CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 02-May-2022

Day Change Summary
	Previous	Current
	29-Apr-2022	02-May-2022	Change	Change %	Previous Week
Open	0.7653	0.7710	0.0057	0.7%	0.7790
High	0.7743	0.7725	-0.0018	-0.2%	0.7889
Low	0.7646	0.7673	0.0028	0.4%	0.7628
Close	0.7735	0.7694	-0.0041	-0.5%	0.7735
Range	0.0098	0.0052	-0.0046	-46.7%	0.0261
ATR	0.0087	0.0085	-0.0002	-2.1%	0.0000
Volume	193,689	117,245	-76,444	-39.5%	924,863

Daily Pivots for day following 02-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7826	0.7723
R3	0.7801	0.7774	0.7708
R2	0.7749	0.7749	0.7704
R1	0.7722	0.7722	0.7699	0.7710
PP	0.7697	0.7697	0.7697	0.7691
S1	0.7670	0.7670	0.7689	0.7658
S2	0.7645	0.7645	0.7684
S3	0.7593	0.7618	0.7680
S4	0.7541	0.7566	0.7665

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8532	0.8394	0.7878
R3	0.8272	0.8134	0.7807
R2	0.8011	0.8011	0.7783
R1	0.7873	0.7873	0.7759	0.7812
PP	0.7751	0.7751	0.7751	0.7720
S1	0.7613	0.7613	0.7711	0.7551
S2	0.7490	0.7490	0.7687
S3	0.7230	0.7352	0.7663
S4	0.6969	0.7092	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7889	0.7628	0.0261	3.4%	0.0100	1.3%	25%	False	False	173,693
10	0.7889	0.7628	0.0261	3.4%	0.0096	1.2%	25%	False	False	175,805
20	0.8193	0.7628	0.0565	7.3%	0.0079	1.0%	12%	False	False	141,424
40	0.8734	0.7628	0.1106	14.4%	0.0079	1.0%	6%	False	False	132,475
60	0.8759	0.7628	0.1131	14.7%	0.0068	0.9%	6%	False	False	89,092
80	0.8831	0.7628	0.1203	15.6%	0.0062	0.8%	5%	False	False	66,856
100	0.8858	0.7628	0.1230	16.0%	0.0055	0.7%	5%	False	False	53,493
120	0.8900	0.7628	0.1272	16.5%	0.0051	0.7%	5%	False	False	44,581

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7946
2.618	0.7861
1.618	0.7809
1.000	0.7777
0.618	0.7757
HIGH	0.7725
0.618	0.7705
0.500	0.7699
0.382	0.7693
LOW	0.7673
0.618	0.7641
1.000	0.7621
1.618	0.7589
2.618	0.7537
4.250	0.7452

Fisher Pivots for day following 02-May-2022
Pivot	1 day	3 day
R1	0.7699	0.7715
PP	0.7697	0.7708
S1	0.7696	0.7701

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