CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 28-Feb-2022

Day Change Summary
	Previous	Current
	25-Feb-2022	28-Feb-2022	Change	Change %	Previous Week
Open	0.8660	0.8657	-0.0004	0.0%	0.8700
High	0.8686	0.8709	0.0023	0.3%	0.8743
Low	0.8640	0.8641	0.0001	0.0%	0.8640
Close	0.8653	0.8707	0.0055	0.6%	0.8653
Range	0.0046	0.0068	0.0022	46.7%	0.0103
ATR	0.0052	0.0053	0.0001	2.2%	0.0000
Volume	120,252	131,453	11,201	9.3%	588,378

Daily Pivots for day following 28-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8888	0.8865	0.8744
R3	0.8821	0.8798	0.8726
R2	0.8753	0.8753	0.8719
R1	0.8730	0.8730	0.8713	0.8742
PP	0.8686	0.8686	0.8686	0.8691
S1	0.8663	0.8663	0.8701	0.8674
S2	0.8618	0.8618	0.8695
S3	0.8551	0.8595	0.8688
S4	0.8483	0.8528	0.8670

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8986	0.8922	0.8709
R3	0.8883	0.8819	0.8681
R2	0.8781	0.8781	0.8671
R1	0.8717	0.8717	0.8662	0.8698
PP	0.8678	0.8678	0.8678	0.8669
S1	0.8614	0.8614	0.8643	0.8595
S2	0.8576	0.8576	0.8634
S3	0.8473	0.8512	0.8624
S4	0.8371	0.8409	0.8596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8743	0.8640	0.0103	1.2%	0.0058	0.7%	65%	False	False	143,966
10	0.8743	0.8632	0.0111	1.3%	0.0052	0.6%	68%	False	False	123,530
20	0.8765	0.8596	0.0170	1.9%	0.0052	0.6%	66%	False	False	110,926
40	0.8817	0.8596	0.0222	2.5%	0.0052	0.6%	50%	False	False	108,078
60	0.8894	0.8596	0.0299	3.4%	0.0049	0.6%	37%	False	False	94,510
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	37%	False	False	71,130
100	0.8998	0.8596	0.0402	4.6%	0.0050	0.6%	28%	False	False	56,925
120	0.9181	0.8596	0.0585	6.7%	0.0049	0.6%	19%	False	False	47,444

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8995
2.618	0.8885
1.618	0.8818
1.000	0.8776
0.618	0.8750
HIGH	0.8709
0.618	0.8683
0.500	0.8675
0.382	0.8667
LOW	0.8641
0.618	0.8599
1.000	0.8574
1.618	0.8532
2.618	0.8464
4.250	0.8354

Fisher Pivots for day following 28-Feb-2022
Pivot	1 day	3 day
R1	0.8696	0.8702
PP	0.8686	0.8697
S1	0.8675	0.8691

Download as Excel Spreadsheet

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

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