CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.8765 0.8790 0.0026 0.3% 0.8828
High 0.8801 0.8801 -0.0001 0.0% 0.8883
Low 0.8763 0.8769 0.0006 0.1% 0.8763
Close 0.8789 0.8779 -0.0011 -0.1% 0.8789
Range 0.0038 0.0032 -0.0007 -17.1% 0.0120
ATR 0.0045 0.0044 -0.0001 -2.1% 0.0000
Volume 202 153 -49 -24.3% 961
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8877 0.8859 0.8796
R3 0.8846 0.8828 0.8787
R2 0.8814 0.8814 0.8784
R1 0.8796 0.8796 0.8781 0.8790
PP 0.8783 0.8783 0.8783 0.8779
S1 0.8765 0.8765 0.8776 0.8758
S2 0.8751 0.8751 0.8773
S3 0.8720 0.8733 0.8770
S4 0.8688 0.8702 0.8761
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% 0.0045 0.5% 13% False False 202
10 0.8883 0.8763 0.0120 1.4% 0.0045 0.5% 13% False False 272
20 0.8883 0.8735 0.0148 1.7% 0.0044 0.5% 29% False False 198
40 0.9181 0.8735 0.0446 5.1% 0.0043 0.5% 10% False False 123
60 0.9181 0.8735 0.0446 5.1% 0.0041 0.5% 10% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8934
2.618 0.8883
1.618 0.8851
1.000 0.8832
0.618 0.8820
HIGH 0.8801
0.618 0.8788
0.500 0.8785
0.382 0.8781
LOW 0.8769
0.618 0.8750
1.000 0.8738
1.618 0.8718
2.618 0.8687
4.250 0.8635
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.8785 0.8782
PP 0.8783 0.8781
S1 0.8781 0.8780

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

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