CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 03-Jan-2022

Day Change Summary
	Previous	Current
	31-Dec-2021	03-Jan-2022	Change	Change %	Previous Week
Open	0.8696	0.8692	-0.0004	0.0%	0.8752
High	0.8700	0.8704	0.0004	0.0%	0.8755
Low	0.8685	0.8671	-0.0015	-0.2%	0.8673
Close	0.8698	0.8676	-0.0023	-0.3%	0.8698
Range	0.0015	0.0034	0.0019	123.3%	0.0082
ATR	0.0043	0.0042	-0.0001	-1.6%	0.0000
Volume	40,482	79,656	39,174	96.8%	295,231

Daily Pivots for day following 03-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8784	0.8763	0.8694
R3	0.8750	0.8730	0.8685
R2	0.8717	0.8717	0.8682
R1	0.8696	0.8696	0.8679	0.8690
PP	0.8683	0.8683	0.8683	0.8680
S1	0.8663	0.8663	0.8672	0.8656
S2	0.8650	0.8650	0.8669
S3	0.8616	0.8629	0.8666
S4	0.8583	0.8596	0.8657

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8907	0.8743
R3	0.8872	0.8826	0.8720
R2	0.8790	0.8790	0.8713
R1	0.8744	0.8744	0.8705	0.8726
PP	0.8709	0.8709	0.8709	0.8700
S1	0.8663	0.8663	0.8691	0.8645
S2	0.8627	0.8627	0.8683
S3	0.8546	0.8581	0.8676
S4	0.8464	0.8500	0.8653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8727	0.8671	0.0056	0.6%	0.0026	0.3%	9%	False	True	63,047
10	0.8832	0.8671	0.0161	1.9%	0.0032	0.4%	3%	False	True	65,519
20	0.8873	0.8671	0.0202	2.3%	0.0038	0.4%	2%	False	True	72,637
40	0.8899	0.8671	0.0228	2.6%	0.0051	0.6%	2%	False	True	37,171
60	0.8953	0.8671	0.0283	3.3%	0.0048	0.6%	2%	False	True	24,824
80	0.9181	0.8671	0.0510	5.9%	0.0047	0.5%	1%	False	True	18,628

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8846
2.618	0.8792
1.618	0.8758
1.000	0.8738
0.618	0.8725
HIGH	0.8704
0.618	0.8691
0.500	0.8687
0.382	0.8683
LOW	0.8671
0.618	0.8650
1.000	0.8637
1.618	0.8616
2.618	0.8583
4.250	0.8528

Fisher Pivots for day following 03-Jan-2022
Pivot	1 day	3 day
R1	0.8687	0.8688
PP	0.8683	0.8684
S1	0.8679	0.8680

Download as Excel Spreadsheet

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

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