CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 31-Jan-2022

Day Change Summary
	Previous	Current
	28-Jan-2022	31-Jan-2022	Change	Change %	Previous Week
Open	0.8674	0.8676	0.0003	0.0%	0.8802
High	0.8690	0.8704	0.0015	0.2%	0.8817
Low	0.8647	0.8654	0.0008	0.1%	0.8647
Close	0.8682	0.8699	0.0017	0.2%	0.8682
Range	0.0043	0.0050	0.0007	16.3%	0.0171
ATR	0.0052	0.0052	0.0000	-0.2%	0.0000
Volume	107,299	99,689	-7,610	-7.1%	582,778

Daily Pivots for day following 31-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8836	0.8817	0.8727
R3	0.8786	0.8767	0.8713
R2	0.8736	0.8736	0.8708
R1	0.8717	0.8717	0.8704	0.8727
PP	0.8686	0.8686	0.8686	0.8690
S1	0.8667	0.8667	0.8694	0.8677
S2	0.8636	0.8636	0.8690
S3	0.8586	0.8617	0.8685
S4	0.8536	0.8567	0.8672

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	0.8801	0.8647	0.0155	1.8%	0.0056	0.6%	34%	False	False	112,415
10	0.8817	0.8647	0.0171	2.0%	0.0051	0.6%	31%	False	False	115,000
20	0.8817	0.8598	0.0219	2.5%	0.0054	0.6%	46%	False	False	108,189
40	0.8894	0.8598	0.0296	3.4%	0.0047	0.5%	34%	False	False	88,670
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	34%	False	False	59,525
80	0.8989	0.8598	0.0391	4.5%	0.0049	0.6%	26%	False	False	44,670
100	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	17%	False	False	35,744

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8917
2.618	0.8835
1.618	0.8785
1.000	0.8754
0.618	0.8735
HIGH	0.8704
0.618	0.8685
0.500	0.8679
0.382	0.8673
LOW	0.8654
0.618	0.8623
1.000	0.8604
1.618	0.8573
2.618	0.8523
4.250	0.8442

Fisher Pivots for day following 31-Jan-2022
Pivot	1 day	3 day
R1	0.8692	0.8697
PP	0.8686	0.8695
S1	0.8679	0.8692

Download as Excel Spreadsheet

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

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