CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 0.8778 0.8802 0.0024 0.3% 0.8760
High 0.8834 0.8845 0.0011 0.1% 0.8830
Low 0.8775 0.8800 0.0025 0.3% 0.8735
Close 0.8804 0.8829 0.0025 0.3% 0.8830
Range 0.0059 0.0045 -0.0014 -23.1% 0.0095
ATR 0.0043 0.0044 0.0000 0.3% 0.0000
Volume 66 216 150 227.3% 327
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8959 0.8939 0.8854
R3 0.8914 0.8894 0.8841
R2 0.8869 0.8869 0.8837
R1 0.8849 0.8849 0.8833 0.8859
PP 0.8824 0.8824 0.8824 0.8829
S1 0.8804 0.8804 0.8825 0.8814
S2 0.8779 0.8779 0.8821
S3 0.8734 0.8759 0.8817
S4 0.8689 0.8714 0.8804
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9083 0.9052 0.8882
R3 0.8988 0.8957 0.8856
R2 0.8893 0.8893 0.8847
R1 0.8862 0.8862 0.8839 0.8878
PP 0.8798 0.8798 0.8798 0.8806
S1 0.8767 0.8767 0.8821 0.8783
S2 0.8703 0.8703 0.8813
S3 0.8608 0.8672 0.8804
S4 0.8513 0.8577 0.8778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8845 0.8765 0.0080 0.9% 0.0045 0.5% 81% True False 86
10 0.8845 0.8735 0.0110 1.2% 0.0042 0.5% 86% True False 76
20 0.9035 0.8735 0.0300 3.4% 0.0039 0.4% 31% False False 62
40 0.9181 0.8735 0.0446 5.0% 0.0041 0.5% 21% False False 54
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9036
2.618 0.8962
1.618 0.8917
1.000 0.8890
0.618 0.8872
HIGH 0.8845
0.618 0.8827
0.500 0.8822
0.382 0.8817
LOW 0.8800
0.618 0.8772
1.000 0.8755
1.618 0.8727
2.618 0.8682
4.250 0.8608
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 0.8827 0.8821
PP 0.8824 0.8813
S1 0.8822 0.8805

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

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