CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 21-Mar-2022

Day Change Summary
	Previous	Current
	18-Mar-2022	21-Mar-2022	Change	Change %	Previous Week
Open	0.8447	0.8412	-0.0036	-0.4%	0.8540
High	0.8457	0.8412	-0.0045	-0.5%	0.8543
Low	0.8391	0.8384	-0.0007	-0.1%	0.8391
Close	0.8410	0.8386	-0.0024	-0.3%	0.8410
Range	0.0066	0.0029	-0.0038	-56.8%	0.0152
ATR	0.0053	0.0051	-0.0002	-3.3%	0.0000
Volume	81,762	55,724	-26,038	-31.8%	485,335

Daily Pivots for day following 21-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8479	0.8461	0.8402
R3	0.8451	0.8433	0.8394
R2	0.8422	0.8422	0.8391
R1	0.8404	0.8404	0.8389	0.8399
PP	0.8394	0.8394	0.8394	0.8391
S1	0.8376	0.8376	0.8383	0.8371
S2	0.8365	0.8365	0.8381
S3	0.8337	0.8347	0.8378
S4	0.8308	0.8319	0.8370

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	0.8514	0.8384	0.0130	1.6%	0.0052	0.6%	2%	False	True	88,605
10	0.8696	0.8384	0.0312	3.7%	0.0051	0.6%	1%	False	True	94,134
20	0.8759	0.8384	0.0376	4.5%	0.0053	0.6%	1%	False	True	50,943
40	0.8831	0.8384	0.0448	5.3%	0.0048	0.6%	1%	False	True	25,600
60	0.8831	0.8384	0.0448	5.3%	0.0043	0.5%	1%	False	True	17,113
80	0.8900	0.8384	0.0517	6.2%	0.0041	0.5%	0%	False	True	12,844
100	0.8900	0.8384	0.0517	6.2%	0.0037	0.4%	0%	False	True	10,279

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8533
2.618	0.8487
1.618	0.8458
1.000	0.8441
0.618	0.8430
HIGH	0.8412
0.618	0.8401
0.500	0.8398
0.382	0.8394
LOW	0.8384
0.618	0.8366
1.000	0.8355
1.618	0.8337
2.618	0.8309
4.250	0.8262

Fisher Pivots for day following 21-Mar-2022
Pivot	1 day	3 day
R1	0.8398	0.8424
PP	0.8394	0.8411
S1	0.8390	0.8399

Download as Excel Spreadsheet

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

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