CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 0.9118 0.9150 0.0033 0.4% 0.9101
High 0.9163 0.9175 0.0012 0.1% 0.9181
Low 0.9105 0.9133 0.0028 0.3% 0.9095
Close 0.9161 0.9173 0.0012 0.1% 0.9114
Range 0.0058 0.0043 -0.0016 -26.7% 0.0086
ATR 0.0039 0.0039 0.0000 0.7% 0.0000
Volume 16 64 48 300.0% 138
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9288 0.9273 0.9196
R3 0.9245 0.9230 0.9184
R2 0.9203 0.9203 0.9180
R1 0.9188 0.9188 0.9176 0.9195
PP 0.9160 0.9160 0.9160 0.9164
S1 0.9145 0.9145 0.9169 0.9153
S2 0.9118 0.9118 0.9165
S3 0.9075 0.9103 0.9161
S4 0.9033 0.9060 0.9149
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 0.9101 0.0080 0.9% 0.0047 0.5% 90% False False 32
10 0.9181 0.9073 0.0108 1.2% 0.0040 0.4% 93% False False 41
20 0.9181 0.9073 0.0108 1.2% 0.0035 0.4% 93% False False 35
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9356
2.618 0.9286
1.618 0.9244
1.000 0.9218
0.618 0.9201
HIGH 0.9175
0.618 0.9159
0.500 0.9154
0.382 0.9149
LOW 0.9133
0.618 0.9106
1.000 0.9090
1.618 0.9064
2.618 0.9021
4.250 0.8952
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 0.9166 0.9161
PP 0.9160 0.9150
S1 0.9154 0.9138

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

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