CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 23-Feb-2022

Day Change Summary
	Previous	Current
	22-Feb-2022	23-Feb-2022	Change	Change %	Previous Week
Open	0.8700	0.8694	-0.0006	-0.1%	0.8662
High	0.8736	0.8703	-0.0033	-0.4%	0.8714
Low	0.8679	0.8682	0.0003	0.0%	0.8632
Close	0.8692	0.8700	0.0009	0.1%	0.8691
Range	0.0057	0.0022	-0.0036	-62.3%	0.0082
ATR	0.0051	0.0049	-0.0002	-4.1%	0.0000
Volume	161,542	64,892	-96,650	-59.8%	515,473

Daily Pivots for day following 23-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8759	0.8751	0.8712
R3	0.8738	0.8730	0.8706
R2	0.8716	0.8716	0.8704
R1	0.8708	0.8708	0.8702	0.8712
PP	0.8695	0.8695	0.8695	0.8697
S1	0.8687	0.8687	0.8698	0.8691
S2	0.8673	0.8673	0.8696
S3	0.8652	0.8665	0.8694
S4	0.8630	0.8644	0.8688

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8925	0.8890	0.8736
R3	0.8843	0.8808	0.8714
R2	0.8761	0.8761	0.8706
R1	0.8726	0.8726	0.8699	0.8743
PP	0.8679	0.8679	0.8679	0.8687
S1	0.8644	0.8644	0.8683	0.8661
S2	0.8597	0.8597	0.8676
S3	0.8515	0.8562	0.8668
S4	0.8433	0.8480	0.8646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8736	0.8638	0.0098	1.1%	0.0040	0.5%	64%	False	False	105,278
10	0.8736	0.8596	0.0140	1.6%	0.0049	0.6%	75%	False	False	110,937
20	0.8793	0.8596	0.0197	2.3%	0.0051	0.6%	53%	False	False	104,585
40	0.8817	0.8596	0.0222	2.5%	0.0049	0.6%	47%	False	False	100,620
60	0.8899	0.8596	0.0303	3.5%	0.0049	0.6%	34%	False	False	86,450
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	34%	False	False	64,974
100	0.9035	0.8596	0.0439	5.0%	0.0049	0.6%	24%	False	False	51,991
120	0.9181	0.8596	0.0585	6.7%	0.0048	0.5%	18%	False	False	43,334

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.8794
2.618	0.8759
1.618	0.8738
1.000	0.8725
0.618	0.8716
HIGH	0.8703
0.618	0.8695
0.500	0.8692
0.382	0.8690
LOW	0.8682
0.618	0.8668
1.000	0.8660
1.618	0.8647
2.618	0.8625
4.250	0.8590

Fisher Pivots for day following 23-Feb-2022
Pivot	1 day	3 day
R1	0.8697	0.8705
PP	0.8695	0.8704
S1	0.8692	0.8702

Download as Excel Spreadsheet

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

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