CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	0.8823	0.8827	0.0004	0.0%	0.8869
High	0.8842	0.8831	-0.0011	-0.1%	0.8873
Low	0.8797	0.8802	0.0006	0.1%	0.8786
Close	0.8826	0.8819	-0.0007	-0.1%	0.8826
Range	0.0045	0.0029	-0.0017	-36.7%	0.0087
ATR	0.0059	0.0057	-0.0002	-3.7%	0.0000
Volume	99,423	65,226	-34,197	-34.4%	384,644

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8903	0.8889	0.8834
R3	0.8874	0.8861	0.8826
R2	0.8846	0.8846	0.8824
R1	0.8832	0.8832	0.8821	0.8825
PP	0.8817	0.8817	0.8817	0.8813
S1	0.8804	0.8804	0.8816	0.8796
S2	0.8789	0.8789	0.8813
S3	0.8760	0.8775	0.8811
S4	0.8732	0.8747	0.8803

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9089	0.9044	0.8873
R3	0.9002	0.8957	0.8849
R2	0.8915	0.8915	0.8841
R1	0.8870	0.8870	0.8833	0.8849
PP	0.8828	0.8828	0.8828	0.8817
S1	0.8783	0.8783	0.8818	0.8762
S2	0.8741	0.8741	0.8810
S3	0.8654	0.8696	0.8802
S4	0.8567	0.8609	0.8778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8842	0.8786	0.0056	0.6%	0.0039	0.4%	59%	False	False	84,334
10	0.8899	0.8786	0.0113	1.3%	0.0055	0.6%	29%	False	False	47,324
20	0.8899	0.8672	0.0227	2.6%	0.0063	0.7%	65%	False	False	24,117
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	65%	False	False	12,154
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	29%	False	False	8,119
80	0.9181	0.8672	0.0509	5.8%	0.0046	0.5%	29%	False	False	6,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8952
2.618	0.8905
1.618	0.8877
1.000	0.8859
0.618	0.8848
HIGH	0.8831
0.618	0.8820
0.500	0.8816
0.382	0.8813
LOW	0.8802
0.618	0.8784
1.000	0.8774
1.618	0.8756
2.618	0.8727
4.250	0.8681

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	0.8818	0.8818
PP	0.8817	0.8818
S1	0.8816	0.8818

Download as Excel Spreadsheet

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

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