CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 13-Apr-2022

Day Change Summary
	Previous	Current
	12-Apr-2022	13-Apr-2022	Change	Change %	Previous Week
Open	0.7988	0.7988	0.0000	0.0%	0.8171
High	0.8029	0.7991	-0.0039	-0.5%	0.8193
Low	0.7965	0.7929	-0.0036	-0.5%	0.8035
Close	0.7995	0.7974	-0.0021	-0.3%	0.8055
Range	0.0064	0.0062	-0.0003	-3.9%	0.0159
ATR	0.0074	0.0074	-0.0001	-0.8%	0.0000
Volume	119,350	132,153	12,803	10.7%	504,945

Daily Pivots for day following 13-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8149	0.8123	0.8008
R3	0.8088	0.8062	0.7991
R2	0.8026	0.8026	0.7985
R1	0.8000	0.8000	0.7980	0.7982
PP	0.7965	0.7965	0.7965	0.7956
S1	0.7939	0.7939	0.7968	0.7921
S2	0.7903	0.7903	0.7963
S3	0.7842	0.7877	0.7957
S4	0.7780	0.7816	0.7940

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8471	0.8142
R3	0.8411	0.8312	0.8098
R2	0.8253	0.8253	0.8084
R1	0.8154	0.8154	0.8069	0.8124
PP	0.8094	0.8094	0.8094	0.8079
S1	0.7995	0.7995	0.8040	0.7965
S2	0.7936	0.7936	0.8025
S3	0.7777	0.7837	0.8011
S4	0.7619	0.7678	0.7967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8113	0.7929	0.0184	2.3%	0.0066	0.8%	24%	False	True	111,789
10	0.8260	0.7929	0.0331	4.1%	0.0067	0.8%	14%	False	True	119,345
20	0.8464	0.7929	0.0535	6.7%	0.0082	1.0%	8%	False	True	130,488
40	0.8759	0.7929	0.0830	10.4%	0.0067	0.8%	5%	False	True	84,861
60	0.8831	0.7929	0.0902	11.3%	0.0059	0.7%	5%	False	True	56,639
80	0.8831	0.7929	0.0902	11.3%	0.0052	0.7%	5%	False	True	42,512
100	0.8900	0.7929	0.0971	12.2%	0.0049	0.6%	5%	False	True	34,017

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8252
2.618	0.8152
1.618	0.8090
1.000	0.8052
0.618	0.8029
HIGH	0.7991
0.618	0.7967
0.500	0.7960
0.382	0.7952
LOW	0.7929
0.618	0.7891
1.000	0.7868
1.618	0.7829
2.618	0.7768
4.250	0.7668

Fisher Pivots for day following 13-Apr-2022
Pivot	1 day	3 day
R1	0.7969	0.7999
PP	0.7965	0.7991
S1	0.7960	0.7982

Download as Excel Spreadsheet

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

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