CME Japanese Yen Future June 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 0.8686 0.8705 0.0019 0.2% 0.8808
High 0.8715 0.8740 0.0026 0.3% 0.8831
Low 0.8673 0.8705 0.0032 0.4% 0.8664
Close 0.8715 0.8737 0.0022 0.3% 0.8698
Range 0.0042 0.0036 -0.0007 -15.5% 0.0168
ATR 0.0044 0.0043 -0.0001 -1.3% 0.0000
Volume 22 26 4 18.2% 242
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8834 0.8821 0.8756
R3 0.8798 0.8785 0.8746
R2 0.8763 0.8763 0.8743
R1 0.8750 0.8750 0.8740 0.8756
PP 0.8727 0.8727 0.8727 0.8730
S1 0.8714 0.8714 0.8733 0.8721
S2 0.8692 0.8692 0.8730
S3 0.8656 0.8679 0.8727
S4 0.8621 0.8643 0.8717
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.9233 0.9133 0.8790
R3 0.9066 0.8965 0.8744
R2 0.8898 0.8898 0.8728
R1 0.8798 0.8798 0.8713 0.8764
PP 0.8731 0.8731 0.8731 0.8714
S1 0.8630 0.8630 0.8682 0.8597
S2 0.8563 0.8563 0.8667
S3 0.8396 0.8463 0.8651
S4 0.8228 0.8295 0.8605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8802 0.8664 0.0138 1.6% 0.0050 0.6% 53% False False 47
10 0.8831 0.8664 0.0168 1.9% 0.0043 0.5% 44% False False 46
20 0.8831 0.8612 0.0219 2.5% 0.0045 0.5% 57% False False 147
40 0.8863 0.8612 0.0251 2.9% 0.0034 0.4% 50% False False 93
60 0.8900 0.8612 0.0288 3.3% 0.0033 0.4% 43% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8891
2.618 0.8833
1.618 0.8797
1.000 0.8776
0.618 0.8762
HIGH 0.8740
0.618 0.8726
0.500 0.8722
0.382 0.8718
LOW 0.8705
0.618 0.8683
1.000 0.8669
1.618 0.8647
2.618 0.8612
4.250 0.8554
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.8732 0.8725
PP 0.8727 0.8713
S1 0.8722 0.8702

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

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