CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 0.8876 0.8796 -0.0081 -0.9% 0.8777
High 0.8877 0.8800 -0.0077 -0.9% 0.8840
Low 0.8786 0.8778 -0.0008 -0.1% 0.8755
Close 0.8799 0.8778 -0.0021 -0.2% 0.8832
Range 0.0092 0.0022 -0.0070 -76.0% 0.0085
ATR 0.0047 0.0045 -0.0002 -3.8% 0.0000
Volume 354 106 -248 -70.1% 1,854
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8851 0.8837 0.8790
R3 0.8829 0.8815 0.8784
R2 0.8807 0.8807 0.8782
R1 0.8793 0.8793 0.8780 0.8789
PP 0.8785 0.8785 0.8785 0.8784
S1 0.8771 0.8771 0.8776 0.8767
S2 0.8763 0.8763 0.8774
S3 0.8741 0.8749 0.8772
S4 0.8719 0.8727 0.8766
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9064 0.9033 0.8879
R3 0.8979 0.8948 0.8855
R2 0.8894 0.8894 0.8848
R1 0.8863 0.8863 0.8840 0.8878
PP 0.8809 0.8809 0.8809 0.8816
S1 0.8778 0.8778 0.8824 0.8793
S2 0.8724 0.8724 0.8816
S3 0.8639 0.8693 0.8809
S4 0.8554 0.8608 0.8785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8883 0.8778 0.0105 1.2% 0.0049 0.6% 0% False True 288
10 0.8883 0.8755 0.0129 1.5% 0.0046 0.5% 18% False False 292
20 0.8883 0.8735 0.0148 1.7% 0.0044 0.5% 29% False False 184
40 0.9181 0.8735 0.0446 5.1% 0.0044 0.5% 10% False False 116
60 0.9181 0.8735 0.0446 5.1% 0.0041 0.5% 10% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8894
2.618 0.8858
1.618 0.8836
1.000 0.8822
0.618 0.8814
HIGH 0.8800
0.618 0.8792
0.500 0.8789
0.382 0.8786
LOW 0.8778
0.618 0.8764
1.000 0.8756
1.618 0.8742
2.618 0.8720
4.250 0.8685
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 0.8789 0.8831
PP 0.8785 0.8813
S1 0.8782 0.8796

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

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