CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	0.8782	0.8721	-0.0062	-0.7%	0.8790
High	0.8782	0.8745	-0.0037	-0.4%	0.8817
Low	0.8713	0.8698	-0.0015	-0.2%	0.8713
Close	0.8714	0.8704	-0.0010	-0.1%	0.8790
Range	0.0070	0.0048	-0.0022	-31.7%	0.0104
ATR	0.0051	0.0050	0.0000	-0.4%	0.0000
Volume	885	453	-432	-48.8%	3,616

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8858	0.8829	0.8730
R3	0.8811	0.8781	0.8717
R2	0.8763	0.8763	0.8713
R1	0.8734	0.8734	0.8708	0.8725
PP	0.8716	0.8716	0.8716	0.8711
S1	0.8686	0.8686	0.8700	0.8677
S2	0.8668	0.8668	0.8695
S3	0.8621	0.8639	0.8691
S4	0.8573	0.8591	0.8678

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	0.8698	0.0120	1.4%	0.0061	0.7%	5%	False	True	896
10	0.8877	0.8698	0.0180	2.1%	0.0054	0.6%	4%	False	True	561
20	0.8883	0.8698	0.0186	2.1%	0.0050	0.6%	4%	False	True	417
40	0.9035	0.8698	0.0337	3.9%	0.0045	0.5%	2%	False	True	235
60	0.9181	0.8698	0.0483	5.5%	0.0044	0.5%	1%	False	True	173

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8947
2.618	0.8869
1.618	0.8822
1.000	0.8793
0.618	0.8774
HIGH	0.8745
0.618	0.8727
0.500	0.8721
0.382	0.8716
LOW	0.8698
0.618	0.8668
1.000	0.8650
1.618	0.8621
2.618	0.8573
4.250	0.8496

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	0.8721	0.8757
PP	0.8716	0.8740
S1	0.8710	0.8722

Download as Excel Spreadsheet

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

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