CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 15-Mar-2022

Day Change Summary
	Previous	Current
	14-Mar-2022	15-Mar-2022	Change	Change %	Previous Week
Open	0.8540	0.8478	-0.0062	-0.7%	0.8730
High	0.8543	0.8514	-0.0029	-0.3%	0.8734
Low	0.8477	0.8461	-0.0016	-0.2%	0.8539
Close	0.8486	0.8470	-0.0016	-0.2%	0.8540
Range	0.0066	0.0053	-0.0013	-19.7%	0.0195
ATR	0.0051	0.0051	0.0000	0.3%	0.0000
Volume	98,032	105,267	7,235	7.4%	436,036

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8640	0.8608	0.8499
R3	0.8587	0.8555	0.8484
R2	0.8534	0.8534	0.8479
R1	0.8502	0.8502	0.8474	0.8492
PP	0.8481	0.8481	0.8481	0.8476
S1	0.8449	0.8449	0.8465	0.8439
S2	0.8428	0.8428	0.8460
S3	0.8375	0.8396	0.8455
S4	0.8322	0.8343	0.8440

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9188	0.9058	0.8647
R3	0.8993	0.8864	0.8593
R2	0.8799	0.8799	0.8576
R1	0.8669	0.8669	0.8558	0.8637
PP	0.8604	0.8604	0.8604	0.8588
S1	0.8475	0.8475	0.8522	0.8442
S2	0.8410	0.8410	0.8504
S3	0.8215	0.8280	0.8487
S4	0.8021	0.8086	0.8433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8673	0.8461	0.0212	2.5%	0.0053	0.6%	4%	False	True	106,935
10	0.8747	0.8461	0.0287	3.4%	0.0053	0.6%	3%	False	True	66,804
20	0.8759	0.8461	0.0299	3.5%	0.0050	0.6%	3%	False	True	34,147
40	0.8831	0.8461	0.0371	4.4%	0.0047	0.6%	2%	False	True	17,165
60	0.8858	0.8461	0.0398	4.7%	0.0042	0.5%	2%	False	True	11,485
80	0.8900	0.8461	0.0440	5.2%	0.0040	0.5%	2%	False	True	8,623

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8739
2.618	0.8652
1.618	0.8599
1.000	0.8567
0.618	0.8546
HIGH	0.8514
0.618	0.8493
0.500	0.8487
0.382	0.8481
LOW	0.8461
0.618	0.8428
1.000	0.8408
1.618	0.8375
2.618	0.8322
4.250	0.8235

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	0.8487	0.8545
PP	0.8481	0.8520
S1	0.8475	0.8495

Download as Excel Spreadsheet

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

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