CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	0.8749	0.8768	0.0019	0.2%	0.8760
High	0.8778	0.8806	0.0028	0.3%	0.8806
Low	0.8734	0.8766	0.0033	0.4%	0.8695
Close	0.8762	0.8802	0.0040	0.5%	0.8802
Range	0.0045	0.0040	-0.0005	-10.1%	0.0111
ATR	0.0051	0.0050	0.0000	-0.9%	0.0000
Volume	94,867	118,726	23,859	25.1%	467,542

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8911	0.8896	0.8824
R3	0.8871	0.8856	0.8813
R2	0.8831	0.8831	0.8809
R1	0.8816	0.8816	0.8805	0.8824
PP	0.8791	0.8791	0.8791	0.8795
S1	0.8776	0.8776	0.8798	0.8784
S2	0.8751	0.8751	0.8794
S3	0.8711	0.8736	0.8791
S4	0.8671	0.8696	0.8780

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9101	0.9062	0.8863
R3	0.8990	0.8951	0.8832
R2	0.8879	0.8879	0.8822
R1	0.8840	0.8840	0.8812	0.8859
PP	0.8768	0.8768	0.8768	0.8777
S1	0.8729	0.8729	0.8791	0.8748
S2	0.8657	0.8657	0.8781
S3	0.8546	0.8618	0.8771
S4	0.8435	0.8507	0.8740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8816	0.8695	0.0121	1.4%	0.0051	0.6%	88%	False	False	120,750
10	0.8816	0.8621	0.0195	2.2%	0.0056	0.6%	93%	False	False	108,718
20	0.8816	0.8598	0.0218	2.5%	0.0046	0.5%	93%	False	False	91,682
40	0.8899	0.8598	0.0301	3.4%	0.0052	0.6%	68%	False	False	72,048
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	68%	False	False	48,171
80	0.9035	0.8598	0.0437	5.0%	0.0049	0.6%	47%	False	False	36,141
100	0.9181	0.8598	0.0583	6.6%	0.0047	0.5%	35%	False	False	28,923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8976
2.618	0.8911
1.618	0.8871
1.000	0.8846
0.618	0.8831
HIGH	0.8806
0.618	0.8791
0.500	0.8786
0.382	0.8781
LOW	0.8766
0.618	0.8741
1.000	0.8726
1.618	0.8701
2.618	0.8661
4.250	0.8596

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	0.8796	0.8788
PP	0.8791	0.8774
S1	0.8786	0.8761

Download as Excel Spreadsheet

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

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