CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 0.9125 0.9118 -0.0008 -0.1% 0.9101
High 0.9134 0.9163 0.0029 0.3% 0.9181
Low 0.9101 0.9105 0.0004 0.0% 0.9095
Close 0.9114 0.9161 0.0047 0.5% 0.9114
Range 0.0033 0.0058 0.0025 75.8% 0.0086
ATR 0.0037 0.0039 0.0001 4.0% 0.0000
Volume 45 16 -29 -64.4% 138
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9317 0.9297 0.9192
R3 0.9259 0.9239 0.9176
R2 0.9201 0.9201 0.9171
R1 0.9181 0.9181 0.9166 0.9191
PP 0.9143 0.9143 0.9143 0.9148
S1 0.9123 0.9123 0.9155 0.9133
S2 0.9085 0.9085 0.9150
S3 0.9027 0.9065 0.9145
S4 0.8969 0.9007 0.9129
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% 0.0049 0.5% 77% False False 20
10 0.9181 0.9073 0.0108 1.2% 0.0041 0.4% 81% False False 48
20 0.9181 0.9073 0.0108 1.2% 0.0035 0.4% 81% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9410
2.618 0.9315
1.618 0.9257
1.000 0.9221
0.618 0.9199
HIGH 0.9163
0.618 0.9141
0.500 0.9134
0.382 0.9127
LOW 0.9105
0.618 0.9069
1.000 0.9047
1.618 0.9011
2.618 0.8953
4.250 0.8859
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 0.9152 0.9153
PP 0.9143 0.9145
S1 0.9134 0.9137

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

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