CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	0.8617	0.8637	0.0020	0.2%	0.8692
High	0.8653	0.8665	0.0013	0.1%	0.8704
Low	0.8611	0.8621	0.0011	0.1%	0.8598
Close	0.8629	0.8658	0.0030	0.3%	0.8658
Range	0.0042	0.0044	0.0002	4.8%	0.0106
ATR	0.0045	0.0045	0.0000	-0.1%	0.0000
Volume	99,242	96,110	-3,132	-3.2%	490,254

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8780	0.8763	0.8682
R3	0.8736	0.8719	0.8670
R2	0.8692	0.8692	0.8666
R1	0.8675	0.8675	0.8662	0.8684
PP	0.8648	0.8648	0.8648	0.8652
S1	0.8631	0.8631	0.8654	0.8640
S2	0.8604	0.8604	0.8650
S3	0.8560	0.8587	0.8646
S4	0.8516	0.8543	0.8634

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8971	0.8921	0.8716
R3	0.8865	0.8815	0.8687
R2	0.8759	0.8759	0.8677
R1	0.8709	0.8709	0.8668	0.8681
PP	0.8653	0.8653	0.8653	0.8640
S1	0.8603	0.8603	0.8648	0.8575
S2	0.8547	0.8547	0.8639
S3	0.8441	0.8497	0.8629
S4	0.8335	0.8391	0.8600

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%	0.0049	0.6%	57%	False	False	98,050
10	0.8755	0.8598	0.0157	1.8%	0.0039	0.4%	38%	False	False	78,548
20	0.8849	0.8598	0.0251	2.9%	0.0040	0.5%	24%	False	False	78,906
40	0.8899	0.8598	0.0301	3.5%	0.0051	0.6%	20%	False	False	47,403
60	0.8899	0.8598	0.0301	3.5%	0.0049	0.6%	20%	False	False	31,662
80	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	10%	False	False	23,758
100	0.9181	0.8598	0.0583	6.7%	0.0045	0.5%	10%	False	False	19,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8852
2.618	0.8780
1.618	0.8736
1.000	0.8709
0.618	0.8692
HIGH	0.8665
0.618	0.8648
0.500	0.8643
0.382	0.8638
LOW	0.8621
0.618	0.8594
1.000	0.8577
1.618	0.8550
2.618	0.8506
4.250	0.8434

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	0.8653	0.8651
PP	0.8648	0.8643
S1	0.8643	0.8636

Download as Excel Spreadsheet

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

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