CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 16-Dec-2021

Day Change Summary
	Previous	Current
	15-Dec-2021	16-Dec-2021	Change	Change %	Previous Week
Open	0.8802	0.8778	-0.0024	-0.3%	0.8869
High	0.8811	0.8816	0.0006	0.1%	0.8873
Low	0.8760	0.8763	0.0004	0.0%	0.8786
Close	0.8778	0.8813	0.0035	0.4%	0.8826
Range	0.0051	0.0053	0.0002	3.9%	0.0087
ATR	0.0054	0.0054	0.0000	-0.2%	0.0000
Volume	90,016	89,570	-446	-0.5%	384,644

Daily Pivots for day following 16-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8956	0.8938	0.8842
R3	0.8903	0.8885	0.8828
R2	0.8850	0.8850	0.8823
R1	0.8832	0.8832	0.8818	0.8841
PP	0.8797	0.8797	0.8797	0.8802
S1	0.8779	0.8779	0.8808	0.8788
S2	0.8744	0.8744	0.8803
S3	0.8691	0.8726	0.8798
S4	0.8638	0.8673	0.8784

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%	0.0041	0.5%	65%	False	False	83,574
10	0.8894	0.8760	0.0135	1.5%	0.0046	0.5%	40%	False	False	71,303
20	0.8899	0.8672	0.0227	2.6%	0.0061	0.7%	62%	False	False	36,727
40	0.8899	0.8672	0.0227	2.6%	0.0054	0.6%	62%	False	False	18,480
60	0.9127	0.8672	0.0455	5.2%	0.0050	0.6%	31%	False	False	12,338
80	0.9181	0.8672	0.0509	5.8%	0.0046	0.5%	28%	False	False	9,262

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9041
2.618	0.8955
1.618	0.8902
1.000	0.8869
0.618	0.8849
HIGH	0.8816
0.618	0.8796
0.500	0.8790
0.382	0.8783
LOW	0.8763
0.618	0.8730
1.000	0.8710
1.618	0.8677
2.618	0.8624
4.250	0.8538

Fisher Pivots for day following 16-Dec-2021
Pivot	1 day	3 day
R1	0.8805	0.8806
PP	0.8797	0.8800
S1	0.8790	0.8793

Download as Excel Spreadsheet

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

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