CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.9109	0.9117	0.0008	0.1%	0.9138
High	0.9114	0.9128	0.0015	0.2%	0.9158
Low	0.9094	0.9087	-0.0007	-0.1%	0.9087
Close	0.9109	0.9125	0.0016	0.2%	0.9125
Range	0.0020	0.0042	0.0022	107.5%	0.0071
ATR
Volume	0	1	1		17

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9223	0.9148
R3	0.9196	0.9181	0.9136
R2	0.9155	0.9155	0.9133
R1	0.9140	0.9140	0.9129	0.9147
PP	0.9113	0.9113	0.9113	0.9117
S1	0.9098	0.9098	0.9121	0.9106
S2	0.9072	0.9072	0.9117
S3	0.9030	0.9057	0.9114
S4	0.8989	0.9015	0.9102

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9302	0.9164
R3	0.9265	0.9231	0.9145
R2	0.9194	0.9194	0.9138
R1	0.9160	0.9160	0.9132	0.9141
PP	0.9123	0.9123	0.9123	0.9114
S1	0.9089	0.9089	0.9118	0.9070
S2	0.9052	0.9052	0.9112
S3	0.8981	0.9018	0.9105
S4	0.8910	0.8947	0.9086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9158	0.9087	0.0071	0.8%	0.0029	0.3%	54%	False	True	3
10	0.9185	0.9087	0.0098	1.1%	0.0036	0.4%	39%	False	True	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9304
2.618	0.9237
1.618	0.9195
1.000	0.9170
0.618	0.9154
HIGH	0.9128
0.618	0.9112
0.500	0.9107
0.382	0.9102
LOW	0.9087
0.618	0.9061
1.000	0.9045
1.618	0.9019
2.618	0.8978
4.250	0.8910

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.9119	0.9119
PP	0.9113	0.9113
S1	0.9107	0.9107

Download as Excel Spreadsheet

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

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