CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 04-Mar-2022

Day Change Summary
	Previous	Current
	03-Mar-2022	04-Mar-2022	Change	Change %	Previous Week
Open	0.8658	0.8662	0.0005	0.1%	0.8657
High	0.8668	0.8732	0.0064	0.7%	0.8732
Low	0.8635	0.8650	0.0015	0.2%	0.8635
Close	0.8664	0.8715	0.0051	0.6%	0.8715
Range	0.0033	0.0082	0.0049	150.8%	0.0097
ATR	0.0052	0.0054	0.0002	4.1%	0.0000
Volume	81,895	144,818	62,923	76.8%	588,783

Daily Pivots for day following 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8943	0.8910	0.8759
R3	0.8862	0.8829	0.8737
R2	0.8780	0.8780	0.8729
R1	0.8747	0.8747	0.8722	0.8764
PP	0.8699	0.8699	0.8699	0.8707
S1	0.8666	0.8666	0.8707	0.8682
S2	0.8617	0.8617	0.8700
S3	0.8536	0.8584	0.8692
S4	0.8454	0.8503	0.8670

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8983	0.8945	0.8768
R3	0.8887	0.8849	0.8741
R2	0.8790	0.8790	0.8732
R1	0.8752	0.8752	0.8723	0.8771
PP	0.8694	0.8694	0.8694	0.8703
S1	0.8656	0.8656	0.8706	0.8675
S2	0.8597	0.8597	0.8697
S3	0.8501	0.8559	0.8688
S4	0.8404	0.8463	0.8661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8732	0.8635	0.0097	1.1%	0.0059	0.7%	82%	True	False	117,756
10	0.8743	0.8635	0.0108	1.2%	0.0056	0.6%	74%	False	False	126,214
20	0.8743	0.8596	0.0147	1.7%	0.0053	0.6%	81%	False	False	115,677
40	0.8817	0.8596	0.0222	2.5%	0.0053	0.6%	54%	False	False	111,126
60	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	47%	False	False	100,378
80	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	39%	False	False	76,830
100	0.8899	0.8596	0.0303	3.5%	0.0050	0.6%	39%	False	False	61,495
120	0.9181	0.8596	0.0585	6.7%	0.0050	0.6%	20%	False	False	51,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9078
2.618	0.8945
1.618	0.8863
1.000	0.8813
0.618	0.8782
HIGH	0.8732
0.618	0.8700
0.500	0.8691
0.382	0.8681
LOW	0.8650
0.618	0.8600
1.000	0.8569
1.618	0.8518
2.618	0.8437
4.250	0.8304

Fisher Pivots for day following 04-Mar-2022
Pivot	1 day	3 day
R1	0.8707	0.8704
PP	0.8699	0.8694
S1	0.8691	0.8683

Download as Excel Spreadsheet

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

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