CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 07-Mar-2022

Day Change Summary
	Previous	Current
	04-Mar-2022	07-Mar-2022	Change	Change %	Previous Week
Open	0.8662	0.8705	0.0043	0.5%	0.8657
High	0.8732	0.8712	-0.0020	-0.2%	0.8732
Low	0.8650	0.8660	0.0010	0.1%	0.8635
Close	0.8715	0.8674	-0.0041	-0.5%	0.8715
Range	0.0082	0.0052	-0.0030	-36.8%	0.0097
ATR	0.0054	0.0054	0.0000	0.1%	0.0000
Volume	144,818	127,026	-17,792	-12.3%	588,783

Daily Pivots for day following 07-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8836	0.8806	0.8702
R3	0.8785	0.8755	0.8688
R2	0.8733	0.8733	0.8683
R1	0.8703	0.8703	0.8678	0.8693
PP	0.8682	0.8682	0.8682	0.8676
S1	0.8652	0.8652	0.8669	0.8641
S2	0.8630	0.8630	0.8664
S3	0.8579	0.8600	0.8659
S4	0.8527	0.8549	0.8645

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%	0.0056	0.6%	40%	False	False	116,871
10	0.8743	0.8635	0.0108	1.2%	0.0057	0.7%	36%	False	False	130,418
20	0.8743	0.8596	0.0147	1.7%	0.0053	0.6%	53%	False	False	116,854
40	0.8817	0.8596	0.0222	2.6%	0.0054	0.6%	35%	False	False	111,821
60	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	31%	False	False	101,212
80	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	26%	False	False	78,415
100	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	26%	False	False	62,765
120	0.9181	0.8596	0.0585	6.7%	0.0050	0.6%	13%	False	False	52,312

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

Fibonacci Retracements and Extensions
4.250	0.8930
2.618	0.8846
1.618	0.8795
1.000	0.8763
0.618	0.8743
HIGH	0.8712
0.618	0.8692
0.500	0.8686
0.382	0.8680
LOW	0.8660
0.618	0.8628
1.000	0.8609
1.618	0.8577
2.618	0.8525
4.250	0.8441

Fisher Pivots for day following 07-Mar-2022
Pivot	1 day	3 day
R1	0.8686	0.8683
PP	0.8682	0.8680
S1	0.8678	0.8677

Download as Excel Spreadsheet

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

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