CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 14-Dec-2021

Day Change Summary
	Previous	Current
	13-Dec-2021	14-Dec-2021	Change	Change %	Previous Week
Open	0.8827	0.8814	-0.0013	-0.1%	0.8869
High	0.8831	0.8826	-0.0005	-0.1%	0.8873
Low	0.8802	0.8800	-0.0002	0.0%	0.8786
Close	0.8819	0.8801	-0.0018	-0.2%	0.8826
Range	0.0029	0.0026	-0.0003	-8.8%	0.0087
ATR	0.0057	0.0055	-0.0002	-3.9%	0.0000
Volume	65,226	73,639	8,413	12.9%	384,644

Daily Pivots for day following 14-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8887	0.8870	0.8815
R3	0.8861	0.8844	0.8808
R2	0.8835	0.8835	0.8806
R1	0.8818	0.8818	0.8803	0.8814
PP	0.8809	0.8809	0.8809	0.8807
S1	0.8792	0.8792	0.8799	0.8788
S2	0.8783	0.8783	0.8796
S3	0.8757	0.8766	0.8794
S4	0.8731	0.8740	0.8787

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%	0.0038	0.4%	28%	False	False	86,628
10	0.8894	0.8786	0.0109	1.2%	0.0048	0.5%	14%	False	False	54,422
20	0.8899	0.8672	0.0227	2.6%	0.0062	0.7%	57%	False	False	27,792
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	57%	False	False	13,995
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	25%	False	False	9,346
80	0.9181	0.8672	0.0509	5.8%	0.0046	0.5%	25%	False	False	7,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8937
2.618	0.8894
1.618	0.8868
1.000	0.8852
0.618	0.8842
HIGH	0.8826
0.618	0.8816
0.500	0.8813
0.382	0.8810
LOW	0.8800
0.618	0.8784
1.000	0.8774
1.618	0.8758
2.618	0.8732
4.250	0.8690

Fisher Pivots for day following 14-Dec-2021
Pivot	1 day	3 day
R1	0.8813	0.8819
PP	0.8809	0.8813
S1	0.8805	0.8807

Download as Excel Spreadsheet

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

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