CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 0.9012 0.9007 -0.0005 -0.1% 0.9050
High 0.9030 0.9035 0.0005 0.0% 0.9062
Low 0.8985 0.9007 0.0022 0.2% 0.8938
Close 0.9020 0.9031 0.0012 0.1% 0.9020
Range 0.0046 0.0028 -0.0018 -38.5% 0.0124
ATR 0.0046 0.0045 -0.0001 -2.8% 0.0000
Volume 27 35 8 29.6% 205
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9108 0.9098 0.9046
R3 0.9080 0.9070 0.9039
R2 0.9052 0.9052 0.9036
R1 0.9042 0.9042 0.9034 0.9047
PP 0.9024 0.9024 0.9024 0.9027
S1 0.9014 0.9014 0.9028 0.9019
S2 0.8996 0.8996 0.9026
S3 0.8968 0.8986 0.9023
S4 0.8940 0.8958 0.9016
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 0.9035 0.8938 0.0097 1.1% 0.0052 0.6% 96% True False 46
10 0.9181 0.8938 0.0243 2.7% 0.0049 0.5% 38% False False 48
20 0.9181 0.8938 0.0243 2.7% 0.0045 0.5% 38% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9154
2.618 0.9108
1.618 0.9080
1.000 0.9063
0.618 0.9052
HIGH 0.9035
0.618 0.9024
0.500 0.9021
0.382 0.9017
LOW 0.9007
0.618 0.8989
1.000 0.8979
1.618 0.8961
2.618 0.8933
4.250 0.8888
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 0.9028 0.9016
PP 0.9024 0.9001
S1 0.9021 0.8986

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

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