CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 15-Feb-2022

Day Change Summary
	Previous	Current
	14-Feb-2022	15-Feb-2022	Change	Change %	Previous Week
Open	0.8662	0.8658	-0.0004	0.0%	0.8678
High	0.8698	0.8678	-0.0020	-0.2%	0.8705
Low	0.8642	0.8632	-0.0010	-0.1%	0.8596
Close	0.8649	0.8650	0.0002	0.0%	0.8680
Range	0.0056	0.0047	-0.0010	-17.0%	0.0109
ATR	0.0053	0.0052	0.0000	-0.9%	0.0000
Volume	128,344	87,171	-41,173	-32.1%	517,438

Daily Pivots for day following 15-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8793	0.8768	0.8676
R3	0.8746	0.8721	0.8663
R2	0.8700	0.8700	0.8659
R1	0.8675	0.8675	0.8654	0.8664
PP	0.8653	0.8653	0.8653	0.8648
S1	0.8628	0.8628	0.8646	0.8618
S2	0.8607	0.8607	0.8641
S3	0.8560	0.8582	0.8637
S4	0.8514	0.8535	0.8624

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%	53%	False	False	116,596
10	0.8765	0.8596	0.0170	2.0%	0.0052	0.6%	32%	False	False	100,899
20	0.8817	0.8596	0.0222	2.6%	0.0051	0.6%	25%	False	False	104,337
40	0.8832	0.8596	0.0236	2.7%	0.0048	0.6%	23%	False	False	95,959
60	0.8899	0.8596	0.0303	3.5%	0.0053	0.6%	18%	False	False	77,785
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	18%	False	False	58,399
100	0.9077	0.8596	0.0482	5.6%	0.0049	0.6%	11%	False	False	46,730
120	0.9181	0.8596	0.0585	6.8%	0.0047	0.5%	9%	False	False	38,948

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8876
2.618	0.8800
1.618	0.8753
1.000	0.8725
0.618	0.8707
HIGH	0.8678
0.618	0.8660
0.500	0.8655
0.382	0.8649
LOW	0.8632
0.618	0.8603
1.000	0.8585
1.618	0.8556
2.618	0.8510
4.250	0.8434

Fisher Pivots for day following 15-Feb-2022
Pivot	1 day	3 day
R1	0.8655	0.8654
PP	0.8653	0.8653
S1	0.8652	0.8651

Download as Excel Spreadsheet

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

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