CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	0.8716	0.8703	-0.0013	-0.1%	0.8803
High	0.8727	0.8705	-0.0022	-0.2%	0.8832
Low	0.8698	0.8673	-0.0025	-0.3%	0.8743
Close	0.8704	0.8695	-0.0009	-0.1%	0.8747
Range	0.0029	0.0032	0.0003	10.3%	0.0089
ATR	0.0046	0.0045	-0.0001	-2.2%	0.0000
Volume	77,680	61,837	-15,843	-20.4%	280,303

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8787	0.8773	0.8713
R3	0.8755	0.8741	0.8704
R2	0.8723	0.8723	0.8701
R1	0.8709	0.8709	0.8698	0.8700
PP	0.8691	0.8691	0.8691	0.8687
S1	0.8677	0.8677	0.8692	0.8668
S2	0.8659	0.8659	0.8689
S3	0.8627	0.8645	0.8686
S4	0.8595	0.8613	0.8677

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	0.8772	0.8673	0.0099	1.1%	0.0031	0.4%	22%	False	True	62,366
10	0.8849	0.8673	0.0176	2.0%	0.0038	0.4%	13%	False	True	71,908
20	0.8894	0.8673	0.0221	2.5%	0.0042	0.5%	10%	False	True	67,374
40	0.8899	0.8672	0.0227	2.6%	0.0052	0.6%	10%	False	False	34,183
60	0.8998	0.8672	0.0326	3.7%	0.0048	0.6%	7%	False	False	22,823
80	0.9181	0.8672	0.0509	5.9%	0.0047	0.5%	5%	False	False	17,128

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8841
2.618	0.8789
1.618	0.8757
1.000	0.8737
0.618	0.8725
HIGH	0.8705
0.618	0.8693
0.500	0.8689
0.382	0.8685
LOW	0.8673
0.618	0.8653
1.000	0.8641
1.618	0.8621
2.618	0.8589
4.250	0.8537

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	0.8693	0.8700
PP	0.8691	0.8698
S1	0.8689	0.8697

Download as Excel Spreadsheet

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

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