CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 0.9150 0.9165 0.0015 0.2% 0.9101
High 0.9175 0.9181 0.0006 0.1% 0.9181
Low 0.9133 0.9117 -0.0016 -0.2% 0.9095
Close 0.9173 0.9118 -0.0055 -0.6% 0.9114
Range 0.0043 0.0064 0.0021 49.4% 0.0086
ATR 0.0039 0.0041 0.0002 4.5% 0.0000
Volume 64 18 -46 -71.9% 138
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9329 0.9287 0.9153
R3 0.9266 0.9224 0.9135
R2 0.9202 0.9202 0.9130
R1 0.9160 0.9160 0.9124 0.9149
PP 0.9139 0.9139 0.9139 0.9133
S1 0.9097 0.9097 0.9112 0.9086
S2 0.9075 0.9075 0.9106
S3 0.9012 0.9033 0.9101
S4 0.8948 0.8970 0.9083
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% 0.0050 0.5% 21% True False 31
10 0.9181 0.9087 0.0094 1.0% 0.0044 0.5% 33% True False 37
20 0.9181 0.9073 0.0108 1.2% 0.0037 0.4% 42% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9450
2.618 0.9347
1.618 0.9283
1.000 0.9244
0.618 0.9220
HIGH 0.9181
0.618 0.9156
0.500 0.9149
0.382 0.9141
LOW 0.9117
0.618 0.9078
1.000 0.9054
1.618 0.9014
2.618 0.8951
4.250 0.8847
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 0.9149 0.9143
PP 0.9139 0.9135
S1 0.9128 0.9126

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

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