CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 25-Jan-2022

Day Change Summary
	Previous	Current
	24-Jan-2022	25-Jan-2022	Change	Change %	Previous Week
Open	0.8802	0.8780	-0.0023	-0.3%	0.8760
High	0.8817	0.8801	-0.0016	-0.2%	0.8806
Low	0.8776	0.8763	-0.0013	-0.1%	0.8695
Close	0.8793	0.8782	-0.0011	-0.1%	0.8802
Range	0.0042	0.0038	-0.0004	-8.4%	0.0111
ATR	0.0050	0.0049	-0.0001	-1.7%	0.0000
Volume	120,389	95,819	-24,570	-20.4%	467,542

Daily Pivots for day following 25-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8896	0.8877	0.8802
R3	0.8858	0.8839	0.8792
R2	0.8820	0.8820	0.8788
R1	0.8801	0.8801	0.8785	0.8810
PP	0.8782	0.8782	0.8782	0.8787
S1	0.8763	0.8763	0.8778	0.8772
S2	0.8744	0.8744	0.8775
S3	0.8706	0.8725	0.8771
S4	0.8668	0.8687	0.8761

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	0.8716	0.0102	1.2%	0.0042	0.5%	65%	False	False	104,286
10	0.8817	0.8648	0.0169	1.9%	0.0053	0.6%	79%	False	False	112,488
20	0.8817	0.8598	0.0219	2.5%	0.0047	0.5%	84%	False	False	96,656
40	0.8899	0.8598	0.0301	3.4%	0.0048	0.6%	61%	False	False	77,383
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	61%	False	False	51,770
80	0.9035	0.8598	0.0437	5.0%	0.0048	0.5%	42%	False	False	38,843
100	0.9181	0.8598	0.0583	6.6%	0.0047	0.5%	32%	False	False	31,084

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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8963
2.618	0.8900
1.618	0.8862
1.000	0.8839
0.618	0.8824
HIGH	0.8801
0.618	0.8786
0.500	0.8782
0.382	0.8778
LOW	0.8763
0.618	0.8740
1.000	0.8725
1.618	0.8702
2.618	0.8664
4.250	0.8602

Fisher Pivots for day following 25-Jan-2022
Pivot	1 day	3 day
R1	0.8782	0.8790
PP	0.8782	0.8787
S1	0.8782	0.8784

Download as Excel Spreadsheet

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

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