CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 28-Mar-2022

Day Change Summary
	Previous	Current
	25-Mar-2022	28-Mar-2022	Change	Change %	Previous Week
Open	0.8188	0.8210	0.0022	0.3%	0.8412
High	0.8269	0.8211	-0.0058	-0.7%	0.8412
Low	0.8184	0.8009	-0.0175	-2.1%	0.8184
Close	0.8204	0.8110	-0.0094	-1.1%	0.8204
Range	0.0085	0.0203	0.0118	138.2%	0.0229
ATR	0.0060	0.0070	0.0010	16.9%	0.0000
Volume	151,251	237,439	86,188	57.0%	616,130

Daily Pivots for day following 28-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8717	0.8616	0.8221
R3	0.8515	0.8413	0.8165
R2	0.8312	0.8312	0.8147
R1	0.8211	0.8211	0.8128	0.8160
PP	0.8110	0.8110	0.8110	0.8084
S1	0.8008	0.8008	0.8091	0.7958
S2	0.7907	0.7907	0.8072
S3	0.7705	0.7806	0.8054
S4	0.7502	0.7603	0.7998

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	0.8389	0.8009	0.0380	4.7%	0.0111	1.4%	27%	False	True	159,569
10	0.8514	0.8009	0.0505	6.2%	0.0081	1.0%	20%	False	True	124,087
20	0.8747	0.8009	0.0739	9.1%	0.0067	0.8%	14%	False	True	90,231
40	0.8770	0.8009	0.0762	9.4%	0.0056	0.7%	13%	False	True	45,540
60	0.8831	0.8009	0.0823	10.1%	0.0051	0.6%	12%	False	True	30,409
80	0.8900	0.8009	0.0892	11.0%	0.0045	0.6%	11%	False	True	22,817
100	0.8900	0.8009	0.0892	11.0%	0.0041	0.5%	11%	False	True	18,257

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	0.0009
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	0.9072
2.618	0.8741
1.618	0.8539
1.000	0.8414
0.618	0.8336
HIGH	0.8211
0.618	0.8134
0.500	0.8110
0.382	0.8086
LOW	0.8009
0.618	0.7883
1.000	0.7806
1.618	0.7681
2.618	0.7478
4.250	0.7148

Fisher Pivots for day following 28-Mar-2022
Pivot	1 day	3 day
R1	0.8110	0.8146
PP	0.8110	0.8134
S1	0.8110	0.8122

Download as Excel Spreadsheet

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

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