CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	0.8776	0.8722	-0.0054	-0.6%	0.8828
High	0.8776	0.8790	0.0015	0.2%	0.8883
Low	0.8721	0.8713	-0.0008	-0.1%	0.8763
Close	0.8733	0.8776	0.0044	0.5%	0.8789
Range	0.0055	0.0077	0.0022	40.0%	0.0120
ATR	0.0045	0.0047	0.0002	5.1%	0.0000
Volume	317	556	239	75.4%	961

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8991	0.8960	0.8818
R3	0.8914	0.8883	0.8797
R2	0.8837	0.8837	0.8790
R1	0.8806	0.8806	0.8783	0.8822
PP	0.8760	0.8760	0.8760	0.8767
S1	0.8729	0.8729	0.8769	0.8745
S2	0.8683	0.8683	0.8762
S3	0.8606	0.8652	0.8755
S4	0.8529	0.8575	0.8734

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	0.8801	0.8713	0.0088	1.0%	0.0045	0.5%	72%	False	True	266
10	0.8883	0.8713	0.0170	1.9%	0.0051	0.6%	37%	False	True	318
20	0.8883	0.8713	0.0170	1.9%	0.0047	0.5%	37%	False	True	232
40	0.9127	0.8713	0.0414	4.7%	0.0044	0.5%	15%	False	True	143
60	0.9181	0.8713	0.0468	5.3%	0.0042	0.5%	13%	False	True	108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9117
2.618	0.8992
1.618	0.8915
1.000	0.8867
0.618	0.8838
HIGH	0.8790
0.618	0.8761
0.500	0.8752
0.382	0.8742
LOW	0.8713
0.618	0.8665
1.000	0.8636
1.618	0.8588
2.618	0.8511
4.250	0.8386

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.8768	0.8770
PP	0.8760	0.8763
S1	0.8752	0.8757

Download as Excel Spreadsheet

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

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