CME Japanese Yen Future March 2022


Trading Metrics calculated at close of trading on 11-Mar-2022
Day Change Summary
Previous Current
10-Mar-2022 11-Mar-2022 Change Change % Previous Week
Open 0.8631 0.8612 -0.0020 -0.2% 0.8705
High 0.8635 0.8612 -0.0023 -0.3% 0.8712
Low 0.8606 0.8522 -0.0085 -1.0% 0.8522
Close 0.8614 0.8522 -0.0092 -1.1% 0.8522
Range 0.0029 0.0090 0.0062 215.8% 0.0190
ATR 0.0050 0.0053 0.0003 6.1% 0.0000
Volume 153,687 25,482 -128,205 -83.4% 595,079
Daily Pivots for day following 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8822 0.8762 0.8571
R3 0.8732 0.8672 0.8546
R2 0.8642 0.8642 0.8538
R1 0.8582 0.8582 0.8530 0.8567
PP 0.8552 0.8552 0.8552 0.8544
S1 0.8492 0.8492 0.8513 0.8477
S2 0.8462 0.8462 0.8505
S3 0.8372 0.8402 0.8497
S4 0.8282 0.8312 0.8472
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.9155 0.9028 0.8626
R3 0.8965 0.8838 0.8574
R2 0.8775 0.8775 0.8556
R1 0.8648 0.8648 0.8539 0.8617
PP 0.8585 0.8585 0.8585 0.8569
S1 0.8458 0.8458 0.8504 0.8427
S2 0.8395 0.8395 0.8487
S3 0.8205 0.8268 0.8469
S4 0.8015 0.8078 0.8417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8712 0.8522 0.0190 2.2% 0.0048 0.6% 0% False True 119,015
10 0.8732 0.8522 0.0210 2.5% 0.0053 0.6% 0% False True 118,386
20 0.8743 0.8522 0.0221 2.6% 0.0053 0.6% 0% False True 120,724
40 0.8817 0.8522 0.0296 3.5% 0.0052 0.6% 0% False True 114,110
60 0.8849 0.8522 0.0327 3.8% 0.0050 0.6% 0% False True 103,077
80 0.8899 0.8522 0.0377 4.4% 0.0053 0.6% 0% False True 84,255
100 0.8899 0.8522 0.0377 4.4% 0.0051 0.6% 0% False True 67,444
120 0.9181 0.8522 0.0659 7.7% 0.0050 0.6% 0% False True 56,211
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 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8994
2.618 0.8847
1.618 0.8757
1.000 0.8702
0.618 0.8667
HIGH 0.8612
0.618 0.8577
0.500 0.8567
0.382 0.8556
LOW 0.8522
0.618 0.8466
1.000 0.8432
1.618 0.8376
2.618 0.8286
4.250 0.8139
Fisher Pivots for day following 11-Mar-2022
Pivot 1 day 3 day
R1 0.8567 0.8588
PP 0.8552 0.8566
S1 0.8537 0.8544

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

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