CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 0.9116 0.9075 -0.0041 -0.4% 0.9118
High 0.9127 0.9077 -0.0050 -0.5% 0.9181
Low 0.9079 0.9041 -0.0038 -0.4% 0.9041
Close 0.9087 0.9041 -0.0046 -0.5% 0.9041
Range 0.0048 0.0036 -0.0012 -25.0% 0.0140
ATR 0.0041 0.0042 0.0000 0.8% 0.0000
Volume 110 56 -54 -49.1% 264
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9161 0.9137 0.9061
R3 0.9125 0.9101 0.9051
R2 0.9089 0.9089 0.9048
R1 0.9065 0.9065 0.9044 0.9059
PP 0.9053 0.9053 0.9053 0.9050
S1 0.9029 0.9029 0.9038 0.9023
S2 0.9017 0.9017 0.9034
S3 0.8981 0.8993 0.9031
S4 0.8945 0.8957 0.9021
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9506 0.9413 0.9118
R3 0.9367 0.9274 0.9079
R2 0.9227 0.9227 0.9067
R1 0.9134 0.9134 0.9054 0.9111
PP 0.9088 0.9088 0.9088 0.9076
S1 0.8995 0.8995 0.9028 0.8971
S2 0.8948 0.8948 0.9015
S3 0.8809 0.8855 0.9003
S4 0.8669 0.8716 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9181 0.9041 0.0140 1.5% 0.0050 0.5% 0% False True 52
10 0.9181 0.9041 0.0140 1.5% 0.0046 0.5% 0% False True 40
20 0.9181 0.9041 0.0140 1.5% 0.0040 0.4% 0% False True 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9171
1.618 0.9135
1.000 0.9113
0.618 0.9099
HIGH 0.9077
0.618 0.9063
0.500 0.9059
0.382 0.9055
LOW 0.9041
0.618 0.9019
1.000 0.9005
1.618 0.8983
2.618 0.8947
4.250 0.8888
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 0.9059 0.9111
PP 0.9053 0.9088
S1 0.9047 0.9064

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

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