CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 29-Dec-2021

Day Change Summary
	Previous	Current
	28-Dec-2021	29-Dec-2021	Change	Change %	Previous Week
Open	0.8711	0.8716	0.0005	0.1%	0.8803
High	0.8725	0.8727	0.0002	0.0%	0.8832
Low	0.8706	0.8698	-0.0008	-0.1%	0.8743
Close	0.8715	0.8704	-0.0011	-0.1%	0.8747
Range	0.0019	0.0029	0.0010	52.6%	0.0089
ATR	0.0047	0.0046	-0.0001	-2.8%	0.0000
Volume	55,583	77,680	22,097	39.8%	280,303

Daily Pivots for day following 29-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8796	0.8779	0.8719
R3	0.8767	0.8750	0.8711
R2	0.8738	0.8738	0.8709
R1	0.8721	0.8721	0.8706	0.8715
PP	0.8709	0.8709	0.8709	0.8706
S1	0.8692	0.8692	0.8701	0.8686
S2	0.8680	0.8680	0.8698
S3	0.8651	0.8663	0.8696
S4	0.8622	0.8634	0.8688

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	0.8783	0.8698	0.0086	1.0%	0.0031	0.4%	7%	False	True	63,409
10	0.8849	0.8698	0.0151	1.7%	0.0040	0.5%	4%	False	True	74,726
20	0.8894	0.8698	0.0197	2.3%	0.0044	0.5%	3%	False	True	64,574
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	14%	False	False	32,645
60	0.9020	0.8672	0.0348	4.0%	0.0048	0.6%	9%	False	False	21,792
80	0.9181	0.8672	0.0509	5.8%	0.0047	0.5%	6%	False	False	16,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8850
2.618	0.8802
1.618	0.8773
1.000	0.8756
0.618	0.8744
HIGH	0.8727
0.618	0.8715
0.500	0.8712
0.382	0.8709
LOW	0.8698
0.618	0.8680
1.000	0.8669
1.618	0.8651
2.618	0.8622
4.250	0.8574

Fisher Pivots for day following 29-Dec-2021
Pivot	1 day	3 day
R1	0.8712	0.8726
PP	0.8709	0.8719
S1	0.8706	0.8711

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols