CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 0.9007 0.9020 0.0013 0.1% 0.9050
High 0.9035 0.9020 -0.0015 -0.2% 0.9062
Low 0.9007 0.8983 -0.0024 -0.3% 0.8938
Close 0.9031 0.8984 -0.0047 -0.5% 0.9020
Range 0.0028 0.0037 0.0009 32.1% 0.0124
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 35 30 -5 -14.3% 205
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9106 0.9082 0.9004
R3 0.9069 0.9045 0.8994
R2 0.9032 0.9032 0.8991
R1 0.9008 0.9008 0.8987 0.9002
PP 0.8995 0.8995 0.8995 0.8992
S1 0.8971 0.8971 0.8981 0.8965
S2 0.8958 0.8958 0.8977
S3 0.8921 0.8934 0.8974
S4 0.8884 0.8897 0.8964
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9378 0.9323 0.9088
R3 0.9254 0.9199 0.9054
R2 0.9130 0.9130 0.9042
R1 0.9075 0.9075 0.9031 0.9041
PP 0.9006 0.9006 0.9006 0.8989
S1 0.8951 0.8951 0.9008 0.8917
S2 0.8882 0.8882 0.8997
S3 0.8758 0.8827 0.8985
S4 0.8634 0.8703 0.8951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9035 0.8938 0.0097 1.1% 0.0049 0.5% 48% False False 31
10 0.9181 0.8938 0.0243 2.7% 0.0049 0.5% 19% False False 45
20 0.9181 0.8938 0.0243 2.7% 0.0044 0.5% 19% False False 43
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9177
2.618 0.9116
1.618 0.9079
1.000 0.9057
0.618 0.9042
HIGH 0.9020
0.618 0.9005
0.500 0.9001
0.382 0.8997
LOW 0.8983
0.618 0.8960
1.000 0.8946
1.618 0.8923
2.618 0.8886
4.250 0.8825
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 0.9001 0.9009
PP 0.8995 0.9000
S1 0.8990 0.8992

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

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