CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 0.9020 0.8971 -0.0049 -0.5% 0.9050
High 0.9020 0.8998 -0.0022 -0.2% 0.9062
Low 0.8983 0.8971 -0.0012 -0.1% 0.8938
Close 0.8984 0.8989 0.0005 0.1% 0.9020
Range 0.0037 0.0027 -0.0010 -27.0% 0.0124
ATR 0.0045 0.0044 -0.0001 -2.8% 0.0000
Volume 30 14 -16 -53.3% 205
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9067 0.9055 0.9003
R3 0.9040 0.9028 0.8996
R2 0.9013 0.9013 0.8993
R1 0.9001 0.9001 0.8991 0.9007
PP 0.8986 0.8986 0.8986 0.8989
S1 0.8974 0.8974 0.8986 0.8980
S2 0.8959 0.8959 0.8984
S3 0.8932 0.8947 0.8981
S4 0.8905 0.8920 0.8974
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% 0.0041 0.5% 53% False False 27
10 0.9127 0.8938 0.0189 2.1% 0.0045 0.5% 27% False False 45
20 0.9181 0.8938 0.0243 2.7% 0.0044 0.5% 21% False False 41
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 True
Bull Hook False
Stretch 0.0009
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9112
2.618 0.9068
1.618 0.9041
1.000 0.9025
0.618 0.9014
HIGH 0.8998
0.618 0.8987
0.500 0.8984
0.382 0.8981
LOW 0.8971
0.618 0.8954
1.000 0.8944
1.618 0.8927
2.618 0.8900
4.250 0.8856
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 0.8987 0.9003
PP 0.8986 0.8998
S1 0.8984 0.8993

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

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