CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.8700 0.8677 -0.0024 -0.3% 0.8782
High 0.8722 0.8859 0.0137 1.6% 0.8859
Low 0.8672 0.8675 0.0003 0.0% 0.8672
Close 0.8674 0.8855 0.0181 2.1% 0.8855
Range 0.0051 0.0185 0.0134 265.3% 0.0188
ATR 0.0050 0.0060 0.0010 19.1% 0.0000
Volume 244 2,563 2,319 950.4% 4,145
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9350 0.9287 0.8956
R3 0.9165 0.9102 0.8906
R2 0.8981 0.8981 0.8889
R1 0.8918 0.8918 0.8872 0.8949
PP 0.8796 0.8796 0.8796 0.8812
S1 0.8733 0.8733 0.8838 0.8765
S2 0.8612 0.8612 0.8821
S3 0.8427 0.8549 0.8804
S4 0.8243 0.8364 0.8754
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9358 0.9294 0.8958
R3 0.9170 0.9106 0.8907
R2 0.8983 0.8983 0.8889
R1 0.8919 0.8919 0.8872 0.8951
PP 0.8795 0.8795 0.8795 0.8811
S1 0.8731 0.8731 0.8838 0.8763
S2 0.8608 0.8608 0.8821
S3 0.8420 0.8544 0.8803
S4 0.8233 0.8356 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8859 0.8672 0.0188 2.1% 0.0085 1.0% 98% True False 1,290
10 0.8859 0.8672 0.0188 2.1% 0.0066 0.8% 98% True False 796
20 0.8883 0.8672 0.0212 2.4% 0.0056 0.6% 87% False False 544
40 0.9035 0.8672 0.0363 4.1% 0.0048 0.5% 51% False False 303
60 0.9181 0.8672 0.0509 5.7% 0.0046 0.5% 36% False False 217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 74 trading days
Fibonacci Retracements and Extensions
4.250 0.9643
2.618 0.9342
1.618 0.9158
1.000 0.9044
0.618 0.8973
HIGH 0.8859
0.618 0.8789
0.500 0.8767
0.382 0.8745
LOW 0.8675
0.618 0.8560
1.000 0.8490
1.618 0.8376
2.618 0.8191
4.250 0.7890
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.8826 0.8825
PP 0.8796 0.8795
S1 0.8767 0.8765

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

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