CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 0.8777 0.8776 -0.0001 0.0% 0.8827
High 0.8789 0.8825 0.0037 0.4% 0.8845
Low 0.8755 0.8776 0.0022 0.2% 0.8765
Close 0.8787 0.8789 0.0002 0.0% 0.8791
Range 0.0034 0.0049 0.0015 44.1% 0.0080
ATR 0.0043 0.0044 0.0000 0.9% 0.0000
Volume 239 324 85 35.6% 682
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8944 0.8915 0.8815
R3 0.8895 0.8866 0.8802
R2 0.8846 0.8846 0.8797
R1 0.8817 0.8817 0.8793 0.8831
PP 0.8797 0.8797 0.8797 0.8804
S1 0.8768 0.8768 0.8784 0.8782
S2 0.8748 0.8748 0.8780
S3 0.8699 0.8719 0.8775
S4 0.8650 0.8670 0.8762
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% 0.0047 0.5% 38% False False 230
10 0.8845 0.8735 0.0110 1.2% 0.0045 0.5% 49% False False 152
20 0.8998 0.8735 0.0263 3.0% 0.0040 0.5% 20% False False 101
40 0.9181 0.8735 0.0446 5.1% 0.0042 0.5% 12% False False 72
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 0.9033
2.618 0.8953
1.618 0.8904
1.000 0.8874
0.618 0.8855
HIGH 0.8825
0.618 0.8806
0.500 0.8801
0.382 0.8795
LOW 0.8776
0.618 0.8746
1.000 0.8727
1.618 0.8697
2.618 0.8648
4.250 0.8568
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 0.8801 0.8791
PP 0.8797 0.8790
S1 0.8793 0.8789

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

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