CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 0.9155 0.9125 -0.0030 -0.3% 0.9101
High 0.9173 0.9134 -0.0039 -0.4% 0.9181
Low 0.9122 0.9101 -0.0021 -0.2% 0.9095
Close 0.9132 0.9114 -0.0018 -0.2% 0.9114
Range 0.0051 0.0033 -0.0018 -34.7% 0.0086
ATR 0.0038 0.0037 0.0000 -0.9% 0.0000
Volume 15 45 30 200.0% 138
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9215 0.9198 0.9132
R3 0.9182 0.9165 0.9123
R2 0.9149 0.9149 0.9120
R1 0.9132 0.9132 0.9117 0.9124
PP 0.9116 0.9116 0.9116 0.9113
S1 0.9099 0.9099 0.9111 0.9091
S2 0.9083 0.9083 0.9108
S3 0.9050 0.9066 0.9105
S4 0.9017 0.9033 0.9096
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9388 0.9337 0.9161
R3 0.9302 0.9251 0.9138
R2 0.9216 0.9216 0.9130
R1 0.9165 0.9165 0.9122 0.9190
PP 0.9130 0.9130 0.9130 0.9142
S1 0.9079 0.9079 0.9106 0.9104
S2 0.9044 0.9044 0.9098
S3 0.8958 0.8993 0.9090
S4 0.8872 0.8907 0.9067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9181 0.9095 0.0086 0.9% 0.0042 0.5% 23% False False 27
10 0.9181 0.9073 0.0108 1.2% 0.0039 0.4% 38% False False 47
20 0.9181 0.9073 0.0108 1.2% 0.0033 0.4% 38% False False 32
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9220
1.618 0.9187
1.000 0.9167
0.618 0.9154
HIGH 0.9134
0.618 0.9121
0.500 0.9118
0.382 0.9114
LOW 0.9101
0.618 0.9081
1.000 0.9068
1.618 0.9048
2.618 0.9015
4.250 0.8961
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 0.9118 0.9141
PP 0.9116 0.9132
S1 0.9115 0.9123

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

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