CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 16-Feb-2022

Day Change Summary
	Previous	Current
	15-Feb-2022	16-Feb-2022	Change	Change %	Previous Week
Open	0.8658	0.8649	-0.0010	-0.1%	0.8678
High	0.8678	0.8671	-0.0008	-0.1%	0.8705
Low	0.8632	0.8638	0.0007	0.1%	0.8596
Close	0.8650	0.8667	0.0017	0.2%	0.8680
Range	0.0047	0.0033	-0.0014	-30.1%	0.0109
ATR	0.0052	0.0051	-0.0001	-2.7%	0.0000
Volume	87,171	79,701	-7,470	-8.6%	517,438

Daily Pivots for day following 16-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8756	0.8744	0.8685
R3	0.8724	0.8712	0.8676
R2	0.8691	0.8691	0.8673
R1	0.8679	0.8679	0.8670	0.8685
PP	0.8659	0.8659	0.8659	0.8662
S1	0.8647	0.8647	0.8664	0.8653
S2	0.8626	0.8626	0.8661
S3	0.8594	0.8614	0.8658
S4	0.8561	0.8582	0.8649

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%	70%	False	False	118,627
10	0.8750	0.8596	0.0154	1.8%	0.0050	0.6%	46%	False	False	100,689
20	0.8817	0.8596	0.0222	2.6%	0.0050	0.6%	32%	False	False	103,740
40	0.8817	0.8596	0.0222	2.6%	0.0048	0.6%	32%	False	False	95,965
60	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	24%	False	False	79,075
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	24%	False	False	59,395
100	0.9062	0.8596	0.0466	5.4%	0.0049	0.6%	15%	False	False	47,526
120	0.9181	0.8596	0.0585	6.7%	0.0048	0.5%	12%	False	False	39,613

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8809
2.618	0.8756
1.618	0.8723
1.000	0.8703
0.618	0.8691
HIGH	0.8671
0.618	0.8658
0.500	0.8654
0.382	0.8650
LOW	0.8638
0.618	0.8618
1.000	0.8606
1.618	0.8585
2.618	0.8553
4.250	0.8500

Fisher Pivots for day following 16-Feb-2022
Pivot	1 day	3 day
R1	0.8663	0.8666
PP	0.8659	0.8665
S1	0.8654	0.8665

Download as Excel Spreadsheet

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

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