CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 0.8800 0.8760 -0.0040 -0.5% 0.8910
High 0.8800 0.8778 -0.0022 -0.3% 0.8912
Low 0.8756 0.8757 0.0001 0.0% 0.8756
Close 0.8767 0.8766 -0.0001 0.0% 0.8767
Range 0.0044 0.0022 -0.0023 -51.1% 0.0156
ATR 0.0044 0.0042 -0.0002 -3.6% 0.0000
Volume 67 9 -58 -86.6% 318
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8831 0.8820 0.8778
R3 0.8810 0.8799 0.8772
R2 0.8788 0.8788 0.8770
R1 0.8777 0.8777 0.8768 0.8783
PP 0.8767 0.8767 0.8767 0.8770
S1 0.8756 0.8756 0.8764 0.8761
S2 0.8745 0.8745 0.8762
S3 0.8724 0.8734 0.8760
S4 0.8702 0.8713 0.8754
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 0.8845 0.8756 0.0089 1.0% 0.0033 0.4% 11% False False 42
10 0.9020 0.8756 0.0264 3.0% 0.0035 0.4% 4% False False 50
20 0.9181 0.8756 0.0425 4.8% 0.0042 0.5% 2% False False 49
40 0.9181 0.8756 0.0425 4.8% 0.0039 0.4% 2% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8869
2.618 0.8834
1.618 0.8813
1.000 0.8800
0.618 0.8791
HIGH 0.8778
0.618 0.8770
0.500 0.8767
0.382 0.8765
LOW 0.8757
0.618 0.8743
1.000 0.8735
1.618 0.8722
2.618 0.8700
4.250 0.8665
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 0.8767 0.8796
PP 0.8767 0.8786
S1 0.8766 0.8776

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

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