CME Japanese Yen Future June 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 0.8700 0.8688 -0.0013 -0.1% 0.8724
High 0.8709 0.8688 -0.0021 -0.2% 0.8730
Low 0.8686 0.8612 -0.0074 -0.9% 0.8698
Close 0.8688 0.8628 -0.0061 -0.7% 0.8711
Range 0.0023 0.0076 0.0053 235.6% 0.0032
ATR 0.0030 0.0034 0.0003 10.7% 0.0000
Volume 22 53 31 140.9% 52
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8869 0.8824 0.8669
R3 0.8793 0.8748 0.8648
R2 0.8718 0.8718 0.8641
R1 0.8673 0.8673 0.8634 0.8658
PP 0.8642 0.8642 0.8642 0.8635
S1 0.8597 0.8597 0.8621 0.8582
S2 0.8567 0.8567 0.8614
S3 0.8491 0.8522 0.8607
S4 0.8416 0.8446 0.8586
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8807 0.8790 0.8728
R3 0.8776 0.8759 0.8719
R2 0.8744 0.8744 0.8716
R1 0.8727 0.8727 0.8713 0.8720
PP 0.8713 0.8713 0.8713 0.8709
S1 0.8696 0.8696 0.8708 0.8689
S2 0.8681 0.8681 0.8705
S3 0.8650 0.8664 0.8702
S4 0.8618 0.8633 0.8693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8730 0.8612 0.0118 1.4% 0.0027 0.3% 13% False True 21
10 0.8819 0.8612 0.0207 2.4% 0.0022 0.3% 7% False True 22
20 0.8858 0.8612 0.0246 2.9% 0.0025 0.3% 6% False True 37
40 0.8900 0.8612 0.0288 3.3% 0.0027 0.3% 5% False True 29
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 0.0002
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.9008
2.618 0.8885
1.618 0.8810
1.000 0.8763
0.618 0.8734
HIGH 0.8688
0.618 0.8659
0.500 0.8650
0.382 0.8641
LOW 0.8612
0.618 0.8565
1.000 0.8537
1.618 0.8490
2.618 0.8414
4.250 0.8291
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 0.8650 0.8661
PP 0.8642 0.8650
S1 0.8635 0.8639

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

View Archives - Comment on this page... - Back to Index of Symbols