CME Japanese Yen Future September 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 0.8542 0.8510 -0.0032 -0.4% 0.8728
High 0.8544 0.8538 -0.0006 -0.1% 0.8728
Low 0.8513 0.8500 -0.0013 -0.1% 0.8569
Close 0.8522 0.8506 -0.0016 -0.2% 0.8575
Range 0.0032 0.0038 0.0007 20.6% 0.0160
ATR 0.0037 0.0037 0.0000 0.2% 0.0000
Volume 336 59 -277 -82.4% 744
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8629 0.8605 0.8526
R3 0.8591 0.8567 0.8516
R2 0.8553 0.8553 0.8512
R1 0.8529 0.8529 0.8509 0.8522
PP 0.8515 0.8515 0.8515 0.8511
S1 0.8491 0.8491 0.8502 0.8484
S2 0.8477 0.8477 0.8499
S3 0.8439 0.8453 0.8495
S4 0.8401 0.8415 0.8485
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 0.8686 0.8500 0.0186 2.2% 0.0031 0.4% 3% False True 166
10 0.8773 0.8500 0.0273 3.2% 0.0022 0.3% 2% False True 115
20 0.8773 0.8500 0.0273 3.2% 0.0020 0.2% 2% False True 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8700
2.618 0.8637
1.618 0.8599
1.000 0.8576
0.618 0.8561
HIGH 0.8538
0.618 0.8523
0.500 0.8519
0.382 0.8515
LOW 0.8500
0.618 0.8477
1.000 0.8462
1.618 0.8439
2.618 0.8401
4.250 0.8339
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 0.8519 0.8578
PP 0.8515 0.8554
S1 0.8510 0.8530

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

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