CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	0.8699	0.8678	-0.0021	-0.2%	0.8676
High	0.8715	0.8705	-0.0011	-0.1%	0.8765
Low	0.8665	0.8670	0.0005	0.1%	0.8654
Close	0.8679	0.8693	0.0014	0.2%	0.8679
Range	0.0050	0.0035	-0.0015	-30.0%	0.0111
ATR	0.0051	0.0050	-0.0001	-2.3%	0.0000
Volume	103,485	69,963	-33,522	-32.4%	465,790

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8794	0.8778	0.8712
R3	0.8759	0.8743	0.8702
R2	0.8724	0.8724	0.8699
R1	0.8708	0.8708	0.8696	0.8716
PP	0.8689	0.8689	0.8689	0.8693
S1	0.8673	0.8673	0.8689	0.8681
S2	0.8654	0.8654	0.8686
S3	0.8619	0.8638	0.8683
S4	0.8584	0.8603	0.8673

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	0.8665	0.0100	1.2%	0.0048	0.5%	28%	False	False	87,212
10	0.8801	0.8647	0.0155	1.8%	0.0052	0.6%	30%	False	False	99,814
20	0.8817	0.8636	0.0182	2.1%	0.0053	0.6%	31%	False	False	105,480
40	0.8849	0.8598	0.0251	2.9%	0.0047	0.5%	38%	False	False	92,193
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	31%	False	False	66,762
80	0.8899	0.8598	0.0301	3.5%	0.0050	0.6%	31%	False	False	50,116
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	16%	False	False	40,103
120	0.9181	0.8598	0.0583	6.7%	0.0046	0.5%	16%	False	False	33,424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8853
2.618	0.8796
1.618	0.8761
1.000	0.8740
0.618	0.8726
HIGH	0.8705
0.618	0.8691
0.500	0.8687
0.382	0.8683
LOW	0.8670
0.618	0.8648
1.000	0.8635
1.618	0.8613
2.618	0.8578
4.250	0.8521

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	0.8691	0.8707
PP	0.8689	0.8702
S1	0.8687	0.8697

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