CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 19-Jan-2022

Day Change Summary
	Previous	Current
	18-Jan-2022	19-Jan-2022	Change	Change %	Previous Week
Open	0.8760	0.8731	-0.0029	-0.3%	0.8654
High	0.8760	0.8760	0.0000	0.0%	0.8816
Low	0.8695	0.8716	0.0021	0.2%	0.8636
Close	0.8729	0.8757	0.0029	0.3%	0.8765
Range	0.0065	0.0045	-0.0021	-31.5%	0.0181
ATR	0.0052	0.0051	-0.0001	-1.0%	0.0000
Volume	162,317	91,632	-70,685	-43.5%	523,534

Daily Pivots for day following 19-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8878	0.8862	0.8781
R3	0.8833	0.8817	0.8769
R2	0.8789	0.8789	0.8765
R1	0.8773	0.8773	0.8761	0.8781
PP	0.8744	0.8744	0.8744	0.8748
S1	0.8728	0.8728	0.8753	0.8736
S2	0.8700	0.8700	0.8749
S3	0.8655	0.8684	0.8745
S4	0.8611	0.8639	0.8733

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	0.8656	0.0160	1.8%	0.0065	0.7%	63%	False	False	123,115
10	0.8816	0.8607	0.0210	2.4%	0.0056	0.6%	72%	False	False	107,244
20	0.8816	0.8598	0.0218	2.5%	0.0046	0.5%	73%	False	False	88,190
40	0.8899	0.8598	0.0301	3.4%	0.0053	0.6%	53%	False	False	66,742
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	53%	False	False	44,613
80	0.9062	0.8598	0.0464	5.3%	0.0049	0.6%	34%	False	False	33,473
100	0.9181	0.8598	0.0583	6.7%	0.0047	0.5%	27%	False	False	26,787

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8949
2.618	0.8877
1.618	0.8832
1.000	0.8805
0.618	0.8788
HIGH	0.8760
0.618	0.8743
0.500	0.8738
0.382	0.8732
LOW	0.8716
0.618	0.8688
1.000	0.8671
1.618	0.8643
2.618	0.8599
4.250	0.8526

Fisher Pivots for day following 19-Jan-2022
Pivot	1 day	3 day
R1	0.8751	0.8757
PP	0.8744	0.8756
S1	0.8738	0.8756

Download as Excel Spreadsheet

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

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