CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 01-Mar-2022

Day Change Summary
	Previous	Current
	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	0.8657	0.8699	0.0042	0.5%	0.8700
High	0.8709	0.8720	0.0012	0.1%	0.8743
Low	0.8641	0.8676	0.0035	0.4%	0.8640
Close	0.8707	0.8709	0.0002	0.0%	0.8653
Range	0.0068	0.0045	-0.0023	-34.1%	0.0103
ATR	0.0053	0.0052	-0.0001	-1.1%	0.0000
Volume	131,453	114,953	-16,500	-12.6%	588,378

Daily Pivots for day following 01-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8835	0.8816	0.8733
R3	0.8790	0.8772	0.8721
R2	0.8746	0.8746	0.8717
R1	0.8727	0.8727	0.8713	0.8737
PP	0.8701	0.8701	0.8701	0.8706
S1	0.8683	0.8683	0.8704	0.8692
S2	0.8657	0.8657	0.8700
S3	0.8612	0.8638	0.8696
S4	0.8568	0.8594	0.8684

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%	0.0056	0.6%	67%	False	False	134,648
10	0.8743	0.8632	0.0111	1.3%	0.0050	0.6%	69%	False	False	122,191
20	0.8765	0.8596	0.0170	1.9%	0.0052	0.6%	67%	False	False	111,689
40	0.8817	0.8596	0.0222	2.5%	0.0053	0.6%	51%	False	False	109,939
60	0.8894	0.8596	0.0299	3.4%	0.0049	0.6%	38%	False	False	96,343
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	37%	False	False	72,566
100	0.8989	0.8596	0.0393	4.5%	0.0050	0.6%	29%	False	False	58,074
120	0.9181	0.8596	0.0585	6.7%	0.0049	0.6%	19%	False	False	48,402

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8909
2.618	0.8837
1.618	0.8792
1.000	0.8765
0.618	0.8748
HIGH	0.8720
0.618	0.8703
0.500	0.8698
0.382	0.8692
LOW	0.8676
0.618	0.8648
1.000	0.8631
1.618	0.8603
2.618	0.8559
4.250	0.8486

Fisher Pivots for day following 01-Mar-2022
Pivot	1 day	3 day
R1	0.8705	0.8699
PP	0.8701	0.8690
S1	0.8698	0.8680

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols