CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 08-Dec-2021

Day Change Summary
	Previous	Current
	07-Dec-2021	08-Dec-2021	Change	Change %	Previous Week
Open	0.8823	0.8815	-0.0008	-0.1%	0.8829
High	0.8828	0.8835	0.0007	0.1%	0.8899
Low	0.8799	0.8786	-0.0013	-0.1%	0.8788
Close	0.8811	0.8807	-0.0004	0.0%	0.8890
Range	0.0030	0.0050	0.0020	67.8%	0.0111
ATR	0.0063	0.0062	-0.0001	-1.5%	0.0000
Volume	62,172	76,960	14,788	23.8%	24,723

Daily Pivots for day following 08-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8958	0.8932	0.8834
R3	0.8908	0.8882	0.8821
R2	0.8859	0.8859	0.8816
R1	0.8833	0.8833	0.8812	0.8821
PP	0.8809	0.8809	0.8809	0.8803
S1	0.8783	0.8783	0.8802	0.8772
S2	0.8760	0.8760	0.8798
S3	0.8710	0.8734	0.8793
S4	0.8661	0.8684	0.8780

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	0.8786	0.0109	1.2%	0.0052	0.6%	20%	False	True	36,441
10	0.8899	0.8672	0.0227	2.6%	0.0075	0.8%	60%	False	False	19,485
20	0.8899	0.8672	0.0227	2.6%	0.0064	0.7%	60%	False	False	10,023
40	0.8899	0.8672	0.0227	2.6%	0.0053	0.6%	60%	False	False	5,094
60	0.9181	0.8672	0.0509	5.8%	0.0050	0.6%	27%	False	False	3,411
80	0.9184	0.8672	0.0513	5.8%	0.0046	0.5%	26%	False	False	2,566

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9045
2.618	0.8965
1.618	0.8915
1.000	0.8885
0.618	0.8866
HIGH	0.8835
0.618	0.8816
0.500	0.8810
0.382	0.8804
LOW	0.8786
0.618	0.8755
1.000	0.8736
1.618	0.8705
2.618	0.8656
4.250	0.8575

Fisher Pivots for day following 08-Dec-2021
Pivot	1 day	3 day
R1	0.8810	0.8829
PP	0.8809	0.8822
S1	0.8808	0.8814

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