CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 0.8826 0.8835 0.0009 0.1% 0.9007
High 0.8845 0.8836 -0.0009 -0.1% 0.9035
Low 0.8811 0.8810 -0.0002 0.0% 0.8923
Close 0.8836 0.8812 -0.0024 -0.3% 0.8927
Range 0.0034 0.0027 -0.0007 -20.9% 0.0112
ATR 0.0044 0.0043 -0.0001 -2.9% 0.0000
Volume 41 30 -11 -26.8% 210
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8899 0.8882 0.8827
R3 0.8872 0.8855 0.8819
R2 0.8846 0.8846 0.8817
R1 0.8829 0.8829 0.8814 0.8824
PP 0.8819 0.8819 0.8819 0.8817
S1 0.8802 0.8802 0.8810 0.8798
S2 0.8793 0.8793 0.8807
S3 0.8766 0.8776 0.8805
S4 0.8740 0.8749 0.8797
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 0.8953 0.8808 0.0146 1.7% 0.0040 0.5% 3% False False 69
10 0.9035 0.8808 0.0227 2.6% 0.0036 0.4% 2% False False 48
20 0.9181 0.8808 0.0373 4.2% 0.0043 0.5% 1% False False 48
40 0.9181 0.8808 0.0373 4.2% 0.0039 0.4% 1% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8949
2.618 0.8905
1.618 0.8879
1.000 0.8863
0.618 0.8852
HIGH 0.8836
0.618 0.8826
0.500 0.8823
0.382 0.8820
LOW 0.8810
0.618 0.8793
1.000 0.8783
1.618 0.8767
2.618 0.8740
4.250 0.8697
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 0.8823 0.8826
PP 0.8819 0.8822
S1 0.8816 0.8817

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

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