CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	0.8779	0.8740	-0.0039	-0.4%	0.8910
High	0.8793	0.8775	-0.0019	-0.2%	0.8912
Low	0.8755	0.8735	-0.0020	-0.2%	0.8756
Close	0.8763	0.8771	0.0008	0.1%	0.8767
Range	0.0039	0.0040	0.0001	2.6%	0.0156
ATR	0.0042	0.0042	0.0000	-0.4%	0.0000
Volume	36	150	114	316.7%	318

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8879	0.8864	0.8792
R3	0.8839	0.8825	0.8781
R2	0.8800	0.8800	0.8778
R1	0.8785	0.8785	0.8774	0.8792
PP	0.8760	0.8760	0.8760	0.8764
S1	0.8746	0.8746	0.8767	0.8753
S2	0.8721	0.8721	0.8763
S3	0.8681	0.8706	0.8760
S4	0.8642	0.8667	0.8749

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	0.8836	0.8735	0.0101	1.2%	0.0034	0.4%	35%	False	True	58
10	0.8989	0.8735	0.0254	2.9%	0.0036	0.4%	14%	False	True	64
20	0.9127	0.8735	0.0392	4.5%	0.0041	0.5%	9%	False	True	54
40	0.9181	0.8735	0.0446	5.1%	0.0039	0.4%	8%	False	True	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8942
2.618	0.8878
1.618	0.8838
1.000	0.8814
0.618	0.8799
HIGH	0.8775
0.618	0.8759
0.500	0.8755
0.382	0.8750
LOW	0.8735
0.618	0.8711
1.000	0.8696
1.618	0.8671
2.618	0.8632
4.250	0.8567

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	0.8765	0.8768
PP	0.8760	0.8766
S1	0.8755	0.8764

Download as Excel Spreadsheet

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

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