CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 0.9075 0.9050 -0.0025 -0.3% 0.9118
High 0.9077 0.9062 -0.0016 -0.2% 0.9181
Low 0.9041 0.9019 -0.0022 -0.2% 0.9041
Close 0.9041 0.9023 -0.0018 -0.2% 0.9041
Range 0.0036 0.0043 0.0007 18.1% 0.0140
ATR 0.0042 0.0042 0.0000 0.2% 0.0000
Volume 56 9 -47 -83.9% 264
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9162 0.9135 0.9046
R3 0.9120 0.9093 0.9035
R2 0.9077 0.9077 0.9031
R1 0.9050 0.9050 0.9027 0.9042
PP 0.9035 0.9035 0.9035 0.9031
S1 0.9008 0.9008 0.9019 0.9000
S2 0.8992 0.8992 0.9015
S3 0.8950 0.8965 0.9011
S4 0.8907 0.8923 0.9000
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9506 0.9413 0.9118
R3 0.9367 0.9274 0.9079
R2 0.9227 0.9227 0.9067
R1 0.9134 0.9134 0.9054 0.9111
PP 0.9088 0.9088 0.9088 0.9076
S1 0.8995 0.8995 0.9028 0.8971
S2 0.8948 0.8948 0.9015
S3 0.8809 0.8855 0.9003
S4 0.8669 0.8716 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9181 0.9019 0.0162 1.8% 0.0047 0.5% 2% False True 51
10 0.9181 0.9019 0.0162 1.8% 0.0048 0.5% 2% False True 35
20 0.9181 0.9019 0.0162 1.8% 0.0040 0.4% 2% False True 44
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9242
2.618 0.9173
1.618 0.9130
1.000 0.9104
0.618 0.9088
HIGH 0.9062
0.618 0.9045
0.500 0.9040
0.382 0.9035
LOW 0.9019
0.618 0.8993
1.000 0.8977
1.618 0.8950
2.618 0.8908
4.250 0.8838
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 0.9040 0.9073
PP 0.9035 0.9056
S1 0.9029 0.9040

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

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