CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	0.8691	0.8658	-0.0033	-0.4%	0.8676
High	0.8694	0.8674	-0.0021	-0.2%	0.8765
Low	0.8651	0.8638	-0.0013	-0.1%	0.8654
Close	0.8657	0.8662	0.0005	0.1%	0.8679
Range	0.0044	0.0036	-0.0008	-18.4%	0.0111
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	80,006	69,549	-10,457	-13.1%	465,790

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8764	0.8748	0.8681
R3	0.8729	0.8713	0.8671
R2	0.8693	0.8693	0.8668
R1	0.8677	0.8677	0.8665	0.8685
PP	0.8658	0.8658	0.8658	0.8662
S1	0.8642	0.8642	0.8658	0.8650
S2	0.8622	0.8622	0.8655
S3	0.8587	0.8606	0.8652
S4	0.8551	0.8571	0.8642

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	0.8750	0.8638	0.0112	1.3%	0.0043	0.5%	21%	False	True	82,752
10	0.8765	0.8638	0.0127	1.5%	0.0049	0.6%	19%	False	True	93,538
20	0.8817	0.8638	0.0179	2.1%	0.0052	0.6%	13%	False	True	104,862
40	0.8849	0.8598	0.0251	2.9%	0.0047	0.5%	25%	False	False	91,815
60	0.8899	0.8598	0.0301	3.5%	0.0052	0.6%	21%	False	False	69,249
80	0.8899	0.8598	0.0301	3.5%	0.0050	0.6%	21%	False	False	51,985
100	0.9181	0.8598	0.0583	6.7%	0.0049	0.6%	11%	False	False	41,598
120	0.9181	0.8598	0.0583	6.7%	0.0046	0.5%	11%	False	False	34,670

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8824
2.618	0.8766
1.618	0.8731
1.000	0.8709
0.618	0.8695
HIGH	0.8674
0.618	0.8660
0.500	0.8656
0.382	0.8652
LOW	0.8638
0.618	0.8616
1.000	0.8603
1.618	0.8581
2.618	0.8545
4.250	0.8487

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	0.8660	0.8671
PP	0.8658	0.8668
S1	0.8656	0.8665

Download as Excel Spreadsheet

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

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