CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 02-Feb-2022

Day Change Summary
	Previous	Current
	01-Feb-2022	02-Feb-2022	Change	Change %	Previous Week
Open	0.8689	0.8722	0.0033	0.4%	0.8802
High	0.8732	0.8765	0.0033	0.4%	0.8817
Low	0.8684	0.8713	0.0030	0.3%	0.8647
Close	0.8721	0.8746	0.0025	0.3%	0.8682
Range	0.0049	0.0052	0.0004	7.2%	0.0171
ATR	0.0051	0.0051	0.0000	0.1%	0.0000
Volume	90,059	81,799	-8,260	-9.2%	582,778

Daily Pivots for day following 02-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8897	0.8873	0.8774
R3	0.8845	0.8821	0.8760
R2	0.8793	0.8793	0.8755
R1	0.8769	0.8769	0.8750	0.8781
PP	0.8741	0.8741	0.8741	0.8747
S1	0.8717	0.8717	0.8741	0.8729
S2	0.8689	0.8689	0.8736
S3	0.8637	0.8665	0.8731
S4	0.8585	0.8613	0.8717

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	0.8765	0.8647	0.0119	1.4%	0.0054	0.6%	84%	True	False	104,325
10	0.8817	0.8647	0.0171	1.9%	0.0051	0.6%	58%	False	False	106,791
20	0.8817	0.8607	0.0211	2.4%	0.0053	0.6%	66%	False	False	107,018
40	0.8849	0.8598	0.0251	2.9%	0.0046	0.5%	59%	False	False	92,013
60	0.8899	0.8598	0.0301	3.4%	0.0052	0.6%	49%	False	False	62,369
80	0.8912	0.8598	0.0314	3.6%	0.0050	0.6%	47%	False	False	46,817
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	25%	False	False	37,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8986
2.618	0.8901
1.618	0.8849
1.000	0.8817
0.618	0.8797
HIGH	0.8765
0.618	0.8745
0.500	0.8739
0.382	0.8733
LOW	0.8713
0.618	0.8681
1.000	0.8661
1.618	0.8629
2.618	0.8577
4.250	0.8492

Fisher Pivots for day following 02-Feb-2022
Pivot	1 day	3 day
R1	0.8743	0.8734
PP	0.8741	0.8722
S1	0.8739	0.8710

Download as Excel Spreadsheet

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

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