CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	0.8835	0.8800	-0.0035	-0.4%	0.8910
High	0.8836	0.8800	-0.0036	-0.4%	0.8912
Low	0.8810	0.8756	-0.0054	-0.6%	0.8756
Close	0.8812	0.8767	-0.0046	-0.5%	0.8767
Range	0.0027	0.0044	0.0018	66.0%	0.0156
ATR	0.0043	0.0044	0.0001	2.2%	0.0000
Volume	30	67	37	123.3%	318

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8906	0.8880	0.8791
R3	0.8862	0.8836	0.8779
R2	0.8818	0.8818	0.8775
R1	0.8792	0.8792	0.8771	0.8783
PP	0.8774	0.8774	0.8774	0.8770
S1	0.8748	0.8748	0.8762	0.8739
S2	0.8730	0.8730	0.8758
S3	0.8686	0.8704	0.8754
S4	0.8642	0.8660	0.8742

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9278	0.9178	0.8852
R3	0.9122	0.9022	0.8809
R2	0.8967	0.8967	0.8795
R1	0.8867	0.8867	0.8781	0.8839
PP	0.8811	0.8811	0.8811	0.8798
S1	0.8711	0.8711	0.8752	0.8684
S2	0.8656	0.8656	0.8738
S3	0.8500	0.8556	0.8724
S4	0.8345	0.8400	0.8681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8912	0.8756	0.0156	1.8%	0.0043	0.5%	7%	False	True	63
10	0.9035	0.8756	0.0279	3.2%	0.0036	0.4%	4%	False	True	52
20	0.9181	0.8756	0.0425	4.8%	0.0044	0.5%	2%	False	True	49
40	0.9181	0.8756	0.0425	4.8%	0.0039	0.4%	2%	False	True	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8987
2.618	0.8915
1.618	0.8871
1.000	0.8844
0.618	0.8827
HIGH	0.8800
0.618	0.8783
0.500	0.8778
0.382	0.8773
LOW	0.8756
0.618	0.8729
1.000	0.8712
1.618	0.8685
2.618	0.8641
4.250	0.8569

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	0.8778	0.8800
PP	0.8774	0.8789
S1	0.8770	0.8778

Download as Excel Spreadsheet

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

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