CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 24-Mar-2022

Day Change Summary
	Previous	Current
	23-Mar-2022	24-Mar-2022	Change	Change %	Previous Week
Open	0.8294	0.8271	-0.0023	-0.3%	0.8540
High	0.8309	0.8284	-0.0025	-0.3%	0.8543
Low	0.8253	0.8186	-0.0067	-0.8%	0.8391
Close	0.8273	0.8196	-0.0077	-0.9%	0.8410
Range	0.0056	0.0098	0.0042	75.0%	0.0152
ATR	0.0055	0.0058	0.0003	5.5%	0.0000
Volume	117,930	126,892	8,962	7.6%	485,335

Daily Pivots for day following 24-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8516	0.8454	0.8250
R3	0.8418	0.8356	0.8223
R2	0.8320	0.8320	0.8214
R1	0.8258	0.8258	0.8205	0.8240
PP	0.8222	0.8222	0.8222	0.8213
S1	0.8160	0.8160	0.8187	0.8142
S2	0.8124	0.8124	0.8178
S3	0.8026	0.8062	0.8169
S4	0.7928	0.7964	0.8142

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	0.8457	0.8186	0.0271	3.3%	0.0072	0.9%	4%	False	True	109,328
10	0.8630	0.8186	0.0445	5.4%	0.0068	0.8%	2%	False	True	108,511
20	0.8747	0.8186	0.0562	6.9%	0.0058	0.7%	2%	False	True	71,277
40	0.8770	0.8186	0.0585	7.1%	0.0051	0.6%	2%	False	True	35,825
60	0.8831	0.8186	0.0646	7.9%	0.0047	0.6%	2%	False	True	23,931
80	0.8900	0.8186	0.0715	8.7%	0.0043	0.5%	1%	False	True	17,959
100	0.8900	0.8186	0.0715	8.7%	0.0039	0.5%	1%	False	True	14,370

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8700
2.618	0.8540
1.618	0.8442
1.000	0.8382
0.618	0.8344
HIGH	0.8284
0.618	0.8246
0.500	0.8235
0.382	0.8223
LOW	0.8186
0.618	0.8125
1.000	0.8088
1.618	0.8027
2.618	0.7929
4.250	0.7769

Fisher Pivots for day following 24-Mar-2022
Pivot	1 day	3 day
R1	0.8235	0.8287
PP	0.8222	0.8257
S1	0.8209	0.8226

Download as Excel Spreadsheet

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

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