CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 0.8783 0.8800 0.0018 0.2% 0.8777
High 0.8822 0.8840 0.0018 0.2% 0.8840
Low 0.8764 0.8787 0.0023 0.3% 0.8755
Close 0.8806 0.8832 0.0027 0.3% 0.8832
Range 0.0059 0.0053 -0.0006 -9.4% 0.0085
ATR 0.0044 0.0045 0.0001 1.5% 0.0000
Volume 514 683 169 32.9% 1,854
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8978 0.8958 0.8861
R3 0.8925 0.8905 0.8847
R2 0.8872 0.8872 0.8842
R1 0.8852 0.8852 0.8837 0.8862
PP 0.8819 0.8819 0.8819 0.8824
S1 0.8799 0.8799 0.8827 0.8809
S2 0.8766 0.8766 0.8822
S3 0.8713 0.8746 0.8817
S4 0.8660 0.8693 0.8803
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9064 0.9033 0.8879
R3 0.8979 0.8948 0.8855
R2 0.8894 0.8894 0.8848
R1 0.8863 0.8863 0.8840 0.8878
PP 0.8809 0.8809 0.8809 0.8816
S1 0.8778 0.8778 0.8824 0.8793
S2 0.8724 0.8724 0.8816
S3 0.8639 0.8693 0.8809
S4 0.8554 0.8608 0.8785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8840 0.8755 0.0085 1.0% 0.0045 0.5% 91% True False 370
10 0.8845 0.8755 0.0090 1.0% 0.0044 0.5% 86% False False 253
20 0.8912 0.8735 0.0177 2.0% 0.0043 0.5% 55% False False 159
40 0.9181 0.8735 0.0446 5.0% 0.0043 0.5% 22% False False 99
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 0.9065
2.618 0.8978
1.618 0.8925
1.000 0.8893
0.618 0.8872
HIGH 0.8840
0.618 0.8819
0.500 0.8813
0.382 0.8807
LOW 0.8787
0.618 0.8754
1.000 0.8734
1.618 0.8701
2.618 0.8648
4.250 0.8561
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 0.8826 0.8822
PP 0.8819 0.8812
S1 0.8813 0.8802

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

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