CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 14-Mar-2022

Day Change Summary
	Previous	Current
	11-Mar-2022	14-Mar-2022	Change	Change %	Previous Week
Open	0.8612	0.8521	-0.0091	-1.1%	0.8705
High	0.8612	0.8523	-0.0089	-1.0%	0.8712
Low	0.8522	0.8471	-0.0051	-0.6%	0.8522
Close	0.8522	0.8476	-0.0046	-0.5%	0.8522
Range	0.0090	0.0053	-0.0038	-41.7%	0.0190
ATR	0.0053	0.0053	0.0000	0.0%	0.0000
Volume	25,482	1,356	-24,126	-94.7%	595,079

Daily Pivots for day following 14-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8647	0.8614	0.8504
R3	0.8595	0.8561	0.8490
R2	0.8542	0.8542	0.8485
R1	0.8509	0.8509	0.8480	0.8499
PP	0.8490	0.8490	0.8490	0.8485
S1	0.8456	0.8456	0.8471	0.8447
S2	0.8437	0.8437	0.8466
S3	0.8385	0.8404	0.8461
S4	0.8332	0.8351	0.8447

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9028	0.8626
R3	0.8965	0.8838	0.8574
R2	0.8775	0.8775	0.8556
R1	0.8648	0.8648	0.8539	0.8617
PP	0.8585	0.8585	0.8585	0.8569
S1	0.8458	0.8458	0.8504	0.8427
S2	0.8395	0.8395	0.8487
S3	0.8205	0.8268	0.8469
S4	0.8015	0.8078	0.8417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8675	0.8471	0.0205	2.4%	0.0048	0.6%	2%	False	True	93,881
10	0.8732	0.8471	0.0261	3.1%	0.0052	0.6%	2%	False	True	105,376
20	0.8743	0.8471	0.0272	3.2%	0.0052	0.6%	2%	False	True	114,453
40	0.8817	0.8471	0.0347	4.1%	0.0052	0.6%	1%	False	True	111,470
60	0.8849	0.8471	0.0378	4.5%	0.0050	0.6%	1%	False	True	101,599
80	0.8899	0.8471	0.0428	5.0%	0.0053	0.6%	1%	False	True	84,268
100	0.8899	0.8471	0.0428	5.0%	0.0051	0.6%	1%	False	True	67,457
120	0.9181	0.8471	0.0710	8.4%	0.0050	0.6%	1%	False	True	56,222

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8746
2.618	0.8660
1.618	0.8608
1.000	0.8576
0.618	0.8555
HIGH	0.8523
0.618	0.8503
0.500	0.8497
0.382	0.8491
LOW	0.8471
0.618	0.8438
1.000	0.8418
1.618	0.8386
2.618	0.8333
4.250	0.8247

Fisher Pivots for day following 14-Mar-2022
Pivot	1 day	3 day
R1	0.8497	0.8553
PP	0.8490	0.8527
S1	0.8483	0.8501

Download as Excel Spreadsheet

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

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