CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	0.8722	0.8742	0.0020	0.2%	0.8802
High	0.8765	0.8750	-0.0016	-0.2%	0.8817
Low	0.8713	0.8697	-0.0016	-0.2%	0.8647
Close	0.8746	0.8703	-0.0043	-0.5%	0.8682
Range	0.0052	0.0053	0.0001	1.0%	0.0171
ATR	0.0051	0.0052	0.0000	0.1%	0.0000
Volume	81,799	90,758	8,959	11.0%	582,778

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8874	0.8841	0.8732
R3	0.8822	0.8789	0.8717
R2	0.8769	0.8769	0.8713
R1	0.8736	0.8736	0.8708	0.8726
PP	0.8717	0.8717	0.8717	0.8712
S1	0.8684	0.8684	0.8698	0.8674
S2	0.8664	0.8664	0.8693
S3	0.8612	0.8631	0.8689
S4	0.8559	0.8579	0.8674

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%	0.0049	0.6%	48%	False	False	93,920
10	0.8817	0.8647	0.0171	2.0%	0.0051	0.6%	33%	False	False	106,380
20	0.8817	0.8611	0.0207	2.4%	0.0054	0.6%	45%	False	False	106,575
40	0.8849	0.8598	0.0251	2.9%	0.0047	0.5%	42%	False	False	92,728
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	35%	False	False	63,880
80	0.8899	0.8598	0.0301	3.5%	0.0050	0.6%	35%	False	False	47,950
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	18%	False	False	38,368
120	0.9185	0.8598	0.0587	6.7%	0.0046	0.5%	18%	False	False	31,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8973
2.618	0.8887
1.618	0.8834
1.000	0.8802
0.618	0.8782
HIGH	0.8750
0.618	0.8729
0.500	0.8723
0.382	0.8717
LOW	0.8697
0.618	0.8665
1.000	0.8645
1.618	0.8612
2.618	0.8560
4.250	0.8474

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	0.8723	0.8724
PP	0.8717	0.8717
S1	0.8710	0.8710

Download as Excel Spreadsheet

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

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