CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 0.8800 0.8828 0.0028 0.3% 0.8777
High 0.8840 0.8855 0.0015 0.2% 0.8840
Low 0.8787 0.8815 0.0028 0.3% 0.8755
Close 0.8832 0.8845 0.0013 0.1% 0.8832
Range 0.0053 0.0040 -0.0013 -24.5% 0.0085
ATR 0.0045 0.0044 0.0000 -0.7% 0.0000
Volume 683 102 -581 -85.1% 1,854
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8958 0.8941 0.8867
R3 0.8918 0.8901 0.8856
R2 0.8878 0.8878 0.8852
R1 0.8861 0.8861 0.8848 0.8870
PP 0.8838 0.8838 0.8838 0.8842
S1 0.8821 0.8821 0.8841 0.8830
S2 0.8798 0.8798 0.8837
S3 0.8758 0.8781 0.8834
S4 0.8718 0.8741 0.8823
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 0.8855 0.8764 0.0091 1.0% 0.0046 0.5% 89% True False 343
10 0.8855 0.8755 0.0100 1.1% 0.0046 0.5% 90% True False 257
20 0.8855 0.8735 0.0120 1.4% 0.0041 0.5% 92% True False 158
40 0.9181 0.8735 0.0446 5.0% 0.0044 0.5% 25% False False 101
60 0.9185 0.8735 0.0450 5.1% 0.0040 0.5% 24% False False 79
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9025
2.618 0.8959
1.618 0.8919
1.000 0.8895
0.618 0.8879
HIGH 0.8855
0.618 0.8839
0.500 0.8835
0.382 0.8830
LOW 0.8815
0.618 0.8790
1.000 0.8775
1.618 0.8750
2.618 0.8710
4.250 0.8645
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 0.8841 0.8833
PP 0.8838 0.8821
S1 0.8835 0.8809

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

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