CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 11-Feb-2022

Day Change Summary
	Previous	Current
	10-Feb-2022	11-Feb-2022	Change	Change %	Previous Week
Open	0.8657	0.8621	-0.0036	-0.4%	0.8678
High	0.8662	0.8697	0.0036	0.4%	0.8705
Low	0.8596	0.8611	0.0015	0.2%	0.8596
Close	0.8631	0.8680	0.0049	0.6%	0.8680
Range	0.0066	0.0087	0.0021	31.1%	0.0109
ATR	0.0050	0.0053	0.0003	5.2%	0.0000
Volume	171,135	126,785	-44,350	-25.9%	517,438

Daily Pivots for day following 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8922	0.8887	0.8727
R3	0.8835	0.8801	0.8703
R2	0.8749	0.8749	0.8695
R1	0.8714	0.8714	0.8687	0.8732
PP	0.8662	0.8662	0.8662	0.8671
S1	0.8628	0.8628	0.8672	0.8645
S2	0.8576	0.8576	0.8664
S3	0.8489	0.8541	0.8656
S4	0.8403	0.8455	0.8632

Weekly Pivots for week ending 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8987	0.8942	0.8739
R3	0.8878	0.8833	0.8709
R2	0.8769	0.8769	0.8699
R1	0.8724	0.8724	0.8689	0.8747
PP	0.8660	0.8660	0.8660	0.8671
S1	0.8615	0.8615	0.8670	0.8638
S2	0.8551	0.8551	0.8660
S3	0.8442	0.8506	0.8650
S4	0.8333	0.8397	0.8620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8705	0.8596	0.0109	1.3%	0.0053	0.6%	77%	False	False	103,487
10	0.8765	0.8596	0.0170	2.0%	0.0052	0.6%	50%	False	False	98,322
20	0.8817	0.8596	0.0222	2.6%	0.0052	0.6%	38%	False	False	108,488
40	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	33%	False	False	95,172
60	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	28%	False	False	74,207
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	28%	False	False	55,708
100	0.9181	0.8596	0.0585	6.7%	0.0049	0.6%	14%	False	False	44,576
120	0.9181	0.8596	0.0585	6.7%	0.0047	0.5%	14%	False	False	37,153

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	0.0010
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9065
2.618	0.8923
1.618	0.8837
1.000	0.8784
0.618	0.8750
HIGH	0.8697
0.618	0.8664
0.500	0.8654
0.382	0.8644
LOW	0.8611
0.618	0.8557
1.000	0.8524
1.618	0.8471
2.618	0.8384
4.250	0.8243

Fisher Pivots for day following 11-Feb-2022
Pivot	1 day	3 day
R1	0.8671	0.8668
PP	0.8662	0.8657
S1	0.8654	0.8646

Download as Excel Spreadsheet

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

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