CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 18-Mar-2022

Day Change Summary
	Previous	Current
	17-Mar-2022	18-Mar-2022	Change	Change %	Previous Week
Open	0.8437	0.8447	0.0010	0.1%	0.8540
High	0.8464	0.8457	-0.0008	-0.1%	0.8543
Low	0.8418	0.8391	-0.0028	-0.3%	0.8391
Close	0.8449	0.8410	-0.0039	-0.5%	0.8410
Range	0.0046	0.0066	0.0020	43.5%	0.0152
ATR	0.0052	0.0053	0.0001	2.0%	0.0000
Volume	98,130	81,762	-16,368	-16.7%	485,335

Daily Pivots for day following 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8617	0.8579	0.8446
R3	0.8551	0.8513	0.8428
R2	0.8485	0.8485	0.8422
R1	0.8447	0.8447	0.8416	0.8433
PP	0.8419	0.8419	0.8419	0.8412
S1	0.8381	0.8381	0.8403	0.8367
S2	0.8353	0.8353	0.8397
S3	0.8287	0.8315	0.8391
S4	0.8221	0.8249	0.8373

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8904	0.8809	0.8493
R3	0.8752	0.8657	0.8451
R2	0.8600	0.8600	0.8437
R1	0.8505	0.8505	0.8423	0.8476
PP	0.8448	0.8448	0.8448	0.8433
S1	0.8353	0.8353	0.8396	0.8324
S2	0.8296	0.8296	0.8382
S3	0.8144	0.8201	0.8368
S4	0.7992	0.8049	0.8326

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8543	0.8391	0.0152	1.8%	0.0060	0.7%	13%	False	True	97,067
10	0.8734	0.8391	0.0343	4.1%	0.0054	0.6%	6%	False	True	92,137
20	0.8759	0.8391	0.0369	4.4%	0.0054	0.6%	5%	False	True	48,182
40	0.8831	0.8391	0.0441	5.2%	0.0048	0.6%	4%	False	True	24,208
60	0.8831	0.8391	0.0441	5.2%	0.0043	0.5%	4%	False	True	16,185
80	0.8900	0.8391	0.0510	6.1%	0.0041	0.5%	4%	False	True	12,148
100	0.8900	0.8391	0.0510	6.1%	0.0036	0.4%	4%	False	True	9,721

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8737
2.618	0.8629
1.618	0.8563
1.000	0.8523
0.618	0.8497
HIGH	0.8457
0.618	0.8431
0.500	0.8424
0.382	0.8416
LOW	0.8391
0.618	0.8350
1.000	0.8325
1.618	0.8284
2.618	0.8218
4.250	0.8110

Fisher Pivots for day following 18-Mar-2022
Pivot	1 day	3 day
R1	0.8424	0.8435
PP	0.8419	0.8427
S1	0.8414	0.8418

Download as Excel Spreadsheet

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

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