CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 21-Apr-2022

Day Change Summary
	Previous	Current
	20-Apr-2022	21-Apr-2022	Change	Change %	Previous Week
Open	0.7769	0.7827	0.0058	0.7%	0.8062
High	0.7858	0.7836	-0.0022	-0.3%	0.8069
Low	0.7739	0.7781	0.0042	0.5%	0.7929
Close	0.7837	0.7808	-0.0029	-0.4%	0.7950
Range	0.0119	0.0055	-0.0064	-53.8%	0.0140
ATR	0.0079	0.0077	-0.0002	-2.1%	0.0000
Volume	217,407	152,020	-65,387	-30.1%	484,958

Daily Pivots for day following 21-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7973	0.7946	0.7838
R3	0.7918	0.7891	0.7823
R2	0.7863	0.7863	0.7818
R1	0.7836	0.7836	0.7813	0.7822
PP	0.7808	0.7808	0.7808	0.7801
S1	0.7781	0.7781	0.7803	0.7767
S2	0.7753	0.7753	0.7798
S3	0.7698	0.7726	0.7793
S4	0.7643	0.7671	0.7778

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%	0.0081	1.0%	26%	False	False	147,831
10	0.8113	0.7739	0.0375	4.8%	0.0074	0.9%	19%	False	False	129,810
20	0.8284	0.7739	0.0545	7.0%	0.0087	1.1%	13%	False	False	141,552
40	0.8759	0.7739	0.1021	13.1%	0.0072	0.9%	7%	False	False	103,280
60	0.8802	0.7739	0.1063	13.6%	0.0063	0.8%	7%	False	False	68,954
80	0.8831	0.7739	0.1093	14.0%	0.0056	0.7%	6%	False	False	51,750
100	0.8900	0.7739	0.1162	14.9%	0.0051	0.7%	6%	False	False	41,408
120	0.8900	0.7739	0.1162	14.9%	0.0046	0.6%	6%	False	False	34,510

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8069
2.618	0.7979
1.618	0.7924
1.000	0.7891
0.618	0.7869
HIGH	0.7836
0.618	0.7814
0.500	0.7808
0.382	0.7802
LOW	0.7781
0.618	0.7747
1.000	0.7726
1.618	0.7692
2.618	0.7637
4.250	0.7547

Fisher Pivots for day following 21-Apr-2022
Pivot	1 day	3 day
R1	0.7808	0.7813
PP	0.7808	0.7811
S1	0.7808	0.7810

Download as Excel Spreadsheet

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

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