CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 24-Jan-2022

Day Change Summary
	Previous	Current
	21-Jan-2022	24-Jan-2022	Change	Change %	Previous Week
Open	0.8768	0.8802	0.0035	0.4%	0.8760
High	0.8806	0.8817	0.0011	0.1%	0.8806
Low	0.8766	0.8776	0.0010	0.1%	0.8695
Close	0.8802	0.8793	-0.0009	-0.1%	0.8802
Range	0.0040	0.0042	0.0002	3.8%	0.0111
ATR	0.0050	0.0050	-0.0001	-1.3%	0.0000
Volume	118,726	120,389	1,663	1.4%	467,542

Daily Pivots for day following 24-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8920	0.8898	0.8815
R3	0.8878	0.8856	0.8804
R2	0.8837	0.8837	0.8800
R1	0.8815	0.8815	0.8796	0.8805
PP	0.8795	0.8795	0.8795	0.8790
S1	0.8773	0.8773	0.8789	0.8763
S2	0.8754	0.8754	0.8785
S3	0.8712	0.8732	0.8781
S4	0.8671	0.8690	0.8770

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	0.8817	0.8695	0.0122	1.4%	0.0047	0.5%	80%	True	False	117,586
10	0.8817	0.8636	0.0182	2.1%	0.0055	0.6%	87%	True	False	111,146
20	0.8817	0.8598	0.0219	2.5%	0.0047	0.5%	89%	True	False	94,847
40	0.8899	0.8598	0.0301	3.4%	0.0052	0.6%	65%	False	False	75,052
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	65%	False	False	50,177
80	0.9035	0.8598	0.0437	5.0%	0.0048	0.5%	45%	False	False	37,646
100	0.9181	0.8598	0.0583	6.6%	0.0047	0.5%	33%	False	False	30,127

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	0.8993
2.618	0.8926
1.618	0.8884
1.000	0.8859
0.618	0.8843
HIGH	0.8817
0.618	0.8801
0.500	0.8796
0.382	0.8791
LOW	0.8776
0.618	0.8750
1.000	0.8734
1.618	0.8708
2.618	0.8667
4.250	0.8599

Fisher Pivots for day following 24-Jan-2022
Pivot	1 day	3 day
R1	0.8796	0.8787
PP	0.8795	0.8781
S1	0.8794	0.8775

Download as Excel Spreadsheet

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

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