CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	0.8752	0.8711	-0.0041	-0.5%	0.8803
High	0.8755	0.8725	-0.0030	-0.3%	0.8832
Low	0.8708	0.8706	-0.0002	0.0%	0.8743
Close	0.8708	0.8715	0.0007	0.1%	0.8747
Range	0.0047	0.0019	-0.0028	-59.6%	0.0089
ATR	0.0050	0.0047	-0.0002	-4.4%	0.0000
Volume	59,649	55,583	-4,066	-6.8%	280,303

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8772	0.8762	0.8725
R3	0.8753	0.8743	0.8720
R2	0.8734	0.8734	0.8718
R1	0.8724	0.8724	0.8716	0.8729
PP	0.8715	0.8715	0.8715	0.8717
S1	0.8705	0.8705	0.8713	0.8710
S2	0.8696	0.8696	0.8711
S3	0.8677	0.8686	0.8709
S4	0.8658	0.8667	0.8704

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	0.8814	0.8706	0.0109	1.2%	0.0036	0.4%	8%	False	True	63,215
10	0.8849	0.8706	0.0143	1.6%	0.0040	0.5%	6%	False	True	74,322
20	0.8899	0.8706	0.0193	2.2%	0.0048	0.5%	5%	False	True	60,823
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	19%	False	False	30,709
60	0.9035	0.8672	0.0363	4.2%	0.0048	0.6%	12%	False	False	20,498
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	8%	False	False	15,385

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	0.0008
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	0.8805
2.618	0.8774
1.618	0.8755
1.000	0.8744
0.618	0.8736
HIGH	0.8725
0.618	0.8717
0.500	0.8715
0.382	0.8713
LOW	0.8706
0.618	0.8694
1.000	0.8687
1.618	0.8675
2.618	0.8656
4.250	0.8625

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	0.8715	0.8739
PP	0.8715	0.8731
S1	0.8715	0.8723

Download as Excel Spreadsheet

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

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