CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	0.8803	0.8808	0.0005	0.1%	0.8827
High	0.8832	0.8814	-0.0018	-0.2%	0.8849
Low	0.8800	0.8762	-0.0038	-0.4%	0.8760
Close	0.8802	0.8771	-0.0031	-0.4%	0.8805
Range	0.0032	0.0053	0.0021	64.1%	0.0089
ATR	0.0053	0.0053	0.0000	-0.1%	0.0000
Volume	79,458	76,711	-2,747	-3.5%	412,914

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8940	0.8908	0.8799
R3	0.8887	0.8855	0.8785
R2	0.8835	0.8835	0.8780
R1	0.8803	0.8803	0.8775	0.8792
PP	0.8782	0.8782	0.8782	0.8777
S1	0.8750	0.8750	0.8766	0.8740
S2	0.8730	0.8730	0.8761
S3	0.8677	0.8698	0.8756
S4	0.8625	0.8645	0.8742

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%	0.0049	0.6%	12%	False	False	86,043
10	0.8849	0.8760	0.0089	1.0%	0.0044	0.5%	12%	False	False	86,335
20	0.8899	0.8672	0.0227	2.6%	0.0059	0.7%	44%	False	False	49,085
40	0.8899	0.8672	0.0227	2.6%	0.0054	0.6%	44%	False	False	24,741
60	0.9035	0.8672	0.0363	4.1%	0.0050	0.6%	27%	False	False	16,512
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	19%	False	False	12,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9037
2.618	0.8951
1.618	0.8899
1.000	0.8867
0.618	0.8846
HIGH	0.8814
0.618	0.8794
0.500	0.8788
0.382	0.8782
LOW	0.8762
0.618	0.8729
1.000	0.8709
1.618	0.8677
2.618	0.8624
4.250	0.8538

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	0.8788	0.8805
PP	0.8782	0.8794
S1	0.8776	0.8782

Download as Excel Spreadsheet

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

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