CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 03-May-2022

Day Change Summary
	Previous	Current
	02-May-2022	03-May-2022	Change	Change %	Previous Week
Open	0.7710	0.7690	-0.0020	-0.3%	0.7790
High	0.7725	0.7720	-0.0006	-0.1%	0.7889
Low	0.7673	0.7685	0.0012	0.1%	0.7628
Close	0.7694	0.7691	-0.0003	0.0%	0.7735
Range	0.0052	0.0035	-0.0017	-32.7%	0.0261
ATR	0.0085	0.0082	-0.0004	-4.2%	0.0000
Volume	117,245	81,512	-35,733	-30.5%	924,863

Daily Pivots for day following 03-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7782	0.7710
R3	0.7768	0.7747	0.7701
R2	0.7733	0.7733	0.7697
R1	0.7712	0.7712	0.7694	0.7723
PP	0.7698	0.7698	0.7698	0.7704
S1	0.7677	0.7677	0.7688	0.7688
S2	0.7663	0.7663	0.7685
S3	0.7628	0.7642	0.7681
S4	0.7593	0.7607	0.7672

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%	0.0092	1.2%	24%	False	False	156,728
10	0.7889	0.7628	0.0261	3.4%	0.0088	1.1%	24%	False	False	165,956
20	0.8186	0.7628	0.0558	7.2%	0.0078	1.0%	11%	False	False	140,778
40	0.8696	0.7628	0.1068	13.9%	0.0078	1.0%	6%	False	False	133,619
60	0.8759	0.7628	0.1131	14.7%	0.0068	0.9%	6%	False	False	90,449
80	0.8831	0.7628	0.1203	15.6%	0.0062	0.8%	5%	False	False	67,875
100	0.8858	0.7628	0.1230	16.0%	0.0055	0.7%	5%	False	False	54,307
120	0.8900	0.7628	0.1272	16.5%	0.0051	0.7%	5%	False	False	45,260

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7868
2.618	0.7811
1.618	0.7776
1.000	0.7755
0.618	0.7741
HIGH	0.7720
0.618	0.7706
0.500	0.7702
0.382	0.7698
LOW	0.7685
0.618	0.7663
1.000	0.7650
1.618	0.7628
2.618	0.7593
4.250	0.7536

Fisher Pivots for day following 03-May-2022
Pivot	1 day	3 day
R1	0.7702	0.7694
PP	0.7698	0.7693
S1	0.7695	0.7692

Download as Excel Spreadsheet

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

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