CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 23-Dec-2021

Day Change Summary
	Previous	Current
	22-Dec-2021	23-Dec-2021	Change	Change %	Previous Week
Open	0.8773	0.8771	-0.0003	0.0%	0.8827
High	0.8783	0.8772	-0.0011	-0.1%	0.8849
Low	0.8751	0.8743	-0.0008	-0.1%	0.8760
Close	0.8766	0.8747	-0.0020	-0.2%	0.8805
Range	0.0033	0.0030	-0.0003	-9.2%	0.0089
ATR	0.0051	0.0050	-0.0002	-3.0%	0.0000
Volume	67,049	57,085	-9,964	-14.9%	412,914

Daily Pivots for day following 23-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8842	0.8824	0.8763
R3	0.8813	0.8794	0.8755
R2	0.8783	0.8783	0.8752
R1	0.8765	0.8765	0.8749	0.8759
PP	0.8754	0.8754	0.8754	0.8751
S1	0.8735	0.8735	0.8744	0.8730
S2	0.8724	0.8724	0.8741
S3	0.8695	0.8706	0.8738
S4	0.8665	0.8676	0.8730

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	0.8743	0.0106	1.2%	0.0041	0.5%	4%	False	True	74,953
10	0.8849	0.8743	0.0106	1.2%	0.0041	0.5%	4%	False	True	79,264
20	0.8899	0.8675	0.0224	2.6%	0.0057	0.7%	32%	False	False	55,257
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	33%	False	False	27,842
60	0.9035	0.8672	0.0363	4.2%	0.0049	0.6%	21%	False	False	18,579
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	15%	False	False	13,947

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8897
2.618	0.8849
1.618	0.8820
1.000	0.8802
0.618	0.8790
HIGH	0.8772
0.618	0.8761
0.500	0.8757
0.382	0.8754
LOW	0.8743
0.618	0.8724
1.000	0.8713
1.618	0.8695
2.618	0.8665
4.250	0.8617

Fisher Pivots for day following 23-Dec-2021
Pivot	1 day	3 day
R1	0.8757	0.8778
PP	0.8754	0.8768
S1	0.8750	0.8757

Download as Excel Spreadsheet

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

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