CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 30-Mar-2022

Day Change Summary
	Previous	Current
	29-Mar-2022	30-Mar-2022	Change	Change %	Previous Week
Open	0.8089	0.8155	0.0066	0.8%	0.8412
High	0.8214	0.8258	0.0045	0.5%	0.8412
Low	0.8062	0.8132	0.0071	0.9%	0.8184
Close	0.8151	0.8229	0.0078	1.0%	0.8204
Range	0.0152	0.0126	-0.0026	-17.1%	0.0229
ATR	0.0076	0.0080	0.0004	4.7%	0.0000
Volume	205,447	177,401	-28,046	-13.7%	616,130

Daily Pivots for day following 30-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8584	0.8532	0.8298
R3	0.8458	0.8406	0.8263
R2	0.8332	0.8332	0.8252
R1	0.8280	0.8280	0.8240	0.8306
PP	0.8206	0.8206	0.8206	0.8219
S1	0.8154	0.8154	0.8217	0.8180
S2	0.8080	0.8080	0.8205
S3	0.7954	0.8028	0.8194
S4	0.7828	0.7902	0.8159

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	0.8284	0.8009	0.0275	3.3%	0.0133	1.6%	80%	False	False	179,686
10	0.8464	0.8009	0.0456	5.5%	0.0097	1.2%	48%	False	False	141,630
20	0.8747	0.8009	0.0739	9.0%	0.0075	0.9%	30%	False	False	109,122
40	0.8770	0.8009	0.0762	9.3%	0.0061	0.7%	29%	False	False	55,110
60	0.8831	0.8009	0.0823	10.0%	0.0055	0.7%	27%	False	False	36,789
80	0.8863	0.8009	0.0854	10.4%	0.0047	0.6%	26%	False	False	27,602
100	0.8900	0.8009	0.0892	10.8%	0.0044	0.5%	25%	False	False	22,085

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8794
2.618	0.8588
1.618	0.8462
1.000	0.8384
0.618	0.8336
HIGH	0.8258
0.618	0.8210
0.500	0.8195
0.382	0.8180
LOW	0.8132
0.618	0.8054
1.000	0.8006
1.618	0.7928
2.618	0.7802
4.250	0.7597

Fisher Pivots for day following 30-Mar-2022
Pivot	1 day	3 day
R1	0.8217	0.8197
PP	0.8206	0.8165
S1	0.8195	0.8133

Download as Excel Spreadsheet

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

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