CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 15-Dec-2021

Day Change Summary
	Previous	Current
	14-Dec-2021	15-Dec-2021	Change	Change %	Previous Week
Open	0.8814	0.8802	-0.0012	-0.1%	0.8869
High	0.8826	0.8811	-0.0016	-0.2%	0.8873
Low	0.8800	0.8760	-0.0041	-0.5%	0.8786
Close	0.8801	0.8778	-0.0023	-0.3%	0.8826
Range	0.0026	0.0051	0.0025	96.2%	0.0087
ATR	0.0055	0.0054	0.0000	-0.5%	0.0000
Volume	73,639	90,016	16,377	22.2%	384,644

Daily Pivots for day following 15-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8936	0.8908	0.8806
R3	0.8885	0.8857	0.8792
R2	0.8834	0.8834	0.8787
R1	0.8806	0.8806	0.8783	0.8794
PP	0.8783	0.8783	0.8783	0.8777
S1	0.8755	0.8755	0.8773	0.8743
S2	0.8732	0.8732	0.8769
S3	0.8681	0.8704	0.8764
S4	0.8630	0.8653	0.8750

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	0.8760	0.0082	0.9%	0.0039	0.4%	23%	False	True	89,239
10	0.8894	0.8760	0.0135	1.5%	0.0045	0.5%	14%	False	True	62,840
20	0.8899	0.8672	0.0227	2.6%	0.0062	0.7%	47%	False	False	32,276
40	0.8899	0.8672	0.0227	2.6%	0.0054	0.6%	47%	False	False	16,244
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	21%	False	False	10,845
80	0.9181	0.8672	0.0509	5.8%	0.0046	0.5%	21%	False	False	8,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9027
2.618	0.8944
1.618	0.8893
1.000	0.8862
0.618	0.8842
HIGH	0.8811
0.618	0.8791
0.500	0.8785
0.382	0.8779
LOW	0.8760
0.618	0.8728
1.000	0.8709
1.618	0.8677
2.618	0.8626
4.250	0.8543

Fisher Pivots for day following 15-Dec-2021
Pivot	1 day	3 day
R1	0.8785	0.8795
PP	0.8783	0.8789
S1	0.8780	0.8784

Download as Excel Spreadsheet

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

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