CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 20-Apr-2022

Day Change Summary
	Previous	Current
	19-Apr-2022	20-Apr-2022	Change	Change %	Previous Week
Open	0.7881	0.7769	-0.0113	-1.4%	0.8062
High	0.7887	0.7858	-0.0029	-0.4%	0.8069
Low	0.7765	0.7739	-0.0027	-0.3%	0.7929
Close	0.7779	0.7837	0.0058	0.7%	0.7950
Range	0.0122	0.0119	-0.0003	-2.1%	0.0140
ATR	0.0076	0.0079	0.0003	4.1%	0.0000
Volume	179,998	217,407	37,409	20.8%	484,958

Daily Pivots for day following 20-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8121	0.7902
R3	0.8049	0.8002	0.7869
R2	0.7930	0.7930	0.7858
R1	0.7883	0.7883	0.7847	0.7907
PP	0.7811	0.7811	0.7811	0.7823
S1	0.7764	0.7764	0.7826	0.7788
S2	0.7692	0.7692	0.7815
S3	0.7573	0.7645	0.7804
S4	0.7454	0.7526	0.7771

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8316	0.8027
R3	0.8263	0.8176	0.7988
R2	0.8123	0.8123	0.7975
R1	0.8036	0.8036	0.7962	0.8009
PP	0.7983	0.7983	0.7983	0.7969
S1	0.7896	0.7896	0.7937	0.7869
S2	0.7843	0.7843	0.7924
S3	0.7703	0.7756	0.7911
S4	0.7563	0.7616	0.7873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8007	0.7739	0.0269	3.4%	0.0082	1.0%	36%	False	True	143,858
10	0.8115	0.7739	0.0376	4.8%	0.0072	0.9%	26%	False	True	126,399
20	0.8309	0.7739	0.0570	7.3%	0.0087	1.1%	17%	False	True	139,847
40	0.8759	0.7739	0.1021	13.0%	0.0072	0.9%	10%	False	True	99,486
60	0.8811	0.7739	0.1073	13.7%	0.0062	0.8%	9%	False	True	66,421
80	0.8831	0.7739	0.1093	13.9%	0.0055	0.7%	9%	False	True	49,850
100	0.8900	0.7739	0.1162	14.8%	0.0051	0.7%	8%	False	True	39,888
120	0.8900	0.7739	0.1162	14.8%	0.0046	0.6%	8%	False	True	33,243

Crabel Price Patterns
NR	True
NR4	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8363
2.618	0.8169
1.618	0.8050
1.000	0.7977
0.618	0.7931
HIGH	0.7858
0.618	0.7812
0.500	0.7798
0.382	0.7784
LOW	0.7739
0.618	0.7665
1.000	0.7620
1.618	0.7546
2.618	0.7427
4.250	0.7233

Fisher Pivots for day following 20-Apr-2022
Pivot	1 day	3 day
R1	0.7824	0.7836
PP	0.7811	0.7836
S1	0.7798	0.7836

Download as Excel Spreadsheet

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

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