CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 22-Mar-2022

Day Change Summary
	Previous	Current
	21-Mar-2022	22-Mar-2022	Change	Change %	Previous Week
Open	0.8412	0.8386	-0.0026	-0.3%	0.8540
High	0.8412	0.8389	-0.0024	-0.3%	0.8543
Low	0.8384	0.8278	-0.0106	-1.3%	0.8391
Close	0.8386	0.8299	-0.0087	-1.0%	0.8410
Range	0.0029	0.0111	0.0083	289.5%	0.0152
ATR	0.0051	0.0055	0.0004	8.4%	0.0000
Volume	55,724	164,333	108,609	194.9%	485,335

Daily Pivots for day following 22-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8655	0.8588	0.8360
R3	0.8544	0.8477	0.8330
R2	0.8433	0.8433	0.8319
R1	0.8366	0.8366	0.8309	0.8344
PP	0.8322	0.8322	0.8322	0.8311
S1	0.8255	0.8255	0.8289	0.8233
S2	0.8211	0.8211	0.8279
S3	0.8100	0.8144	0.8268
S4	0.7989	0.8033	0.8238

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	0.8480	0.8278	0.0202	2.4%	0.0064	0.8%	11%	False	True	100,418
10	0.8673	0.8278	0.0395	4.8%	0.0059	0.7%	5%	False	True	103,677
20	0.8759	0.8278	0.0482	5.8%	0.0056	0.7%	4%	False	True	59,124
40	0.8811	0.8278	0.0534	6.4%	0.0050	0.6%	4%	False	True	29,708
60	0.8831	0.8278	0.0554	6.7%	0.0045	0.5%	4%	False	True	19,851
80	0.8900	0.8278	0.0623	7.5%	0.0042	0.5%	3%	False	True	14,899
100	0.8900	0.8278	0.0623	7.5%	0.0037	0.4%	3%	False	True	11,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 104 trading days

Fibonacci Retracements and Extensions
4.250	0.8860
2.618	0.8679
1.618	0.8568
1.000	0.8500
0.618	0.8457
HIGH	0.8389
0.618	0.8346
0.500	0.8333
0.382	0.8320
LOW	0.8278
0.618	0.8209
1.000	0.8167
1.618	0.8098
2.618	0.7987
4.250	0.7806

Fisher Pivots for day following 22-Mar-2022
Pivot	1 day	3 day
R1	0.8333	0.8367
PP	0.8322	0.8344
S1	0.8310	0.8322

Download as Excel Spreadsheet

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

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