CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 11-Jan-2022

Day Change Summary
	Previous	Current
	10-Jan-2022	11-Jan-2022	Change	Change %	Previous Week
Open	0.8654	0.8684	0.0031	0.4%	0.8692
High	0.8697	0.8691	-0.0006	-0.1%	0.8704
Low	0.8636	0.8648	0.0013	0.1%	0.8598
Close	0.8684	0.8674	-0.0011	-0.1%	0.8658
Range	0.0061	0.0043	-0.0019	-30.3%	0.0106
ATR	0.0046	0.0046	0.0000	-0.5%	0.0000
Volume	82,396	79,512	-2,884	-3.5%	490,254

Daily Pivots for day following 11-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8778	0.8697
R3	0.8756	0.8736	0.8685
R2	0.8713	0.8713	0.8681
R1	0.8693	0.8693	0.8677	0.8682
PP	0.8671	0.8671	0.8671	0.8665
S1	0.8651	0.8651	0.8670	0.8640
S2	0.8628	0.8628	0.8666
S3	0.8586	0.8608	0.8662
S4	0.8543	0.8566	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	0.8607	0.0090	1.0%	0.0047	0.5%	74%	False	False	91,374
10	0.8727	0.8598	0.0129	1.5%	0.0043	0.5%	59%	False	False	83,216
20	0.8849	0.8598	0.0251	2.9%	0.0041	0.5%	30%	False	False	78,769
40	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	25%	False	False	51,443
60	0.8899	0.8598	0.0301	3.5%	0.0049	0.6%	25%	False	False	34,359
80	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	13%	False	False	25,781
100	0.9181	0.8598	0.0583	6.7%	0.0045	0.5%	13%	False	False	20,632

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8871
2.618	0.8802
1.618	0.8759
1.000	0.8733
0.618	0.8717
HIGH	0.8691
0.618	0.8674
0.500	0.8669
0.382	0.8664
LOW	0.8648
0.618	0.8622
1.000	0.8606
1.618	0.8579
2.618	0.8537
4.250	0.8467

Fisher Pivots for day following 11-Jan-2022
Pivot	1 day	3 day
R1	0.8672	0.8669
PP	0.8671	0.8664
S1	0.8669	0.8659

Download as Excel Spreadsheet

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

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