CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 0.8755 0.8788 0.0033 0.4% 0.8760
High 0.8807 0.8830 0.0023 0.3% 0.8830
Low 0.8755 0.8780 0.0025 0.3% 0.8735
Close 0.8792 0.8830 0.0039 0.4% 0.8830
Range 0.0052 0.0050 -0.0002 -3.8% 0.0095
ATR 0.0043 0.0043 0.0001 1.2% 0.0000
Volume 76 56 -20 -26.3% 327
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8963 0.8947 0.8858
R3 0.8913 0.8897 0.8844
R2 0.8863 0.8863 0.8839
R1 0.8847 0.8847 0.8835 0.8855
PP 0.8813 0.8813 0.8813 0.8818
S1 0.8797 0.8797 0.8825 0.8805
S2 0.8763 0.8763 0.8821
S3 0.8713 0.8747 0.8816
S4 0.8663 0.8697 0.8803
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9083 0.9052 0.8882
R3 0.8988 0.8957 0.8856
R2 0.8893 0.8893 0.8847
R1 0.8862 0.8862 0.8839 0.8878
PP 0.8798 0.8798 0.8798 0.8806
S1 0.8767 0.8767 0.8821 0.8783
S2 0.8703 0.8703 0.8813
S3 0.8608 0.8672 0.8804
S4 0.8513 0.8577 0.8778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8830 0.8735 0.0095 1.1% 0.0040 0.5% 100% True False 65
10 0.8912 0.8735 0.0177 2.0% 0.0042 0.5% 54% False False 64
20 0.9062 0.8735 0.0327 3.7% 0.0042 0.5% 29% False False 53
40 0.9181 0.8735 0.0446 5.0% 0.0041 0.5% 21% False False 48
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9043
2.618 0.8961
1.618 0.8911
1.000 0.8880
0.618 0.8861
HIGH 0.8830
0.618 0.8811
0.500 0.8805
0.382 0.8799
LOW 0.8780
0.618 0.8749
1.000 0.8730
1.618 0.8699
2.618 0.8649
4.250 0.8568
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 0.8822 0.8814
PP 0.8813 0.8798
S1 0.8805 0.8783

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

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