CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	0.8705	0.8658	-0.0048	-0.5%	0.8700
High	0.8713	0.8668	-0.0045	-0.5%	0.8743
Low	0.8643	0.8635	-0.0008	-0.1%	0.8640
Close	0.8653	0.8664	0.0012	0.1%	0.8653
Range	0.0070	0.0033	-0.0037	-53.2%	0.0103
ATR	0.0053	0.0052	-0.0001	-2.8%	0.0000
Volume	115,664	81,895	-33,769	-29.2%	588,378

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8753	0.8741	0.8682
R3	0.8721	0.8709	0.8673
R2	0.8688	0.8688	0.8670
R1	0.8676	0.8676	0.8667	0.8682
PP	0.8656	0.8656	0.8656	0.8659
S1	0.8644	0.8644	0.8661	0.8650
S2	0.8623	0.8623	0.8658
S3	0.8591	0.8611	0.8655
S4	0.8558	0.8579	0.8646

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	0.8720	0.8635	0.0085	1.0%	0.0052	0.6%	34%	False	True	112,843
10	0.8743	0.8635	0.0108	1.2%	0.0053	0.6%	27%	False	True	125,260
20	0.8750	0.8596	0.0154	1.8%	0.0052	0.6%	44%	False	False	112,974
40	0.8817	0.8596	0.0222	2.6%	0.0052	0.6%	31%	False	False	109,996
60	0.8849	0.8596	0.0253	2.9%	0.0048	0.6%	27%	False	False	99,000
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	23%	False	False	75,021
100	0.8912	0.8596	0.0316	3.6%	0.0050	0.6%	22%	False	False	60,048
120	0.9181	0.8596	0.0585	6.8%	0.0049	0.6%	12%	False	False	50,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8806
2.618	0.8753
1.618	0.8720
1.000	0.8700
0.618	0.8688
HIGH	0.8668
0.618	0.8655
0.500	0.8651
0.382	0.8647
LOW	0.8635
0.618	0.8615
1.000	0.8603
1.618	0.8582
2.618	0.8550
4.250	0.8497

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	0.8660	0.8678
PP	0.8656	0.8673
S1	0.8651	0.8669

Download as Excel Spreadsheet

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

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