CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 26-Jan-2022

Day Change Summary
	Previous	Current
	25-Jan-2022	26-Jan-2022	Change	Change %	Previous Week
Open	0.8780	0.8786	0.0007	0.1%	0.8760
High	0.8801	0.8793	-0.0009	-0.1%	0.8806
Low	0.8763	0.8721	-0.0042	-0.5%	0.8695
Close	0.8782	0.8733	-0.0049	-0.6%	0.8802
Range	0.0038	0.0072	0.0034	88.2%	0.0111
ATR	0.0049	0.0051	0.0002	3.3%	0.0000
Volume	95,819	116,489	20,670	21.6%	467,542

Daily Pivots for day following 26-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8963	0.8920	0.8772
R3	0.8892	0.8848	0.8753
R2	0.8820	0.8820	0.8746
R1	0.8777	0.8777	0.8740	0.8763
PP	0.8749	0.8749	0.8749	0.8742
S1	0.8705	0.8705	0.8726	0.8691
S2	0.8677	0.8677	0.8720
S3	0.8606	0.8634	0.8713
S4	0.8534	0.8562	0.8694

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	0.8721	0.0096	1.1%	0.0047	0.5%	13%	False	True	109,258
10	0.8817	0.8656	0.0161	1.8%	0.0056	0.6%	48%	False	False	116,186
20	0.8817	0.8598	0.0219	2.5%	0.0049	0.6%	62%	False	False	99,701
40	0.8899	0.8598	0.0301	3.4%	0.0048	0.6%	45%	False	False	80,262
60	0.8899	0.8598	0.0301	3.4%	0.0051	0.6%	45%	False	False	53,706
80	0.9035	0.8598	0.0437	5.0%	0.0048	0.6%	31%	False	False	40,299
100	0.9181	0.8598	0.0583	6.7%	0.0048	0.5%	23%	False	False	32,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9096
2.618	0.8980
1.618	0.8908
1.000	0.8864
0.618	0.8837
HIGH	0.8793
0.618	0.8765
0.500	0.8757
0.382	0.8748
LOW	0.8721
0.618	0.8677
1.000	0.8650
1.618	0.8605
2.618	0.8534
4.250	0.8417

Fisher Pivots for day following 26-Jan-2022
Pivot	1 day	3 day
R1	0.8757	0.8769
PP	0.8749	0.8757
S1	0.8741	0.8745

Download as Excel Spreadsheet

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

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