CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 0.8790 0.8776 -0.0015 -0.2% 0.8828
High 0.8801 0.8776 -0.0025 -0.3% 0.8883
Low 0.8769 0.8721 -0.0049 -0.6% 0.8763
Close 0.8779 0.8733 -0.0046 -0.5% 0.8789
Range 0.0032 0.0055 0.0024 74.6% 0.0120
ATR 0.0044 0.0045 0.0001 2.3% 0.0000
Volume 153 317 164 107.2% 961
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8908 0.8875 0.8763
R3 0.8853 0.8820 0.8748
R2 0.8798 0.8798 0.8743
R1 0.8765 0.8765 0.8738 0.8754
PP 0.8743 0.8743 0.8743 0.8737
S1 0.8710 0.8710 0.8727 0.8699
S2 0.8688 0.8688 0.8722
S3 0.8633 0.8655 0.8717
S4 0.8578 0.8600 0.8702
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 0.8877 0.8721 0.0157 1.8% 0.0048 0.5% 8% False True 226
10 0.8883 0.8721 0.0163 1.9% 0.0046 0.5% 7% False True 272
20 0.8883 0.8721 0.0163 1.9% 0.0045 0.5% 7% False True 212
40 0.9181 0.8721 0.0460 5.3% 0.0044 0.5% 3% False True 130
60 0.9181 0.8721 0.0460 5.3% 0.0041 0.5% 3% False True 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9009
2.618 0.8919
1.618 0.8864
1.000 0.8831
0.618 0.8809
HIGH 0.8776
0.618 0.8754
0.500 0.8748
0.382 0.8742
LOW 0.8721
0.618 0.8687
1.000 0.8666
1.618 0.8632
2.618 0.8577
4.250 0.8487
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 0.8748 0.8761
PP 0.8743 0.8751
S1 0.8738 0.8742

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

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