CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	0.8729	0.8678	-0.0051	-0.6%	0.8724
High	0.8730	0.8687	-0.0043	-0.5%	0.8759
Low	0.8663	0.8654	-0.0010	-0.1%	0.8659
Close	0.8672	0.8683	0.0012	0.1%	0.8672
Range	0.0067	0.0034	-0.0033	-49.6%	0.0100
ATR	0.0049	0.0048	-0.0001	-2.2%	0.0000
Volume	4,050	10,499	6,449	159.2%	8,203

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8775	0.8763	0.8701
R3	0.8742	0.8729	0.8692
R2	0.8708	0.8708	0.8689
R1	0.8696	0.8696	0.8686	0.8702
PP	0.8675	0.8675	0.8675	0.8678
S1	0.8662	0.8662	0.8680	0.8668
S2	0.8641	0.8641	0.8677
S3	0.8608	0.8629	0.8674
S4	0.8574	0.8595	0.8665

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8997	0.8934	0.8727
R3	0.8897	0.8834	0.8699
R2	0.8797	0.8797	0.8690
R1	0.8734	0.8734	0.8681	0.8715
PP	0.8697	0.8697	0.8697	0.8687
S1	0.8634	0.8634	0.8662	0.8615
S2	0.8597	0.8597	0.8653
S3	0.8497	0.8534	0.8644
S4	0.8397	0.8434	0.8617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8740	0.8654	0.0086	1.0%	0.0051	0.6%	34%	False	True	5,028
10	0.8759	0.8654	0.0106	1.2%	0.0051	0.6%	28%	False	True	2,866
20	0.8759	0.8617	0.0142	1.6%	0.0046	0.5%	46%	False	False	1,621
40	0.8831	0.8617	0.0214	2.5%	0.0044	0.5%	31%	False	False	884
60	0.8858	0.8612	0.0246	2.8%	0.0038	0.4%	29%	False	False	602
80	0.8900	0.8612	0.0288	3.3%	0.0036	0.4%	25%	False	False	457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8829
2.618	0.8775
1.618	0.8741
1.000	0.8721
0.618	0.8708
HIGH	0.8687
0.618	0.8674
0.500	0.8670
0.382	0.8666
LOW	0.8654
0.618	0.8633
1.000	0.8620
1.618	0.8599
2.618	0.8566
4.250	0.8511

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	0.8679	0.8697
PP	0.8675	0.8692
S1	0.8670	0.8688

Download as Excel Spreadsheet

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

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