CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 0.8910 0.8826 -0.0085 -0.9% 0.9007
High 0.8912 0.8845 -0.0067 -0.7% 0.9035
Low 0.8837 0.8808 -0.0030 -0.3% 0.8923
Close 0.8837 0.8812 -0.0025 -0.3% 0.8927
Range 0.0075 0.0038 -0.0037 -49.7% 0.0112
ATR 0.0046 0.0045 -0.0001 -1.3% 0.0000
Volume 114 66 -48 -42.1% 210
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8934 0.8911 0.8833
R3 0.8897 0.8873 0.8822
R2 0.8859 0.8859 0.8819
R1 0.8836 0.8836 0.8815 0.8829
PP 0.8822 0.8822 0.8822 0.8818
S1 0.8798 0.8798 0.8809 0.8791
S2 0.8784 0.8784 0.8805
S3 0.8747 0.8761 0.8802
S4 0.8709 0.8723 0.8791
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9296 0.9223 0.8988
R3 0.9184 0.9111 0.8957
R2 0.9073 0.9073 0.8947
R1 0.9000 0.9000 0.8937 0.8981
PP 0.8961 0.8961 0.8961 0.8952
S1 0.8888 0.8888 0.8916 0.8869
S2 0.8850 0.8850 0.8906
S3 0.8738 0.8777 0.8896
S4 0.8627 0.8665 0.8865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8998 0.8808 0.0190 2.2% 0.0037 0.4% 2% False True 65
10 0.9035 0.8808 0.0227 2.6% 0.0043 0.5% 2% False True 48
20 0.9181 0.8808 0.0373 4.2% 0.0045 0.5% 1% False True 47
40 0.9184 0.8808 0.0377 4.3% 0.0040 0.5% 1% False True 38
Crabel Price Patterns
NR True
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9004
2.618 0.8943
1.618 0.8906
1.000 0.8883
0.618 0.8868
HIGH 0.8845
0.618 0.8831
0.500 0.8826
0.382 0.8822
LOW 0.8808
0.618 0.8784
1.000 0.8770
1.618 0.8747
2.618 0.8709
4.250 0.8648
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 0.8826 0.8880
PP 0.8822 0.8858
S1 0.8817 0.8835

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

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