CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 14-Feb-2022

Day Change Summary
	Previous	Current
	11-Feb-2022	14-Feb-2022	Change	Change %	Previous Week
Open	0.8621	0.8662	0.0041	0.5%	0.8678
High	0.8697	0.8698	0.0001	0.0%	0.8705
Low	0.8611	0.8642	0.0031	0.4%	0.8596
Close	0.8680	0.8649	-0.0031	-0.4%	0.8680
Range	0.0087	0.0056	-0.0031	-35.3%	0.0109
ATR	0.0053	0.0053	0.0000	0.5%	0.0000
Volume	126,785	128,344	1,559	1.2%	517,438

Daily Pivots for day following 14-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8831	0.8796	0.8679
R3	0.8775	0.8740	0.8664
R2	0.8719	0.8719	0.8659
R1	0.8684	0.8684	0.8654	0.8673
PP	0.8663	0.8663	0.8663	0.8657
S1	0.8628	0.8628	0.8643	0.8617
S2	0.8607	0.8607	0.8638
S3	0.8551	0.8572	0.8633
S4	0.8495	0.8516	0.8618

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	0.8698	0.8596	0.0102	1.2%	0.0058	0.7%	52%	True	False	115,163
10	0.8765	0.8596	0.0170	2.0%	0.0053	0.6%	31%	False	False	101,188
20	0.8817	0.8596	0.0222	2.6%	0.0052	0.6%	24%	False	False	108,094
40	0.8849	0.8596	0.0253	2.9%	0.0049	0.6%	21%	False	False	96,141
60	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	17%	False	False	76,337
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	17%	False	False	57,311
100	0.9127	0.8596	0.0531	6.1%	0.0049	0.6%	10%	False	False	45,859
120	0.9181	0.8596	0.0585	6.8%	0.0047	0.5%	9%	False	False	38,222

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8936
2.618	0.8844
1.618	0.8788
1.000	0.8754
0.618	0.8732
HIGH	0.8698
0.618	0.8676
0.500	0.8670
0.382	0.8663
LOW	0.8642
0.618	0.8607
1.000	0.8586
1.618	0.8551
2.618	0.8495
4.250	0.8404

Fisher Pivots for day following 14-Feb-2022
Pivot	1 day	3 day
R1	0.8670	0.8648
PP	0.8663	0.8647
S1	0.8656	0.8647

Download as Excel Spreadsheet

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

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