CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	0.8869	0.8823	-0.0047	-0.5%	0.8829
High	0.8873	0.8828	-0.0045	-0.5%	0.8899
Low	0.8817	0.8799	-0.0018	-0.2%	0.8788
Close	0.8821	0.8811	-0.0011	-0.1%	0.8890
Range	0.0056	0.0030	-0.0027	-47.3%	0.0111
ATR	0.0065	0.0063	-0.0003	-3.9%	0.0000
Volume	28,197	62,172	33,975	120.5%	24,723

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8901	0.8885	0.8827
R3	0.8871	0.8856	0.8819
R2	0.8842	0.8842	0.8816
R1	0.8826	0.8826	0.8813	0.8819
PP	0.8812	0.8812	0.8812	0.8809
S1	0.8797	0.8797	0.8808	0.8790
S2	0.8783	0.8783	0.8805
S3	0.8753	0.8767	0.8802
S4	0.8724	0.8738	0.8794

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9190	0.9150	0.8950
R3	0.9080	0.9040	0.8920
R2	0.8969	0.8969	0.8910
R1	0.8929	0.8929	0.8900	0.8949
PP	0.8859	0.8859	0.8859	0.8869
S1	0.8819	0.8819	0.8879	0.8839
S2	0.8748	0.8748	0.8869
S3	0.8638	0.8708	0.8859
S4	0.8527	0.8598	0.8829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8894	0.8799	0.0096	1.1%	0.0057	0.6%	13%	False	True	22,217
10	0.8899	0.8672	0.0227	2.6%	0.0074	0.8%	61%	False	False	11,835
20	0.8899	0.8672	0.0227	2.6%	0.0064	0.7%	61%	False	False	6,185
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	61%	False	False	3,172
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	27%	False	False	2,129
80	0.9185	0.8672	0.0513	5.8%	0.0046	0.5%	27%	False	False	1,605

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8953
2.618	0.8905
1.618	0.8876
1.000	0.8858
0.618	0.8846
HIGH	0.8828
0.618	0.8817
0.500	0.8813
0.382	0.8810
LOW	0.8799
0.618	0.8780
1.000	0.8769
1.618	0.8751
2.618	0.8721
4.250	0.8673

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	0.8813	0.8846
PP	0.8812	0.8834
S1	0.8811	0.8822

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols