CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 0.8776 0.8788 0.0012 0.1% 0.8827
High 0.8825 0.8801 -0.0024 -0.3% 0.8845
Low 0.8776 0.8773 -0.0003 0.0% 0.8765
Close 0.8789 0.8792 0.0004 0.0% 0.8791
Range 0.0049 0.0028 -0.0021 -42.9% 0.0080
ATR 0.0044 0.0043 -0.0001 -2.6% 0.0000
Volume 324 94 -230 -71.0% 682
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8873 0.8860 0.8807
R3 0.8845 0.8832 0.8800
R2 0.8817 0.8817 0.8797
R1 0.8804 0.8804 0.8795 0.8811
PP 0.8789 0.8789 0.8789 0.8792
S1 0.8776 0.8776 0.8789 0.8783
S2 0.8761 0.8761 0.8787
S3 0.8733 0.8748 0.8784
S4 0.8705 0.8720 0.8777
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% 0.0041 0.5% 42% False False 236
10 0.8845 0.8755 0.0090 1.0% 0.0043 0.5% 42% False False 147
20 0.8989 0.8735 0.0254 2.9% 0.0040 0.5% 22% False False 105
40 0.9181 0.8735 0.0446 5.1% 0.0042 0.5% 13% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8920
2.618 0.8874
1.618 0.8846
1.000 0.8829
0.618 0.8818
HIGH 0.8801
0.618 0.8790
0.500 0.8787
0.382 0.8784
LOW 0.8773
0.618 0.8756
1.000 0.8745
1.618 0.8728
2.618 0.8700
4.250 0.8654
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 0.8790 0.8791
PP 0.8789 0.8791
S1 0.8787 0.8790

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

View Archives - Comment on this page... - Back to Index of Symbols