CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	0.8673	0.8615	-0.0058	-0.7%	0.8752
High	0.8678	0.8653	-0.0025	-0.3%	0.8755
Low	0.8598	0.8607	0.0009	0.1%	0.8673
Close	0.8616	0.8613	-0.0003	0.0%	0.8698
Range	0.0080	0.0047	-0.0033	-41.5%	0.0082
ATR	0.0045	0.0045	0.0000	0.2%	0.0000
Volume	115,636	99,610	-16,026	-13.9%	295,231

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8764	0.8735	0.8639
R3	0.8717	0.8688	0.8626
R2	0.8671	0.8671	0.8622
R1	0.8642	0.8642	0.8617	0.8633
PP	0.8624	0.8624	0.8624	0.8620
S1	0.8595	0.8595	0.8609	0.8587
S2	0.8578	0.8578	0.8604
S3	0.8531	0.8549	0.8600
S4	0.8485	0.8502	0.8587

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	0.8705	0.8598	0.0107	1.2%	0.0041	0.5%	14%	False	False	79,444
10	0.8783	0.8598	0.0185	2.1%	0.0036	0.4%	8%	False	False	71,426
20	0.8849	0.8598	0.0251	2.9%	0.0040	0.5%	6%	False	False	78,881
40	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	5%	False	False	42,533
60	0.8899	0.8598	0.0301	3.5%	0.0048	0.6%	5%	False	False	28,408
80	0.9181	0.8598	0.0583	6.8%	0.0048	0.6%	3%	False	False	21,317
100	0.9185	0.8598	0.0587	6.8%	0.0045	0.5%	3%	False	False	17,060

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

Fibonacci Retracements and Extensions
4.250	0.8851
2.618	0.8775
1.618	0.8728
1.000	0.8700
0.618	0.8682
HIGH	0.8653
0.618	0.8635
0.500	0.8630
0.382	0.8624
LOW	0.8607
0.618	0.8578
1.000	0.8560
1.618	0.8531
2.618	0.8485
4.250	0.8409

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	0.8630	0.8651
PP	0.8624	0.8638
S1	0.8619	0.8626

Download as Excel Spreadsheet

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

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