CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 24-Feb-2022

Day Change Summary
	Previous	Current
	23-Feb-2022	24-Feb-2022	Change	Change %	Previous Week
Open	0.8694	0.8698	0.0004	0.0%	0.8662
High	0.8703	0.8743	0.0040	0.5%	0.8714
Low	0.8682	0.8645	-0.0037	-0.4%	0.8632
Close	0.8700	0.8646	-0.0054	-0.6%	0.8691
Range	0.0022	0.0098	0.0077	355.8%	0.0082
ATR	0.0049	0.0052	0.0004	7.3%	0.0000
Volume	64,892	241,692	176,800	272.5%	515,473

Daily Pivots for day following 24-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8972	0.8907	0.8700
R3	0.8874	0.8809	0.8673
R2	0.8776	0.8776	0.8664
R1	0.8711	0.8711	0.8655	0.8694
PP	0.8678	0.8678	0.8678	0.8669
S1	0.8613	0.8613	0.8637	0.8596
S2	0.8580	0.8580	0.8628
S3	0.8482	0.8515	0.8619
S4	0.8384	0.8417	0.8592

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	0.8743	0.8645	0.0098	1.1%	0.0054	0.6%	2%	True	True	137,676
10	0.8743	0.8596	0.0147	1.7%	0.0056	0.6%	34%	True	False	128,151
20	0.8765	0.8596	0.0170	2.0%	0.0052	0.6%	30%	False	False	110,845
40	0.8817	0.8596	0.0222	2.6%	0.0051	0.6%	23%	False	False	105,273
60	0.8899	0.8596	0.0303	3.5%	0.0050	0.6%	17%	False	False	90,456
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	17%	False	False	67,991
100	0.9035	0.8596	0.0439	5.1%	0.0049	0.6%	12%	False	False	54,408
120	0.9181	0.8596	0.0585	6.8%	0.0049	0.6%	9%	False	False	45,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9159
2.618	0.8999
1.618	0.8901
1.000	0.8841
0.618	0.8803
HIGH	0.8743
0.618	0.8705
0.500	0.8694
0.382	0.8682
LOW	0.8645
0.618	0.8584
1.000	0.8547
1.618	0.8486
2.618	0.8388
4.250	0.8228

Fisher Pivots for day following 24-Feb-2022
Pivot	1 day	3 day
R1	0.8694	0.8694
PP	0.8678	0.8678
S1	0.8662	0.8662

Download as Excel Spreadsheet

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

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