CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 10-Feb-2022

Day Change Summary
	Previous	Current
	09-Feb-2022	10-Feb-2022	Change	Change %	Previous Week
Open	0.8658	0.8657	-0.0002	0.0%	0.8676
High	0.8674	0.8662	-0.0012	-0.1%	0.8765
Low	0.8638	0.8596	-0.0043	-0.5%	0.8654
Close	0.8662	0.8631	-0.0031	-0.4%	0.8679
Range	0.0036	0.0066	0.0031	85.9%	0.0111
ATR	0.0049	0.0050	0.0001	2.5%	0.0000
Volume	69,549	171,135	101,586	146.1%	465,790

Daily Pivots for day following 10-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8827	0.8795	0.8667
R3	0.8761	0.8729	0.8649
R2	0.8695	0.8695	0.8643
R1	0.8663	0.8663	0.8637	0.8646
PP	0.8629	0.8629	0.8629	0.8621
S1	0.8597	0.8597	0.8624	0.8580
S2	0.8563	0.8563	0.8618
S3	0.8497	0.8531	0.8612
S4	0.8431	0.8465	0.8594

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	0.8715	0.8596	0.0120	1.4%	0.0046	0.5%	29%	False	True	98,827
10	0.8765	0.8596	0.0170	2.0%	0.0048	0.6%	21%	False	True	96,374
20	0.8817	0.8596	0.0222	2.6%	0.0051	0.6%	16%	False	True	107,496
40	0.8849	0.8596	0.0253	2.9%	0.0048	0.6%	14%	False	True	94,253
60	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	12%	False	True	72,099
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	12%	False	True	54,124
100	0.9181	0.8596	0.0585	6.8%	0.0049	0.6%	6%	False	True	43,309
120	0.9181	0.8596	0.0585	6.8%	0.0047	0.5%	6%	False	True	36,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8942
2.618	0.8834
1.618	0.8768
1.000	0.8728
0.618	0.8702
HIGH	0.8662
0.618	0.8636
0.500	0.8629
0.382	0.8621
LOW	0.8596
0.618	0.8555
1.000	0.8530
1.618	0.8489
2.618	0.8423
4.250	0.8315

Fisher Pivots for day following 10-Feb-2022
Pivot	1 day	3 day
R1	0.8630	0.8645
PP	0.8629	0.8640
S1	0.8629	0.8635

Download as Excel Spreadsheet

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

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