CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 14-Jan-2022

Day Change Summary
	Previous	Current
	13-Jan-2022	14-Jan-2022	Change	Change %	Previous Week
Open	0.8725	0.8763	0.0038	0.4%	0.8654
High	0.8776	0.8816	0.0040	0.5%	0.8816
Low	0.8722	0.8756	0.0034	0.4%	0.8636
Close	0.8771	0.8765	-0.0006	-0.1%	0.8765
Range	0.0054	0.0061	0.0007	12.0%	0.0181
ATR	0.0050	0.0051	0.0001	1.5%	0.0000
Volume	106,963	136,212	29,249	27.3%	523,534

Daily Pivots for day following 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8960	0.8923	0.8798
R3	0.8900	0.8862	0.8781
R2	0.8839	0.8839	0.8776
R1	0.8802	0.8802	0.8770	0.8821
PP	0.8779	0.8779	0.8779	0.8788
S1	0.8741	0.8741	0.8759	0.8760
S2	0.8718	0.8718	0.8753
S3	0.8658	0.8681	0.8748
S4	0.8597	0.8620	0.8731

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9203	0.8864
R3	0.9100	0.9022	0.8814
R2	0.8919	0.8919	0.8798
R1	0.8842	0.8842	0.8781	0.8881
PP	0.8739	0.8739	0.8739	0.8758
S1	0.8661	0.8661	0.8748	0.8700
S2	0.8558	0.8558	0.8731
S3	0.8378	0.8481	0.8715
S4	0.8197	0.8300	0.8665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8816	0.8636	0.0181	2.1%	0.0063	0.7%	71%	True	False	104,706
10	0.8816	0.8598	0.0218	2.5%	0.0056	0.6%	76%	True	False	101,378
20	0.8849	0.8598	0.0251	2.9%	0.0045	0.5%	66%	False	False	84,189
40	0.8899	0.8598	0.0301	3.4%	0.0053	0.6%	55%	False	False	60,458
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	55%	False	False	40,383
80	0.9127	0.8598	0.0529	6.0%	0.0049	0.6%	32%	False	False	30,301
100	0.9181	0.8598	0.0583	6.6%	0.0046	0.5%	29%	False	False	24,248

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9073
2.618	0.8974
1.618	0.8914
1.000	0.8877
0.618	0.8853
HIGH	0.8816
0.618	0.8793
0.500	0.8786
0.382	0.8779
LOW	0.8756
0.618	0.8718
1.000	0.8695
1.618	0.8658
2.618	0.8597
4.250	0.8498

Fisher Pivots for day following 14-Jan-2022
Pivot	1 day	3 day
R1	0.8786	0.8755
PP	0.8779	0.8746
S1	0.8772	0.8736

Download as Excel Spreadsheet

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

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