CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	0.8615	0.8617	0.0002	0.0%	0.8752
High	0.8653	0.8653	-0.0001	0.0%	0.8755
Low	0.8607	0.8611	0.0004	0.0%	0.8673
Close	0.8613	0.8629	0.0016	0.2%	0.8698
Range	0.0047	0.0042	-0.0005	-9.7%	0.0082
ATR	0.0045	0.0045	0.0000	-0.5%	0.0000
Volume	99,610	99,242	-368	-0.4%	295,231

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8757	0.8735	0.8652
R3	0.8715	0.8693	0.8640
R2	0.8673	0.8673	0.8636
R1	0.8651	0.8651	0.8632	0.8662
PP	0.8631	0.8631	0.8631	0.8636
S1	0.8609	0.8609	0.8625	0.8620
S2	0.8589	0.8589	0.8621
S3	0.8547	0.8567	0.8617
S4	0.8505	0.8525	0.8605

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	0.8704	0.8598	0.0106	1.2%	0.0043	0.5%	29%	False	False	86,925
10	0.8772	0.8598	0.0174	2.0%	0.0037	0.4%	18%	False	False	74,646
20	0.8849	0.8598	0.0251	2.9%	0.0040	0.5%	12%	False	False	79,995
40	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	10%	False	False	45,009
60	0.8899	0.8598	0.0301	3.5%	0.0048	0.6%	10%	False	False	30,061
80	0.9181	0.8598	0.0583	6.8%	0.0048	0.6%	5%	False	False	22,557
100	0.9184	0.8598	0.0586	6.8%	0.0045	0.5%	5%	False	False	18,052

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8831
2.618	0.8762
1.618	0.8720
1.000	0.8695
0.618	0.8678
HIGH	0.8653
0.618	0.8636
0.500	0.8632
0.382	0.8627
LOW	0.8611
0.618	0.8585
1.000	0.8569
1.618	0.8543
2.618	0.8501
4.250	0.8432

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	0.8632	0.8638
PP	0.8631	0.8635
S1	0.8630	0.8632

Download as Excel Spreadsheet

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

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