CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	0.8786	0.8724	-0.0062	-0.7%	0.8760
High	0.8793	0.8738	-0.0055	-0.6%	0.8806
Low	0.8721	0.8662	-0.0060	-0.7%	0.8695
Close	0.8733	0.8676	-0.0058	-0.7%	0.8802
Range	0.0072	0.0077	0.0005	7.0%	0.0111
ATR	0.0051	0.0052	0.0002	3.7%	0.0000
Volume	116,489	142,782	26,293	22.6%	467,542

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8875	0.8718
R3	0.8845	0.8798	0.8697
R2	0.8768	0.8768	0.8690
R1	0.8722	0.8722	0.8683	0.8707
PP	0.8692	0.8692	0.8692	0.8684
S1	0.8645	0.8645	0.8668	0.8630
S2	0.8615	0.8615	0.8661
S3	0.8539	0.8569	0.8654
S4	0.8462	0.8492	0.8633

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	0.8662	0.0156	1.8%	0.0054	0.6%	9%	False	True	118,841
10	0.8817	0.8662	0.0156	1.8%	0.0054	0.6%	9%	False	True	118,619
20	0.8817	0.8598	0.0219	2.5%	0.0052	0.6%	35%	False	False	102,956
40	0.8894	0.8598	0.0296	3.4%	0.0048	0.5%	26%	False	False	83,765
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	26%	False	False	56,082
80	0.9020	0.8598	0.0422	4.9%	0.0049	0.6%	18%	False	False	42,083
100	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	13%	False	False	33,676

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	0.0009
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9063
2.618	0.8938
1.618	0.8862
1.000	0.8815
0.618	0.8785
HIGH	0.8738
0.618	0.8709
0.500	0.8700
0.382	0.8691
LOW	0.8662
0.618	0.8614
1.000	0.8585
1.618	0.8538
2.618	0.8461
4.250	0.8336

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	0.8700	0.8731
PP	0.8692	0.8713
S1	0.8684	0.8694

Download as Excel Spreadsheet

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

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