CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 01-Feb-2022

Day Change Summary
	Previous	Current
	31-Jan-2022	01-Feb-2022	Change	Change %	Previous Week
Open	0.8676	0.8689	0.0013	0.1%	0.8802
High	0.8704	0.8732	0.0028	0.3%	0.8817
Low	0.8654	0.8684	0.0030	0.3%	0.8647
Close	0.8699	0.8721	0.0022	0.3%	0.8682
Range	0.0050	0.0049	-0.0002	-3.0%	0.0171
ATR	0.0052	0.0051	0.0000	-0.4%	0.0000
Volume	99,689	90,059	-9,630	-9.7%	582,778

Daily Pivots for day following 01-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8858	0.8838	0.8748
R3	0.8809	0.8789	0.8734
R2	0.8761	0.8761	0.8730
R1	0.8741	0.8741	0.8725	0.8751
PP	0.8712	0.8712	0.8712	0.8717
S1	0.8692	0.8692	0.8717	0.8702
S2	0.8664	0.8664	0.8712
S3	0.8615	0.8644	0.8708
S4	0.8567	0.8595	0.8694

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	0.8793	0.8647	0.0146	1.7%	0.0058	0.7%	51%	False	False	111,263
10	0.8817	0.8647	0.0171	2.0%	0.0050	0.6%	44%	False	False	107,775
20	0.8817	0.8598	0.0219	2.5%	0.0055	0.6%	56%	False	False	108,710
40	0.8873	0.8598	0.0275	3.1%	0.0046	0.5%	45%	False	False	90,673
60	0.8899	0.8598	0.0301	3.4%	0.0052	0.6%	41%	False	False	61,017
80	0.8953	0.8598	0.0355	4.1%	0.0050	0.6%	35%	False	False	45,795
100	0.9181	0.8598	0.0583	6.7%	0.0048	0.6%	21%	False	False	36,645

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8938
2.618	0.8859
1.618	0.8810
1.000	0.8781
0.618	0.8762
HIGH	0.8732
0.618	0.8713
0.500	0.8708
0.382	0.8702
LOW	0.8684
0.618	0.8654
1.000	0.8635
1.618	0.8605
2.618	0.8557
4.250	0.8477

Fisher Pivots for day following 01-Feb-2022
Pivot	1 day	3 day
R1	0.8717	0.8710
PP	0.8712	0.8700
S1	0.8708	0.8689

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols