CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 25-Mar-2022

Day Change Summary
	Previous	Current
	24-Mar-2022	25-Mar-2022	Change	Change %	Previous Week
Open	0.8271	0.8188	-0.0083	-1.0%	0.8412
High	0.8284	0.8269	-0.0015	-0.2%	0.8412
Low	0.8186	0.8184	-0.0002	0.0%	0.8184
Close	0.8196	0.8204	0.0008	0.1%	0.8204
Range	0.0098	0.0085	-0.0013	-13.3%	0.0229
ATR	0.0058	0.0060	0.0002	3.3%	0.0000
Volume	126,892	151,251	24,359	19.2%	616,130

Daily Pivots for day following 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8474	0.8424	0.8250
R3	0.8389	0.8339	0.8227
R2	0.8304	0.8304	0.8219
R1	0.8254	0.8254	0.8211	0.8279
PP	0.8219	0.8219	0.8219	0.8231
S1	0.8169	0.8169	0.8196	0.8194
S2	0.8134	0.8134	0.8188
S3	0.8049	0.8084	0.8180
S4	0.7964	0.7999	0.8157

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8952	0.8806	0.8329
R3	0.8723	0.8578	0.8266
R2	0.8495	0.8495	0.8245
R1	0.8349	0.8349	0.8224	0.8308
PP	0.8266	0.8266	0.8266	0.8246
S1	0.8121	0.8121	0.8183	0.8079
S2	0.8038	0.8038	0.8162
S3	0.7809	0.7892	0.8141
S4	0.7581	0.7664	0.8078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8412	0.8184	0.0229	2.8%	0.0076	0.9%	9%	False	True	123,226
10	0.8543	0.8184	0.0359	4.4%	0.0068	0.8%	6%	False	True	110,146
20	0.8747	0.8184	0.0564	6.9%	0.0060	0.7%	4%	False	True	78,553
40	0.8770	0.8184	0.0587	7.1%	0.0051	0.6%	3%	False	True	39,606
60	0.8831	0.8184	0.0648	7.9%	0.0048	0.6%	3%	False	True	26,452
80	0.8900	0.8184	0.0717	8.7%	0.0043	0.5%	3%	False	True	19,849
100	0.8900	0.8184	0.0717	8.7%	0.0040	0.5%	3%	False	True	15,883

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8630
2.618	0.8491
1.618	0.8406
1.000	0.8354
0.618	0.8321
HIGH	0.8269
0.618	0.8236
0.500	0.8226
0.382	0.8216
LOW	0.8184
0.618	0.8131
1.000	0.8099
1.618	0.8046
2.618	0.7961
4.250	0.7822

Fisher Pivots for day following 25-Mar-2022
Pivot	1 day	3 day
R1	0.8226	0.8246
PP	0.8219	0.8232
S1	0.8211	0.8218

Download as Excel Spreadsheet

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

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