CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 08-Mar-2022

Day Change Summary
	Previous	Current
	07-Mar-2022	08-Mar-2022	Change	Change %	Previous Week
Open	0.8705	0.8672	-0.0033	-0.4%	0.8657
High	0.8712	0.8675	-0.0037	-0.4%	0.8732
Low	0.8660	0.8636	-0.0024	-0.3%	0.8635
Close	0.8674	0.8640	-0.0034	-0.4%	0.8715
Range	0.0052	0.0039	-0.0013	-24.3%	0.0097
ATR	0.0054	0.0053	-0.0001	-2.0%	0.0000
Volume	127,026	147,308	20,282	16.0%	588,783

Daily Pivots for day following 08-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8767	0.8743	0.8661
R3	0.8728	0.8704	0.8651
R2	0.8689	0.8689	0.8647
R1	0.8665	0.8665	0.8644	0.8658
PP	0.8650	0.8650	0.8650	0.8647
S1	0.8626	0.8626	0.8636	0.8619
S2	0.8611	0.8611	0.8633
S3	0.8572	0.8587	0.8629
S4	0.8533	0.8548	0.8619

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%	0.0055	0.6%	5%	False	False	123,342
10	0.8743	0.8635	0.0108	1.2%	0.0055	0.6%	5%	False	False	128,995
20	0.8743	0.8596	0.0147	1.7%	0.0053	0.6%	30%	False	False	120,722
40	0.8817	0.8596	0.0222	2.6%	0.0053	0.6%	20%	False	False	113,101
60	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	18%	False	False	101,702
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	15%	False	False	80,252
100	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	15%	False	False	64,238
120	0.9181	0.8596	0.0585	6.8%	0.0050	0.6%	8%	False	False	53,539

Crabel Price Patterns
NR	True
NR4	False
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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8841
2.618	0.8777
1.618	0.8738
1.000	0.8714
0.618	0.8699
HIGH	0.8675
0.618	0.8660
0.500	0.8656
0.382	0.8651
LOW	0.8636
0.618	0.8612
1.000	0.8597
1.618	0.8573
2.618	0.8534
4.250	0.8470

Fisher Pivots for day following 08-Mar-2022
Pivot	1 day	3 day
R1	0.8656	0.8684
PP	0.8650	0.8669
S1	0.8645	0.8655

Download as Excel Spreadsheet

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

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