CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 0.8973 0.8949 -0.0024 -0.3% 0.9118
High 0.9006 0.9004 -0.0003 0.0% 0.9181
Low 0.8940 0.8938 -0.0003 0.0% 0.9041
Close 0.8945 0.8991 0.0047 0.5% 0.9041
Range 0.0066 0.0066 0.0000 0.0% 0.0140
ATR 0.0044 0.0046 0.0002 3.5% 0.0000
Volume 34 33 -1 -2.9% 264
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9175 0.9149 0.9027
R3 0.9109 0.9083 0.9009
R2 0.9043 0.9043 0.9003
R1 0.9017 0.9017 0.8997 0.9030
PP 0.8977 0.8977 0.8977 0.8984
S1 0.8951 0.8951 0.8985 0.8964
S2 0.8911 0.8911 0.8979
S3 0.8845 0.8885 0.8973
S4 0.8779 0.8819 0.8955
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 0.9077 0.8938 0.0140 1.6% 0.0053 0.6% 38% False True 46
10 0.9181 0.8938 0.0243 2.7% 0.0051 0.6% 22% False True 48
20 0.9181 0.8938 0.0243 2.7% 0.0044 0.5% 22% False True 46
Crabel Price Patterns
NR False
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 0.0013
Fibonacci Retracements and Extensions
4.250 0.9284
2.618 0.9176
1.618 0.9110
1.000 0.9070
0.618 0.9044
HIGH 0.9004
0.618 0.8978
0.500 0.8971
0.382 0.8963
LOW 0.8938
0.618 0.8897
1.000 0.8872
1.618 0.8831
2.618 0.8765
4.250 0.8657
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 0.8984 0.8988
PP 0.8977 0.8986
S1 0.8971 0.8983

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

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