CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	0.8815	0.8802	-0.0014	-0.2%	0.8829
High	0.8835	0.8837	0.0002	0.0%	0.8899
Low	0.8786	0.8795	0.0010	0.1%	0.8788
Close	0.8807	0.8822	0.0015	0.2%	0.8890
Range	0.0050	0.0042	-0.0008	-15.2%	0.0111
ATR	0.0062	0.0060	-0.0001	-2.3%	0.0000
Volume	76,960	117,892	40,932	53.2%	24,723

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8944	0.8925	0.8845
R3	0.8902	0.8883	0.8834
R2	0.8860	0.8860	0.8830
R1	0.8841	0.8841	0.8826	0.8851
PP	0.8818	0.8818	0.8818	0.8823
S1	0.8799	0.8799	0.8818	0.8809
S2	0.8776	0.8776	0.8814
S3	0.8734	0.8757	0.8810
S4	0.8692	0.8715	0.8799

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9190	0.9150	0.8950
R3	0.9080	0.9040	0.8920
R2	0.8969	0.8969	0.8910
R1	0.8929	0.8929	0.8900	0.8949
PP	0.8859	0.8859	0.8859	0.8869
S1	0.8819	0.8819	0.8879	0.8839
S2	0.8748	0.8748	0.8869
S3	0.8638	0.8708	0.8859
S4	0.8527	0.8598	0.8829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8894	0.8786	0.0109	1.2%	0.0052	0.6%	34%	False	False	59,031
10	0.8899	0.8675	0.0224	2.5%	0.0074	0.8%	66%	False	False	31,250
20	0.8899	0.8672	0.0227	2.6%	0.0062	0.7%	66%	False	False	15,900
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	66%	False	False	8,040
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	30%	False	False	5,376
80	0.9181	0.8672	0.0509	5.8%	0.0046	0.5%	30%	False	False	4,039

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9016
2.618	0.8947
1.618	0.8905
1.000	0.8879
0.618	0.8863
HIGH	0.8837
0.618	0.8821
0.500	0.8816
0.382	0.8811
LOW	0.8795
0.618	0.8769
1.000	0.8753
1.618	0.8727
2.618	0.8685
4.250	0.8617

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	0.8820	0.8818
PP	0.8818	0.8815
S1	0.8816	0.8811

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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