CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 08-Feb-2022

Day Change Summary
	Previous	Current
	07-Feb-2022	08-Feb-2022	Change	Change %	Previous Week
Open	0.8678	0.8691	0.0013	0.1%	0.8676
High	0.8705	0.8694	-0.0011	-0.1%	0.8765
Low	0.8670	0.8651	-0.0019	-0.2%	0.8654
Close	0.8693	0.8657	-0.0036	-0.4%	0.8679
Range	0.0035	0.0044	0.0009	24.3%	0.0111
ATR	0.0050	0.0050	0.0000	-1.0%	0.0000
Volume	69,963	80,006	10,043	14.4%	465,790

Daily Pivots for day following 08-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8771	0.8681
R3	0.8754	0.8727	0.8669
R2	0.8711	0.8711	0.8665
R1	0.8684	0.8684	0.8661	0.8676
PP	0.8667	0.8667	0.8667	0.8663
S1	0.8640	0.8640	0.8653	0.8632
S2	0.8624	0.8624	0.8649
S3	0.8580	0.8597	0.8645
S4	0.8537	0.8553	0.8633

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	0.8651	0.0115	1.3%	0.0047	0.5%	6%	False	True	85,202
10	0.8793	0.8647	0.0146	1.7%	0.0052	0.6%	7%	False	False	98,232
20	0.8817	0.8647	0.0171	2.0%	0.0053	0.6%	6%	False	False	105,360
40	0.8849	0.8598	0.0251	2.9%	0.0047	0.5%	24%	False	False	91,707
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	20%	False	False	68,094
80	0.8899	0.8598	0.0301	3.5%	0.0050	0.6%	20%	False	False	51,116
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	10%	False	False	40,903
120	0.9181	0.8598	0.0583	6.7%	0.0046	0.5%	10%	False	False	34,090

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8879
2.618	0.8808
1.618	0.8764
1.000	0.8738
0.618	0.8721
HIGH	0.8694
0.618	0.8677
0.500	0.8672
0.382	0.8667
LOW	0.8651
0.618	0.8624
1.000	0.8607
1.618	0.8580
2.618	0.8537
4.250	0.8466

Fisher Pivots for day following 08-Feb-2022
Pivot	1 day	3 day
R1	0.8672	0.8683
PP	0.8667	0.8674
S1	0.8662	0.8666

Download as Excel Spreadsheet

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

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