CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 09-Mar-2022

Day Change Summary
	Previous	Current
	08-Mar-2022	09-Mar-2022	Change	Change %	Previous Week
Open	0.8672	0.8643	-0.0029	-0.3%	0.8657
High	0.8675	0.8654	-0.0021	-0.2%	0.8732
Low	0.8636	0.8625	-0.0012	-0.1%	0.8635
Close	0.8640	0.8633	-0.0008	-0.1%	0.8715
Range	0.0039	0.0030	-0.0010	-24.4%	0.0097
ATR	0.0053	0.0051	-0.0002	-3.2%	0.0000
Volume	147,308	141,576	-5,732	-3.9%	588,783

Daily Pivots for day following 09-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8726	0.8709	0.8649
R3	0.8696	0.8679	0.8641
R2	0.8667	0.8667	0.8638
R1	0.8650	0.8650	0.8635	0.8643
PP	0.8637	0.8637	0.8637	0.8634
S1	0.8620	0.8620	0.8630	0.8614
S2	0.8608	0.8608	0.8627
S3	0.8578	0.8591	0.8624
S4	0.8549	0.8561	0.8616

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	0.8625	0.0107	1.2%	0.0047	0.5%	7%	False	True	128,524
10	0.8743	0.8625	0.0118	1.4%	0.0056	0.6%	7%	False	True	136,663
20	0.8743	0.8596	0.0147	1.7%	0.0053	0.6%	25%	False	False	123,800
40	0.8817	0.8596	0.0222	2.6%	0.0053	0.6%	17%	False	False	114,580
60	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	15%	False	False	102,405
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	12%	False	False	82,020
100	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	12%	False	False	65,653
120	0.9181	0.8596	0.0585	6.8%	0.0049	0.6%	6%	False	False	54,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8779
2.618	0.8731
1.618	0.8702
1.000	0.8684
0.618	0.8672
HIGH	0.8654
0.618	0.8643
0.500	0.8639
0.382	0.8636
LOW	0.8625
0.618	0.8606
1.000	0.8595
1.618	0.8577
2.618	0.8547
4.250	0.8499

Fisher Pivots for day following 09-Mar-2022
Pivot	1 day	3 day
R1	0.8639	0.8668
PP	0.8637	0.8656
S1	0.8635	0.8644

Download as Excel Spreadsheet

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

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