CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 07-Mar-2022

Day Change Summary
	Previous	Current
	04-Mar-2022	07-Mar-2022	Change	Change %	Previous Week
Open	0.8679	0.8730	0.0051	0.6%	0.8683
High	0.8747	0.8734	-0.0014	-0.2%	0.8747
Low	0.8675	0.8682	0.0007	0.1%	0.8654
Close	0.8737	0.8694	-0.0043	-0.5%	0.8737
Range	0.0073	0.0052	-0.0021	-28.3%	0.0094
ATR	0.0049	0.0050	0.0000	0.8%	0.0000
Volume	14,162	35,746	21,584	152.4%	33,578

Daily Pivots for day following 07-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8859	0.8829	0.8723
R3	0.8807	0.8777	0.8708
R2	0.8755	0.8755	0.8704
R1	0.8725	0.8725	0.8699	0.8714
PP	0.8703	0.8703	0.8703	0.8698
S1	0.8673	0.8673	0.8689	0.8662
S2	0.8651	0.8651	0.8684
S3	0.8599	0.8621	0.8680
S4	0.8547	0.8569	0.8665

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8993	0.8958	0.8788
R3	0.8899	0.8865	0.8762
R2	0.8806	0.8806	0.8754
R1	0.8771	0.8771	0.8745	0.8789
PP	0.8712	0.8712	0.8712	0.8721
S1	0.8678	0.8678	0.8728	0.8695
S2	0.8619	0.8619	0.8719
S3	0.8525	0.8584	0.8711
S4	0.8432	0.8491	0.8685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8747	0.8654	0.0094	1.1%	0.0054	0.6%	43%	False	False	13,086
10	0.8759	0.8654	0.0106	1.2%	0.0055	0.6%	38%	False	False	7,752
20	0.8759	0.8617	0.0142	1.6%	0.0049	0.6%	54%	False	False	4,107
40	0.8831	0.8617	0.0214	2.5%	0.0046	0.5%	36%	False	False	2,131
60	0.8858	0.8612	0.0246	2.8%	0.0039	0.5%	33%	False	False	1,432
80	0.8900	0.8612	0.0288	3.3%	0.0037	0.4%	28%	False	False	1,081

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8955
2.618	0.8870
1.618	0.8818
1.000	0.8786
0.618	0.8766
HIGH	0.8734
0.618	0.8714
0.500	0.8708
0.382	0.8701
LOW	0.8682
0.618	0.8649
1.000	0.8630
1.618	0.8597
2.618	0.8545
4.250	0.8461

Fisher Pivots for day following 07-Mar-2022
Pivot	1 day	3 day
R1	0.8708	0.8700
PP	0.8703	0.8698
S1	0.8699	0.8696

Download as Excel Spreadsheet

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

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