CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	0.8773	0.8768	-0.0006	-0.1%	0.8790
High	0.8788	0.8817	0.0029	0.3%	0.8817
Low	0.8750	0.8744	-0.0006	-0.1%	0.8713
Close	0.8766	0.8790	0.0024	0.3%	0.8790
Range	0.0038	0.0073	0.0035	92.1%	0.0104
ATR	0.0047	0.0048	0.0002	4.0%	0.0000
Volume	281	2,309	2,028	721.7%	3,616

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9003	0.8969	0.8830
R3	0.8930	0.8896	0.8810
R2	0.8857	0.8857	0.8803
R1	0.8823	0.8823	0.8796	0.8840
PP	0.8784	0.8784	0.8784	0.8792
S1	0.8750	0.8750	0.8783	0.8767
S2	0.8711	0.8711	0.8776
S3	0.8638	0.8677	0.8769
S4	0.8565	0.8604	0.8749

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9085	0.9041	0.8847
R3	0.8981	0.8937	0.8818
R2	0.8877	0.8877	0.8809
R1	0.8833	0.8833	0.8799	0.8803
PP	0.8773	0.8773	0.8773	0.8758
S1	0.8729	0.8729	0.8780	0.8699
S2	0.8669	0.8669	0.8770
S3	0.8565	0.8625	0.8761
S4	0.8461	0.8521	0.8732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8817	0.8713	0.0104	1.2%	0.0055	0.6%	74%	True	False	723
10	0.8883	0.8713	0.0170	1.9%	0.0051	0.6%	45%	False	False	457
20	0.8883	0.8713	0.0170	1.9%	0.0047	0.5%	45%	False	False	355
40	0.9062	0.8713	0.0349	4.0%	0.0045	0.5%	22%	False	False	204
60	0.9181	0.8713	0.0468	5.3%	0.0043	0.5%	16%	False	False	151

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	False
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	0.9127
2.618	0.9008
1.618	0.8935
1.000	0.8890
0.618	0.8862
HIGH	0.8817
0.618	0.8789
0.500	0.8781
0.382	0.8772
LOW	0.8744
0.618	0.8699
1.000	0.8671
1.618	0.8626
2.618	0.8553
4.250	0.8434

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	0.8787	0.8781
PP	0.8784	0.8773
S1	0.8781	0.8765

Download as Excel Spreadsheet

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

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