CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 0.8949 0.9012 0.0063 0.7% 0.9050
High 0.9004 0.9030 0.0027 0.3% 0.9062
Low 0.8938 0.8985 0.0047 0.5% 0.8938
Close 0.8991 0.9020 0.0029 0.3% 0.9020
Range 0.0066 0.0046 -0.0021 -31.1% 0.0124
ATR 0.0046 0.0046 0.0000 -0.1% 0.0000
Volume 33 27 -6 -18.2% 205
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9148 0.9129 0.9045
R3 0.9102 0.9084 0.9032
R2 0.9057 0.9057 0.9028
R1 0.9038 0.9038 0.9024 0.9048
PP 0.9011 0.9011 0.9011 0.9016
S1 0.8993 0.8993 0.9015 0.9002
S2 0.8966 0.8966 0.9011
S3 0.8920 0.8947 0.9007
S4 0.8875 0.8902 0.8994
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9378 0.9323 0.9088
R3 0.9254 0.9199 0.9054
R2 0.9130 0.9130 0.9042
R1 0.9075 0.9075 0.9031 0.9041
PP 0.9006 0.9006 0.9006 0.8989
S1 0.8951 0.8951 0.9008 0.8917
S2 0.8882 0.8882 0.8997
S3 0.8758 0.8827 0.8985
S4 0.8634 0.8703 0.8951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9062 0.8938 0.0124 1.4% 0.0055 0.6% 66% False False 41
10 0.9181 0.8938 0.0243 2.7% 0.0052 0.6% 34% False False 46
20 0.9181 0.8938 0.0243 2.7% 0.0046 0.5% 34% False False 47
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9149
1.618 0.9104
1.000 0.9076
0.618 0.9058
HIGH 0.9030
0.618 0.9013
0.500 0.9007
0.382 0.9002
LOW 0.8985
0.618 0.8956
1.000 0.8939
1.618 0.8911
2.618 0.8865
4.250 0.8791
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 0.9015 0.9008
PP 0.9011 0.8996
S1 0.9007 0.8984

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

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