CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.8731 0.8749 0.0018 0.2% 0.8654
High 0.8760 0.8778 0.0018 0.2% 0.8816
Low 0.8716 0.8734 0.0018 0.2% 0.8636
Close 0.8757 0.8762 0.0005 0.1% 0.8765
Range 0.0045 0.0045 0.0000 0.0% 0.0181
ATR 0.0051 0.0051 0.0000 -1.0% 0.0000
Volume 91,632 94,867 3,235 3.5% 523,534
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8891 0.8871 0.8786
R3 0.8847 0.8826 0.8774
R2 0.8802 0.8802 0.8770
R1 0.8782 0.8782 0.8766 0.8792
PP 0.8758 0.8758 0.8758 0.8763
S1 0.8737 0.8737 0.8757 0.8748
S2 0.8713 0.8713 0.8753
S3 0.8669 0.8693 0.8749
S4 0.8624 0.8648 0.8737
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.9280 0.9203 0.8864
R3 0.9100 0.9022 0.8814
R2 0.8919 0.8919 0.8798
R1 0.8842 0.8842 0.8781 0.8881
PP 0.8739 0.8739 0.8739 0.8758
S1 0.8661 0.8661 0.8748 0.8700
S2 0.8558 0.8558 0.8731
S3 0.8378 0.8481 0.8715
S4 0.8197 0.8300 0.8665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8816 0.8695 0.0121 1.4% 0.0054 0.6% 55% False False 118,398
10 0.8816 0.8611 0.0206 2.3% 0.0056 0.6% 73% False False 106,770
20 0.8816 0.8598 0.0218 2.5% 0.0046 0.5% 75% False False 89,098
40 0.8899 0.8598 0.0301 3.4% 0.0053 0.6% 54% False False 69,091
60 0.8899 0.8598 0.0301 3.4% 0.0052 0.6% 54% False False 46,193
80 0.9035 0.8598 0.0437 5.0% 0.0049 0.6% 37% False False 34,659
100 0.9181 0.8598 0.0583 6.6% 0.0047 0.5% 28% False False 27,736
Crabel Price Patterns
NR False
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 0.0011
Fibonacci Retracements and Extensions
4.250 0.8967
2.618 0.8895
1.618 0.8850
1.000 0.8823
0.618 0.8806
HIGH 0.8778
0.618 0.8761
0.500 0.8756
0.382 0.8750
LOW 0.8734
0.618 0.8706
1.000 0.8689
1.618 0.8661
2.618 0.8617
4.250 0.8544
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.8760 0.8753
PP 0.8758 0.8745
S1 0.8756 0.8737

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

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