CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 0.9165 0.9116 -0.0050 -0.5% 0.9101
High 0.9181 0.9127 -0.0054 -0.6% 0.9181
Low 0.9117 0.9079 -0.0039 -0.4% 0.9095
Close 0.9118 0.9087 -0.0031 -0.3% 0.9114
Range 0.0064 0.0048 -0.0016 -24.4% 0.0086
ATR 0.0041 0.0041 0.0001 1.3% 0.0000
Volume 18 110 92 511.1% 138
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9241 0.9212 0.9113
R3 0.9193 0.9164 0.9100
R2 0.9145 0.9145 0.9096
R1 0.9116 0.9116 0.9091 0.9107
PP 0.9097 0.9097 0.9097 0.9093
S1 0.9068 0.9068 0.9083 0.9059
S2 0.9049 0.9049 0.9078
S3 0.9001 0.9020 0.9074
S4 0.8953 0.8972 0.9061
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 0.9079 0.0102 1.1% 0.0049 0.5% 8% False True 50
10 0.9181 0.9079 0.0102 1.1% 0.0043 0.5% 8% False True 46
20 0.9181 0.9073 0.0108 1.2% 0.0039 0.4% 13% False False 41
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 0.9331
2.618 0.9252
1.618 0.9204
1.000 0.9175
0.618 0.9156
HIGH 0.9127
0.618 0.9108
0.500 0.9103
0.382 0.9097
LOW 0.9079
0.618 0.9049
1.000 0.9031
1.618 0.9001
2.618 0.8953
4.250 0.8875
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 0.9103 0.9130
PP 0.9097 0.9115
S1 0.9092 0.9101

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

View Archives - Comment on this page... - Back to Index of Symbols