CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 29-Mar-2022

Day Change Summary
	Previous	Current
	28-Mar-2022	29-Mar-2022	Change	Change %	Previous Week
Open	0.8210	0.8089	-0.0121	-1.5%	0.8412
High	0.8211	0.8214	0.0003	0.0%	0.8412
Low	0.8009	0.8062	0.0053	0.7%	0.8184
Close	0.8110	0.8151	0.0042	0.5%	0.8204
Range	0.0203	0.0152	-0.0051	-24.9%	0.0229
ATR	0.0070	0.0076	0.0006	8.3%	0.0000
Volume	237,439	205,447	-31,992	-13.5%	616,130

Daily Pivots for day following 29-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8598	0.8527	0.8235
R3	0.8446	0.8375	0.8193
R2	0.8294	0.8294	0.8179
R1	0.8223	0.8223	0.8165	0.8258
PP	0.8142	0.8142	0.8142	0.8160
S1	0.8071	0.8071	0.8137	0.8106
S2	0.7990	0.7990	0.8123
S3	0.7838	0.7919	0.8109
S4	0.7686	0.7767	0.8067

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	0.8309	0.8009	0.0300	3.7%	0.0119	1.5%	48%	False	False	167,791
10	0.8480	0.8009	0.0471	5.8%	0.0091	1.1%	30%	False	False	134,105
20	0.8747	0.8009	0.0739	9.1%	0.0072	0.9%	19%	False	False	100,454
40	0.8770	0.8009	0.0762	9.3%	0.0058	0.7%	19%	False	False	50,676
60	0.8831	0.8009	0.0823	10.1%	0.0054	0.7%	17%	False	False	33,833
80	0.8900	0.8009	0.0892	10.9%	0.0047	0.6%	16%	False	False	25,384
100	0.8900	0.8009	0.0892	10.9%	0.0043	0.5%	16%	False	False	20,311

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8860
2.618	0.8611
1.618	0.8459
1.000	0.8366
0.618	0.8307
HIGH	0.8214
0.618	0.8155
0.500	0.8138
0.382	0.8120
LOW	0.8062
0.618	0.7968
1.000	0.7910
1.618	0.7816
2.618	0.7664
4.250	0.7416

Fisher Pivots for day following 29-Mar-2022
Pivot	1 day	3 day
R1	0.8147	0.8147
PP	0.8142	0.8143
S1	0.8138	0.8139

Download as Excel Spreadsheet

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

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