CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 10-Jan-2022

Day Change Summary
	Previous	Current
	07-Jan-2022	10-Jan-2022	Change	Change %	Previous Week
Open	0.8637	0.8654	0.0017	0.2%	0.8692
High	0.8665	0.8697	0.0032	0.4%	0.8704
Low	0.8621	0.8636	0.0015	0.2%	0.8598
Close	0.8658	0.8684	0.0026	0.3%	0.8658
Range	0.0044	0.0061	0.0017	38.6%	0.0106
ATR	0.0045	0.0046	0.0001	2.6%	0.0000
Volume	96,110	82,396	-13,714	-14.3%	490,254

Daily Pivots for day following 10-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8855	0.8831	0.8718
R3	0.8794	0.8770	0.8701
R2	0.8733	0.8733	0.8695
R1	0.8709	0.8709	0.8690	0.8721
PP	0.8672	0.8672	0.8672	0.8678
S1	0.8648	0.8648	0.8678	0.8660
S2	0.8611	0.8611	0.8673
S3	0.8550	0.8587	0.8667
S4	0.8489	0.8526	0.8650

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	0.8697	0.8598	0.0099	1.1%	0.0055	0.6%	87%	True	False	98,598
10	0.8727	0.8598	0.0129	1.5%	0.0040	0.5%	67%	False	False	80,823
20	0.8849	0.8598	0.0251	2.9%	0.0040	0.5%	34%	False	False	78,054
40	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	29%	False	False	49,460
60	0.8899	0.8598	0.0301	3.5%	0.0049	0.6%	29%	False	False	33,035
80	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	15%	False	False	24,788
100	0.9181	0.8598	0.0583	6.7%	0.0045	0.5%	15%	False	False	19,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8956
2.618	0.8856
1.618	0.8795
1.000	0.8758
0.618	0.8734
HIGH	0.8697
0.618	0.8673
0.500	0.8666
0.382	0.8659
LOW	0.8636
0.618	0.8598
1.000	0.8575
1.618	0.8537
2.618	0.8476
4.250	0.8376

Fisher Pivots for day following 10-Jan-2022
Pivot	1 day	3 day
R1	0.8678	0.8674
PP	0.8672	0.8664
S1	0.8666	0.8654

Download as Excel Spreadsheet

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

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