CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 31-Mar-2022

Day Change Summary
	Previous	Current
	30-Mar-2022	31-Mar-2022	Change	Change %	Previous Week
Open	0.8155	0.8221	0.0066	0.8%	0.8412
High	0.8258	0.8260	0.0002	0.0%	0.8412
Low	0.8132	0.8181	0.0049	0.6%	0.8184
Close	0.8229	0.8238	0.0009	0.1%	0.8204
Range	0.0126	0.0079	-0.0048	-37.7%	0.0229
ATR	0.0080	0.0080	0.0000	-0.1%	0.0000
Volume	177,401	166,315	-11,086	-6.2%	616,130

Daily Pivots for day following 31-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8462	0.8428	0.8281
R3	0.8383	0.8350	0.8259
R2	0.8305	0.8305	0.8252
R1	0.8271	0.8271	0.8245	0.8288
PP	0.8226	0.8226	0.8226	0.8234
S1	0.8193	0.8193	0.8230	0.8209
S2	0.8148	0.8148	0.8223
S3	0.8069	0.8114	0.8216
S4	0.7991	0.8036	0.8194

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	0.8269	0.8009	0.0260	3.2%	0.0129	1.6%	88%	False	False	187,570
10	0.8457	0.8009	0.0448	5.4%	0.0100	1.2%	51%	False	False	148,449
20	0.8747	0.8009	0.0739	9.0%	0.0077	0.9%	31%	False	False	116,913
40	0.8759	0.8009	0.0751	9.1%	0.0062	0.8%	31%	False	False	59,267
60	0.8831	0.8009	0.0823	10.0%	0.0055	0.7%	28%	False	False	39,560
80	0.8858	0.8009	0.0850	10.3%	0.0048	0.6%	27%	False	False	29,680
100	0.8900	0.8009	0.0892	10.8%	0.0044	0.5%	26%	False	False	23,748

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8593
2.618	0.8465
1.618	0.8387
1.000	0.8338
0.618	0.8308
HIGH	0.8260
0.618	0.8230
0.500	0.8220
0.382	0.8211
LOW	0.8181
0.618	0.8132
1.000	0.8103
1.618	0.8054
2.618	0.7975
4.250	0.7847

Fisher Pivots for day following 31-Mar-2022
Pivot	1 day	3 day
R1	0.8232	0.8212
PP	0.8226	0.8186
S1	0.8220	0.8161

Download as Excel Spreadsheet

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

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