CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	0.8643	0.8631	-0.0012	-0.1%	0.8657
High	0.8654	0.8635	-0.0020	-0.2%	0.8732
Low	0.8625	0.8606	-0.0019	-0.2%	0.8635
Close	0.8633	0.8614	-0.0019	-0.2%	0.8715
Range	0.0030	0.0029	-0.0001	-3.4%	0.0097
ATR	0.0051	0.0050	-0.0002	-3.2%	0.0000
Volume	141,576	153,687	12,111	8.6%	588,783

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8704	0.8687	0.8629
R3	0.8675	0.8659	0.8621
R2	0.8647	0.8647	0.8619
R1	0.8630	0.8630	0.8616	0.8624
PP	0.8618	0.8618	0.8618	0.8615
S1	0.8602	0.8602	0.8611	0.8596
S2	0.8590	0.8590	0.8608
S3	0.8561	0.8573	0.8606
S4	0.8533	0.8545	0.8598

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	0.8606	0.0126	1.5%	0.0046	0.5%	6%	False	True	142,883
10	0.8732	0.8606	0.0126	1.5%	0.0049	0.6%	6%	False	True	127,863
20	0.8743	0.8596	0.0147	1.7%	0.0052	0.6%	12%	False	False	128,007
40	0.8817	0.8596	0.0222	2.6%	0.0052	0.6%	8%	False	False	116,435
60	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	7%	False	False	103,879
80	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	6%	False	False	83,939
100	0.8899	0.8596	0.0303	3.5%	0.0050	0.6%	6%	False	False	67,189
120	0.9181	0.8596	0.0585	6.8%	0.0049	0.6%	3%	False	False	55,999

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	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8756
2.618	0.8709
1.618	0.8681
1.000	0.8663
0.618	0.8652
HIGH	0.8635
0.618	0.8624
0.500	0.8620
0.382	0.8617
LOW	0.8606
0.618	0.8588
1.000	0.8578
1.618	0.8560
2.618	0.8531
4.250	0.8485

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	0.8620	0.8641
PP	0.8618	0.8632
S1	0.8616	0.8623

Download as Excel Spreadsheet

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

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