CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 11-Mar-2022

Day Change Summary
	Previous	Current
	10-Mar-2022	11-Mar-2022	Change	Change %	Previous Week
Open	0.8631	0.8612	-0.0020	-0.2%	0.8705
High	0.8635	0.8612	-0.0023	-0.3%	0.8712
Low	0.8606	0.8522	-0.0085	-1.0%	0.8522
Close	0.8614	0.8522	-0.0092	-1.1%	0.8522
Range	0.0029	0.0090	0.0062	215.8%	0.0190
ATR	0.0050	0.0053	0.0003	6.1%	0.0000
Volume	153,687	25,482	-128,205	-83.4%	595,079

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8822	0.8762	0.8571
R3	0.8732	0.8672	0.8546
R2	0.8642	0.8642	0.8538
R1	0.8582	0.8582	0.8530	0.8567
PP	0.8552	0.8552	0.8552	0.8544
S1	0.8492	0.8492	0.8513	0.8477
S2	0.8462	0.8462	0.8505
S3	0.8372	0.8402	0.8497
S4	0.8282	0.8312	0.8472

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9028	0.8626
R3	0.8965	0.8838	0.8574
R2	0.8775	0.8775	0.8556
R1	0.8648	0.8648	0.8539	0.8617
PP	0.8585	0.8585	0.8585	0.8569
S1	0.8458	0.8458	0.8504	0.8427
S2	0.8395	0.8395	0.8487
S3	0.8205	0.8268	0.8469
S4	0.8015	0.8078	0.8417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8712	0.8522	0.0190	2.2%	0.0048	0.6%	0%	False	True	119,015
10	0.8732	0.8522	0.0210	2.5%	0.0053	0.6%	0%	False	True	118,386
20	0.8743	0.8522	0.0221	2.6%	0.0053	0.6%	0%	False	True	120,724
40	0.8817	0.8522	0.0296	3.5%	0.0052	0.6%	0%	False	True	114,110
60	0.8849	0.8522	0.0327	3.8%	0.0050	0.6%	0%	False	True	103,077
80	0.8899	0.8522	0.0377	4.4%	0.0053	0.6%	0%	False	True	84,255
100	0.8899	0.8522	0.0377	4.4%	0.0051	0.6%	0%	False	True	67,444
120	0.9181	0.8522	0.0659	7.7%	0.0050	0.6%	0%	False	True	56,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8994
2.618	0.8847
1.618	0.8757
1.000	0.8702
0.618	0.8667
HIGH	0.8612
0.618	0.8577
0.500	0.8567
0.382	0.8556
LOW	0.8522
0.618	0.8466
1.000	0.8432
1.618	0.8376
2.618	0.8286
4.250	0.8139

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	0.8567	0.8588
PP	0.8552	0.8566
S1	0.8537	0.8544

Download as Excel Spreadsheet

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

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