CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	0.8703	0.8696	-0.0008	-0.1%	0.8752
High	0.8705	0.8700	-0.0005	-0.1%	0.8755
Low	0.8673	0.8685	0.0012	0.1%	0.8673
Close	0.8695	0.8698	0.0003	0.0%	0.8698
Range	0.0032	0.0015	-0.0017	-53.1%	0.0082
ATR	0.0045	0.0043	-0.0002	-4.8%	0.0000
Volume	61,837	40,482	-21,355	-34.5%	295,231

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8739	0.8734	0.8706
R3	0.8724	0.8719	0.8702
R2	0.8709	0.8709	0.8701
R1	0.8704	0.8704	0.8699	0.8707
PP	0.8694	0.8694	0.8694	0.8696
S1	0.8689	0.8689	0.8697	0.8692
S2	0.8679	0.8679	0.8695
S3	0.8664	0.8674	0.8694
S4	0.8649	0.8659	0.8690

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8907	0.8743
R3	0.8872	0.8826	0.8720
R2	0.8790	0.8790	0.8713
R1	0.8744	0.8744	0.8705	0.8726
PP	0.8709	0.8709	0.8709	0.8700
S1	0.8663	0.8663	0.8691	0.8645
S2	0.8627	0.8627	0.8683
S3	0.8546	0.8581	0.8676
S4	0.8464	0.8500	0.8653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8755	0.8673	0.0082	0.9%	0.0028	0.3%	31%	False	False	59,046
10	0.8849	0.8673	0.0176	2.0%	0.0034	0.4%	14%	False	False	66,999
20	0.8894	0.8673	0.0221	2.5%	0.0040	0.5%	11%	False	False	69,151
40	0.8899	0.8672	0.0227	2.6%	0.0052	0.6%	12%	False	False	35,193
60	0.8989	0.8672	0.0317	3.6%	0.0048	0.5%	8%	False	False	23,497
80	0.9181	0.8672	0.0509	5.9%	0.0047	0.5%	5%	False	False	17,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	0.8764
2.618	0.8739
1.618	0.8724
1.000	0.8715
0.618	0.8709
HIGH	0.8700
0.618	0.8694
0.500	0.8693
0.382	0.8691
LOW	0.8685
0.618	0.8676
1.000	0.8670
1.618	0.8661
2.618	0.8646
4.250	0.8621

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	0.8696	0.8700
PP	0.8694	0.8699
S1	0.8693	0.8699

Download as Excel Spreadsheet

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

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