |
0.8831 |
0.8412 |
0.0419 |
5.0% |
0.0047 |
0.6% |
9% |
False |
False |
22,166 |
| 60 |
0.8831 |
0.8412 |
0.0419 |
5.0% |
0.0042 |
0.5% |
9% |
False |
False |
14,823 |
| 80 |
0.8900 |
0.8412 |
0.0488 |
5.8% |
0.0040 |
0.5% |
7% |
False |
False |
11,126 |
| 100 |
0.8900 |
0.8412 |
0.0488 |
5.8% |
0.0036 |
0.4% |
7% |
False |
False |
8,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8660 |
|
2.618 |
0.8584 |
|
1.618 |
0.8538 |
|
1.000 |
0.8510 |
|
0.618 |
0.8492 |
|
HIGH |
0.8464 |
|
0.618 |
0.8446 |
|
0.500 |
0.8441 |
|
0.382 |
0.8436 |
|
LOW |
0.8418 |
|
0.618 |
0.8390 |
|
1.000 |
0.8372 |
|
1.618 |
0.8344 |
|
2.618 |
0.8298 |
|
4.250 |
0.8223 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8446 |
0.8463 |
| PP |
0.8444 |
0.8458 |
| S1 |
0.8441 |
0.8453 |
|