CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	0.8778	0.8805	0.0027	0.3%	0.8827
High	0.8816	0.8849	0.0033	0.4%	0.8849
Low	0.8763	0.8793	0.0030	0.3%	0.8760
Close	0.8813	0.8805	-0.0009	-0.1%	0.8805
Range	0.0053	0.0056	0.0003	5.7%	0.0089
ATR	0.0054	0.0054	0.0000	0.2%	0.0000
Volume	89,570	94,463	4,893	5.5%	412,914

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8983	0.8950	0.8835
R3	0.8927	0.8894	0.8820
R2	0.8871	0.8871	0.8815
R1	0.8838	0.8838	0.8810	0.8833
PP	0.8815	0.8815	0.8815	0.8813
S1	0.8782	0.8782	0.8799	0.8777
S2	0.8759	0.8759	0.8794
S3	0.8703	0.8726	0.8789
S4	0.8647	0.8670	0.8774

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9071	0.9027	0.8853
R3	0.8982	0.8938	0.8829
R2	0.8893	0.8893	0.8821
R1	0.8849	0.8849	0.8813	0.8827
PP	0.8804	0.8804	0.8804	0.8793
S1	0.8760	0.8760	0.8796	0.8738
S2	0.8715	0.8715	0.8788
S3	0.8626	0.8671	0.8780
S4	0.8537	0.8582	0.8756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8849	0.8760	0.0089	1.0%	0.0043	0.5%	51%	True	False	82,582
10	0.8873	0.8760	0.0113	1.3%	0.0044	0.5%	40%	False	False	79,755
20	0.8899	0.8672	0.0227	2.6%	0.0062	0.7%	59%	False	False	41,436
40	0.8899	0.8672	0.0227	2.6%	0.0054	0.6%	59%	False	False	20,839
60	0.9077	0.8672	0.0406	4.6%	0.0050	0.6%	33%	False	False	13,910
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	26%	False	False	10,443

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	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9087
2.618	0.8995
1.618	0.8939
1.000	0.8905
0.618	0.8883
HIGH	0.8849
0.618	0.8827
0.500	0.8821
0.382	0.8814
LOW	0.8793
0.618	0.8758
1.000	0.8737
1.618	0.8702
2.618	0.8646
4.250	0.8555

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	0.8821	0.8804
PP	0.8815	0.8804
S1	0.8810	0.8804

Download as Excel Spreadsheet

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

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