CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 18-Jan-2022

Day Change Summary
	Previous	Current
	14-Jan-2022	18-Jan-2022	Change	Change %	Previous Week
Open	0.8763	0.8760	-0.0003	0.0%	0.8654
High	0.8816	0.8760	-0.0056	-0.6%	0.8816
Low	0.8756	0.8695	-0.0061	-0.7%	0.8636
Close	0.8765	0.8729	-0.0036	-0.4%	0.8765
Range	0.0061	0.0065	0.0005	7.4%	0.0181
ATR	0.0051	0.0052	0.0001	2.7%	0.0000
Volume	136,212	162,317	26,105	19.2%	523,534

Daily Pivots for day following 18-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8923	0.8891	0.8764
R3	0.8858	0.8826	0.8746
R2	0.8793	0.8793	0.8740
R1	0.8761	0.8761	0.8734	0.8744
PP	0.8728	0.8728	0.8728	0.8720
S1	0.8696	0.8696	0.8723	0.8679
S2	0.8663	0.8663	0.8717
S3	0.8598	0.8631	0.8711
S4	0.8533	0.8566	0.8693

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	0.8648	0.0168	1.9%	0.0064	0.7%	48%	False	False	120,691
10	0.8816	0.8598	0.0218	2.5%	0.0059	0.7%	60%	False	False	109,644
20	0.8832	0.8598	0.0234	2.7%	0.0046	0.5%	56%	False	False	87,581
40	0.8899	0.8598	0.0301	3.4%	0.0054	0.6%	43%	False	False	64,509
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	43%	False	False	43,087
80	0.9077	0.8598	0.0479	5.5%	0.0049	0.6%	27%	False	False	32,328
100	0.9181	0.8598	0.0583	6.7%	0.0047	0.5%	22%	False	False	25,871

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9036
2.618	0.8930
1.618	0.8865
1.000	0.8825
0.618	0.8800
HIGH	0.8760
0.618	0.8735
0.500	0.8728
0.382	0.8720
LOW	0.8695
0.618	0.8655
1.000	0.8630
1.618	0.8590
2.618	0.8525
4.250	0.8419

Fisher Pivots for day following 18-Jan-2022
Pivot	1 day	3 day
R1	0.8728	0.8756
PP	0.8728	0.8747
S1	0.8728	0.8738

Download as Excel Spreadsheet

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

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