CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 17-Feb-2022

Day Change Summary
	Previous	Current
	16-Feb-2022	17-Feb-2022	Change	Change %	Previous Week
Open	0.8649	0.8663	0.0014	0.2%	0.8678
High	0.8671	0.8710	0.0039	0.4%	0.8705
Low	0.8638	0.8657	0.0019	0.2%	0.8596
Close	0.8667	0.8707	0.0040	0.5%	0.8680
Range	0.0033	0.0053	0.0020	61.5%	0.0109
ATR	0.0051	0.0051	0.0000	0.2%	0.0000
Volume	79,701	135,273	55,572	69.7%	517,438

Daily Pivots for day following 17-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8849	0.8830	0.8735
R3	0.8796	0.8778	0.8721
R2	0.8744	0.8744	0.8716
R1	0.8725	0.8725	0.8711	0.8734
PP	0.8691	0.8691	0.8691	0.8696
S1	0.8673	0.8673	0.8702	0.8682
S2	0.8639	0.8639	0.8697
S3	0.8586	0.8620	0.8692
S4	0.8534	0.8568	0.8678

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	0.8710	0.8611	0.0099	1.1%	0.0055	0.6%	97%	True	False	111,454
10	0.8715	0.8596	0.0120	1.4%	0.0050	0.6%	93%	False	False	105,141
20	0.8817	0.8596	0.0222	2.5%	0.0051	0.6%	50%	False	False	105,761
40	0.8817	0.8596	0.0222	2.5%	0.0048	0.6%	50%	False	False	97,429
60	0.8899	0.8596	0.0303	3.5%	0.0052	0.6%	37%	False	False	81,315
80	0.8899	0.8596	0.0303	3.5%	0.0051	0.6%	37%	False	False	61,085
100	0.9035	0.8596	0.0439	5.0%	0.0049	0.6%	25%	False	False	48,879
120	0.9181	0.8596	0.0585	6.7%	0.0048	0.5%	19%	False	False	40,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8933
2.618	0.8847
1.618	0.8794
1.000	0.8762
0.618	0.8742
HIGH	0.8710
0.618	0.8689
0.500	0.8683
0.382	0.8677
LOW	0.8657
0.618	0.8625
1.000	0.8605
1.618	0.8572
2.618	0.8520
4.250	0.8434

Fisher Pivots for day following 17-Feb-2022
Pivot	1 day	3 day
R1	0.8699	0.8695
PP	0.8691	0.8683
S1	0.8683	0.8671

Download as Excel Spreadsheet

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

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