CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 13-Jan-2022

Day Change Summary
	Previous	Current
	12-Jan-2022	13-Jan-2022	Change	Change %	Previous Week
Open	0.8675	0.8725	0.0050	0.6%	0.8692
High	0.8755	0.8776	0.0021	0.2%	0.8704
Low	0.8656	0.8722	0.0066	0.8%	0.8598
Close	0.8746	0.8771	0.0025	0.3%	0.8658
Range	0.0099	0.0054	-0.0045	-45.5%	0.0106
ATR	0.0050	0.0050	0.0000	0.6%	0.0000
Volume	118,451	106,963	-11,488	-9.7%	490,254

Daily Pivots for day following 13-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8918	0.8898	0.8800
R3	0.8864	0.8844	0.8785
R2	0.8810	0.8810	0.8780
R1	0.8790	0.8790	0.8775	0.8800
PP	0.8756	0.8756	0.8756	0.8761
S1	0.8736	0.8736	0.8766	0.8746
S2	0.8702	0.8702	0.8761
S3	0.8648	0.8682	0.8756
S4	0.8594	0.8628	0.8741

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	0.8776	0.8621	0.0155	1.8%	0.0060	0.7%	96%	True	False	96,686
10	0.8776	0.8598	0.0178	2.0%	0.0052	0.6%	97%	True	False	91,805
20	0.8849	0.8598	0.0251	2.9%	0.0045	0.5%	69%	False	False	81,857
40	0.8899	0.8598	0.0301	3.4%	0.0054	0.6%	57%	False	False	57,067
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	57%	False	False	38,115
80	0.9181	0.8598	0.0583	6.6%	0.0049	0.6%	30%	False	False	28,598
100	0.9181	0.8598	0.0583	6.6%	0.0046	0.5%	30%	False	False	22,886

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9006
2.618	0.8917
1.618	0.8863
1.000	0.8830
0.618	0.8809
HIGH	0.8776
0.618	0.8755
0.500	0.8749
0.382	0.8743
LOW	0.8722
0.618	0.8689
1.000	0.8668
1.618	0.8635
2.618	0.8581
4.250	0.8493

Fisher Pivots for day following 13-Jan-2022
Pivot	1 day	3 day
R1	0.8763	0.8751
PP	0.8756	0.8732
S1	0.8749	0.8712

Download as Excel Spreadsheet

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

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