CME Japanese Yen Future September 2022


Trading Metrics calculated at close of trading on 11-Mar-2022
Day Change Summary
Previous Current
10-Mar-2022 11-Mar-2022 Change Change % Previous Week
Open 0.8668 0.8655 -0.0013 -0.1% 0.8728
High 0.8668 0.8655 -0.0013 -0.1% 0.8728
Low 0.8668 0.8569 -0.0099 -1.1% 0.8569
Close 0.8668 0.8575 -0.0093 -1.1% 0.8575
Range 0.0000 0.0087 0.0087 0.0160
ATR 0.0030 0.0035 0.0005 16.3% 0.0000
Volume 3 211 208 6,933.3% 744
Daily Pivots for day following 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8859 0.8803 0.8622
R3 0.8772 0.8717 0.8598
R2 0.8686 0.8686 0.8590
R1 0.8630 0.8630 0.8582 0.8615
PP 0.8599 0.8599 0.8599 0.8592
S1 0.8544 0.8544 0.8567 0.8528
S2 0.8513 0.8513 0.8559
S3 0.8426 0.8457 0.8551
S4 0.8340 0.8371 0.8527
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.9102 0.8998 0.8662
R3 0.8943 0.8838 0.8618
R2 0.8783 0.8783 0.8604
R1 0.8679 0.8679 0.8589 0.8651
PP 0.8624 0.8624 0.8624 0.8610
S1 0.8519 0.8519 0.8560 0.8492
S2 0.8464 0.8464 0.8545
S3 0.8305 0.8360 0.8531
S4 0.8145 0.8200 0.8487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8728 0.8569 0.0160 1.9% 0.0017 0.2% 4% False True 148
10 0.8773 0.8569 0.0205 2.4% 0.0020 0.2% 3% False True 76
20 0.8773 0.8569 0.0205 2.4% 0.0023 0.3% 3% False True 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9023
2.618 0.8881
1.618 0.8795
1.000 0.8742
0.618 0.8708
HIGH 0.8655
0.618 0.8622
0.500 0.8612
0.382 0.8602
LOW 0.8569
0.618 0.8515
1.000 0.8482
1.618 0.8429
2.618 0.8342
4.250 0.8201
Fisher Pivots for day following 11-Mar-2022
Pivot 1 day 3 day
R1 0.8612 0.8627
PP 0.8599 0.8610
S1 0.8587 0.8592

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

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