CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.8768 0.8782 0.0015 0.2% 0.8790
High 0.8817 0.8782 -0.0035 -0.4% 0.8817
Low 0.8744 0.8713 -0.0032 -0.4% 0.8713
Close 0.8790 0.8714 -0.0076 -0.9% 0.8790
Range 0.0073 0.0070 -0.0004 -4.8% 0.0104
ATR 0.0048 0.0051 0.0002 4.2% 0.0000
Volume 2,309 885 -1,424 -61.7% 3,616
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8945 0.8899 0.8752
R3 0.8875 0.8829 0.8733
R2 0.8806 0.8806 0.8726
R1 0.8760 0.8760 0.8720 0.8748
PP 0.8736 0.8736 0.8736 0.8730
S1 0.8690 0.8690 0.8707 0.8678
S2 0.8667 0.8667 0.8701
S3 0.8597 0.8621 0.8694
S4 0.8528 0.8551 0.8675
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 0.0105 1.2% 0.0063 0.7% 1% False True 869
10 0.8883 0.8713 0.0171 2.0% 0.0054 0.6% 1% False True 536
20 0.8883 0.8713 0.0171 2.0% 0.0050 0.6% 1% False True 396
40 0.9035 0.8713 0.0322 3.7% 0.0045 0.5% 0% False True 226
60 0.9181 0.8713 0.0468 5.4% 0.0043 0.5% 0% False True 165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9077
2.618 0.8964
1.618 0.8894
1.000 0.8852
0.618 0.8825
HIGH 0.8782
0.618 0.8755
0.500 0.8747
0.382 0.8739
LOW 0.8713
0.618 0.8670
1.000 0.8643
1.618 0.8600
2.618 0.8531
4.250 0.8417
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.8747 0.8765
PP 0.8736 0.8748
S1 0.8725 0.8731

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

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