CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 04-Feb-2022

Day Change Summary
	Previous	Current
	03-Feb-2022	04-Feb-2022	Change	Change %	Previous Week
Open	0.8742	0.8699	-0.0043	-0.5%	0.8676
High	0.8750	0.8715	-0.0035	-0.4%	0.8765
Low	0.8697	0.8665	-0.0032	-0.4%	0.8654
Close	0.8703	0.8679	-0.0025	-0.3%	0.8679
Range	0.0053	0.0050	-0.0003	-4.8%	0.0111
ATR	0.0052	0.0051	0.0000	-0.2%	0.0000
Volume	90,758	103,485	12,727	14.0%	465,790

Daily Pivots for day following 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8836	0.8807	0.8706
R3	0.8786	0.8757	0.8692
R2	0.8736	0.8736	0.8688
R1	0.8707	0.8707	0.8683	0.8697
PP	0.8686	0.8686	0.8686	0.8681
S1	0.8657	0.8657	0.8674	0.8647
S2	0.8636	0.8636	0.8669
S3	0.8586	0.8607	0.8665
S4	0.8536	0.8557	0.8651

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.9032	0.8966	0.8740
R3	0.8921	0.8855	0.8709
R2	0.8810	0.8810	0.8699
R1	0.8744	0.8744	0.8689	0.8777
PP	0.8699	0.8699	0.8699	0.8716
S1	0.8633	0.8633	0.8668	0.8666
S2	0.8588	0.8588	0.8658
S3	0.8477	0.8522	0.8648
S4	0.8366	0.8411	0.8617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8765	0.8654	0.0111	1.3%	0.0051	0.6%	22%	False	False	93,158
10	0.8817	0.8647	0.0171	2.0%	0.0052	0.6%	19%	False	False	104,856
20	0.8817	0.8621	0.0196	2.3%	0.0054	0.6%	29%	False	False	106,787
40	0.8849	0.8598	0.0251	2.9%	0.0047	0.5%	32%	False	False	93,391
60	0.8899	0.8598	0.0301	3.5%	0.0053	0.6%	27%	False	False	65,602
80	0.8899	0.8598	0.0301	3.5%	0.0050	0.6%	27%	False	False	49,242
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	14%	False	False	39,403
120	0.9184	0.8598	0.0586	6.8%	0.0046	0.5%	14%	False	False	32,841

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8928
2.618	0.8846
1.618	0.8796
1.000	0.8765
0.618	0.8746
HIGH	0.8715
0.618	0.8696
0.500	0.8690
0.382	0.8684
LOW	0.8665
0.618	0.8634
1.000	0.8615
1.618	0.8584
2.618	0.8534
4.250	0.8453

Fisher Pivots for day following 04-Feb-2022
Pivot	1 day	3 day
R1	0.8690	0.8715
PP	0.8686	0.8703
S1	0.8682	0.8691

Download as Excel Spreadsheet

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

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