CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 27-Dec-2021

Day Change Summary
	Previous	Current
	23-Dec-2021	27-Dec-2021	Change	Change %	Previous Week
Open	0.8771	0.8752	-0.0019	-0.2%	0.8803
High	0.8772	0.8755	-0.0018	-0.2%	0.8832
Low	0.8743	0.8708	-0.0035	-0.4%	0.8743
Close	0.8747	0.8708	-0.0039	-0.4%	0.8747
Range	0.0030	0.0047	0.0018	59.3%	0.0089
ATR	0.0050	0.0050	0.0000	-0.4%	0.0000
Volume	57,085	59,649	2,564	4.5%	280,303

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8864	0.8833	0.8734
R3	0.8817	0.8786	0.8721
R2	0.8770	0.8770	0.8717
R1	0.8739	0.8739	0.8712	0.8731
PP	0.8723	0.8723	0.8723	0.8719
S1	0.8692	0.8692	0.8704	0.8684
S2	0.8676	0.8676	0.8699
S3	0.8629	0.8645	0.8695
S4	0.8582	0.8598	0.8682

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9041	0.8983	0.8795
R3	0.8952	0.8894	0.8771
R2	0.8863	0.8863	0.8763
R1	0.8805	0.8805	0.8755	0.8789
PP	0.8774	0.8774	0.8774	0.8766
S1	0.8716	0.8716	0.8738	0.8700
S2	0.8685	0.8685	0.8730
S3	0.8596	0.8627	0.8722
S4	0.8507	0.8538	0.8698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8832	0.8708	0.0124	1.4%	0.0039	0.4%	0%	False	True	67,990
10	0.8849	0.8708	0.0141	1.6%	0.0041	0.5%	0%	False	True	75,286
20	0.8899	0.8708	0.0191	2.2%	0.0050	0.6%	0%	False	True	58,111
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	16%	False	False	29,327
60	0.9035	0.8672	0.0363	4.2%	0.0048	0.6%	10%	False	False	19,572
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	7%	False	False	14,691

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8954
2.618	0.8878
1.618	0.8831
1.000	0.8802
0.618	0.8784
HIGH	0.8755
0.618	0.8737
0.500	0.8731
0.382	0.8725
LOW	0.8708
0.618	0.8678
1.000	0.8661
1.618	0.8631
2.618	0.8584
4.250	0.8508

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	0.8731	0.8745
PP	0.8723	0.8733
S1	0.8716	0.8720

Download as Excel Spreadsheet

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

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