CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 23-Mar-2022

Day Change Summary
	Previous	Current
	22-Mar-2022	23-Mar-2022	Change	Change %	Previous Week
Open	0.8386	0.8294	-0.0092	-1.1%	0.8540
High	0.8389	0.8309	-0.0080	-1.0%	0.8543
Low	0.8278	0.8253	-0.0025	-0.3%	0.8391
Close	0.8299	0.8273	-0.0027	-0.3%	0.8410
Range	0.0111	0.0056	-0.0055	-49.5%	0.0152
ATR	0.0055	0.0055	0.0000	0.1%	0.0000
Volume	164,333	117,930	-46,403	-28.2%	485,335

Daily Pivots for day following 23-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8446	0.8415	0.8303
R3	0.8390	0.8359	0.8288
R2	0.8334	0.8334	0.8283
R1	0.8303	0.8303	0.8278	0.8291
PP	0.8278	0.8278	0.8278	0.8272
S1	0.8247	0.8247	0.8267	0.8235
S2	0.8222	0.8222	0.8262
S3	0.8166	0.8191	0.8257
S4	0.8110	0.8135	0.8242

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	0.8464	0.8253	0.0212	2.6%	0.0062	0.7%	9%	False	True	103,575
10	0.8653	0.8253	0.0401	4.8%	0.0061	0.7%	5%	False	True	107,382
20	0.8759	0.8253	0.0507	6.1%	0.0058	0.7%	4%	False	True	65,009
40	0.8802	0.8253	0.0549	6.6%	0.0050	0.6%	4%	False	True	32,656
60	0.8831	0.8253	0.0579	7.0%	0.0045	0.5%	3%	False	True	21,817
80	0.8900	0.8253	0.0648	7.8%	0.0042	0.5%	3%	False	True	16,373
100	0.8900	0.8253	0.0648	7.8%	0.0038	0.5%	3%	False	True	13,101

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8547
2.618	0.8455
1.618	0.8399
1.000	0.8365
0.618	0.8343
HIGH	0.8309
0.618	0.8287
0.500	0.8281
0.382	0.8274
LOW	0.8253
0.618	0.8218
1.000	0.8197
1.618	0.8162
2.618	0.8106
4.250	0.8015

Fisher Pivots for day following 23-Mar-2022
Pivot	1 day	3 day
R1	0.8281	0.8332
PP	0.8278	0.8312
S1	0.8275	0.8292

Download as Excel Spreadsheet

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

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