CME Japanese Yen Future June 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 0.8802 0.8739 -0.0063 -0.7% 0.8757
High 0.8802 0.8751 -0.0051 -0.6% 0.8819
Low 0.8738 0.8681 -0.0057 -0.7% 0.8710
Close 0.8748 0.8692 -0.0056 -0.6% 0.8816
Range 0.0064 0.0070 0.0007 10.2% 0.0110
ATR 0.0042 0.0044 0.0002 4.8% 0.0000
Volume 107 34 -73 -68.2% 337
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8918 0.8875 0.8730
R3 0.8848 0.8805 0.8711
R2 0.8778 0.8778 0.8704
R1 0.8735 0.8735 0.8698 0.8721
PP 0.8708 0.8708 0.8708 0.8701
S1 0.8665 0.8665 0.8685 0.8651
S2 0.8638 0.8638 0.8679
S3 0.8568 0.8595 0.8672
S4 0.8498 0.8525 0.8653
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.9110 0.9072 0.8876
R3 0.9000 0.8963 0.8846
R2 0.8891 0.8891 0.8836
R1 0.8853 0.8853 0.8826 0.8872
PP 0.8781 0.8781 0.8781 0.8791
S1 0.8744 0.8744 0.8805 0.8763
S2 0.8672 0.8672 0.8795
S3 0.8562 0.8634 0.8785
S4 0.8453 0.8525 0.8755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8831 0.8681 0.0150 1.7% 0.0046 0.5% 7% False True 43
10 0.8831 0.8681 0.0150 1.7% 0.0047 0.5% 7% False True 91
20 0.8831 0.8612 0.0219 2.5% 0.0042 0.5% 36% False False 145
40 0.8900 0.8612 0.0288 3.3% 0.0035 0.4% 28% False False 92
60 0.8900 0.8612 0.0288 3.3% 0.0032 0.4% 28% False False 67
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 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9049
2.618 0.8934
1.618 0.8864
1.000 0.8821
0.618 0.8794
HIGH 0.8751
0.618 0.8724
0.500 0.8716
0.382 0.8708
LOW 0.8681
0.618 0.8638
1.000 0.8611
1.618 0.8568
2.618 0.8498
4.250 0.8384
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 0.8716 0.8746
PP 0.8708 0.8728
S1 0.8700 0.8710

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

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