CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 0.8796 0.8765 -0.0031 -0.4% 0.8828
High 0.8800 0.8801 0.0001 0.0% 0.8883
Low 0.8778 0.8763 -0.0015 -0.2% 0.8763
Close 0.8778 0.8789 0.0011 0.1% 0.8789
Range 0.0022 0.0038 0.0016 72.7% 0.0120
ATR 0.0045 0.0045 -0.0001 -1.2% 0.0000
Volume 106 202 96 90.6% 961
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8898 0.8882 0.8810
R3 0.8860 0.8844 0.8799
R2 0.8822 0.8822 0.8796
R1 0.8806 0.8806 0.8792 0.8814
PP 0.8784 0.8784 0.8784 0.8789
S1 0.8768 0.8768 0.8786 0.8776
S2 0.8746 0.8746 0.8782
S3 0.8708 0.8730 0.8779
S4 0.8670 0.8692 0.8768
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9172 0.9100 0.8855
R3 0.9052 0.8980 0.8822
R2 0.8932 0.8932 0.8811
R1 0.8860 0.8860 0.8800 0.8836
PP 0.8812 0.8812 0.8812 0.8800
S1 0.8740 0.8740 0.8778 0.8716
S2 0.8692 0.8692 0.8767
S3 0.8572 0.8620 0.8756
S4 0.8452 0.8500 0.8723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8883 0.8763 0.0120 1.4% 0.0046 0.5% 22% False True 192
10 0.8883 0.8755 0.0129 1.5% 0.0045 0.5% 27% False False 281
20 0.8883 0.8735 0.0148 1.7% 0.0044 0.5% 36% False False 191
40 0.9181 0.8735 0.0446 5.1% 0.0044 0.5% 12% False False 120
60 0.9181 0.8735 0.0446 5.1% 0.0040 0.5% 12% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8963
2.618 0.8900
1.618 0.8862
1.000 0.8839
0.618 0.8824
HIGH 0.8801
0.618 0.8786
0.500 0.8782
0.382 0.8778
LOW 0.8763
0.618 0.8740
1.000 0.8725
1.618 0.8702
2.618 0.8664
4.250 0.8602
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 0.8787 0.8820
PP 0.8784 0.8810
S1 0.8782 0.8799

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

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