CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 28-Jan-2022

Day Change Summary
	Previous	Current
	27-Jan-2022	28-Jan-2022	Change	Change %	Previous Week
Open	0.8724	0.8674	-0.0051	-0.6%	0.8802
High	0.8738	0.8690	-0.0049	-0.6%	0.8817
Low	0.8662	0.8647	-0.0015	-0.2%	0.8647
Close	0.8676	0.8682	0.0007	0.1%	0.8682
Range	0.0077	0.0043	-0.0034	-43.8%	0.0171
ATR	0.0052	0.0052	-0.0001	-1.3%	0.0000
Volume	142,782	107,299	-35,483	-24.9%	582,778

Daily Pivots for day following 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8802	0.8785	0.8706
R3	0.8759	0.8742	0.8694
R2	0.8716	0.8716	0.8690
R1	0.8699	0.8699	0.8686	0.8707
PP	0.8673	0.8673	0.8673	0.8677
S1	0.8656	0.8656	0.8678	0.8664
S2	0.8630	0.8630	0.8674
S3	0.8587	0.8613	0.8670
S4	0.8544	0.8570	0.8658

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9227	0.9125	0.8776
R3	0.9056	0.8954	0.8729
R2	0.8886	0.8886	0.8713
R1	0.8784	0.8784	0.8698	0.8750
PP	0.8715	0.8715	0.8715	0.8698
S1	0.8613	0.8613	0.8666	0.8579
S2	0.8545	0.8545	0.8651
S3	0.8374	0.8443	0.8635
S4	0.8204	0.8272	0.8588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8817	0.8647	0.0171	2.0%	0.0054	0.6%	21%	False	True	116,555
10	0.8817	0.8647	0.0171	2.0%	0.0053	0.6%	21%	False	True	118,653
20	0.8817	0.8598	0.0219	2.5%	0.0052	0.6%	38%	False	False	105,229
40	0.8894	0.8598	0.0296	3.4%	0.0047	0.5%	28%	False	False	86,301
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	28%	False	False	57,865
80	0.8998	0.8598	0.0400	4.6%	0.0049	0.6%	21%	False	False	43,424
100	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	14%	False	False	34,748

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8872
2.618	0.8802
1.618	0.8759
1.000	0.8733
0.618	0.8716
HIGH	0.8690
0.618	0.8673
0.500	0.8668
0.382	0.8663
LOW	0.8647
0.618	0.8620
1.000	0.8604
1.618	0.8577
2.618	0.8534
4.250	0.8464

Fisher Pivots for day following 28-Jan-2022
Pivot	1 day	3 day
R1	0.8677	0.8720
PP	0.8673	0.8707
S1	0.8668	0.8695

Download as Excel Spreadsheet

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

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