CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 0.8818 0.8777 -0.0042 -0.5% 0.8827
High 0.8827 0.8789 -0.0039 -0.4% 0.8845
Low 0.8780 0.8755 -0.0025 -0.3% 0.8765
Close 0.8791 0.8787 -0.0004 0.0% 0.8791
Range 0.0048 0.0034 -0.0014 -28.4% 0.0080
ATR 0.0044 0.0043 -0.0001 -1.2% 0.0000
Volume 308 239 -69 -22.4% 682
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8879 0.8867 0.8806
R3 0.8845 0.8833 0.8796
R2 0.8811 0.8811 0.8793
R1 0.8799 0.8799 0.8790 0.8805
PP 0.8777 0.8777 0.8777 0.8780
S1 0.8765 0.8765 0.8784 0.8771
S2 0.8743 0.8743 0.8781
S3 0.8709 0.8731 0.8778
S4 0.8675 0.8697 0.8768
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9040 0.8996 0.8835
R3 0.8960 0.8916 0.8813
R2 0.8880 0.8880 0.8806
R1 0.8836 0.8836 0.8798 0.8818
PP 0.8800 0.8800 0.8800 0.8791
S1 0.8756 0.8756 0.8784 0.8738
S2 0.8720 0.8720 0.8776
S3 0.8640 0.8676 0.8769
S4 0.8560 0.8596 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8845 0.8755 0.0090 1.0% 0.0046 0.5% 36% False True 171
10 0.8845 0.8735 0.0110 1.2% 0.0043 0.5% 47% False False 123
20 0.9020 0.8735 0.0285 3.2% 0.0039 0.4% 18% False False 87
40 0.9181 0.8735 0.0446 5.1% 0.0042 0.5% 12% False False 67
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8933
2.618 0.8878
1.618 0.8844
1.000 0.8823
0.618 0.8810
HIGH 0.8789
0.618 0.8776
0.500 0.8772
0.382 0.8767
LOW 0.8755
0.618 0.8733
1.000 0.8721
1.618 0.8699
2.618 0.8665
4.250 0.8610
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 0.8782 0.8800
PP 0.8777 0.8795
S1 0.8772 0.8791

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

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