CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	0.7693	0.7753	0.0060	0.8%	0.7790
High	0.7785	0.7776	-0.0009	-0.1%	0.7889
Low	0.7679	0.7669	-0.0010	-0.1%	0.7628
Close	0.7776	0.7678	-0.0099	-1.3%	0.7735
Range	0.0106	0.0108	0.0002	1.4%	0.0261
ATR	0.0083	0.0085	0.0002	2.1%	0.0000
Volume	136,927	152,821	15,894	11.6%	924,863

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8030	0.7961	0.7737
R3	0.7922	0.7854	0.7707
R2	0.7815	0.7815	0.7697
R1	0.7746	0.7746	0.7687	0.7727
PP	0.7707	0.7707	0.7707	0.7698
S1	0.7639	0.7639	0.7668	0.7619
S2	0.7600	0.7600	0.7658
S3	0.7492	0.7531	0.7648
S4	0.7385	0.7424	0.7618

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	0.7785	0.7646	0.0139	1.8%	0.0080	1.0%	23%	False	False	136,438
10	0.7889	0.7628	0.0261	3.4%	0.0091	1.2%	19%	False	False	157,988
20	0.8113	0.7628	0.0485	6.3%	0.0082	1.1%	10%	False	False	143,899
40	0.8653	0.7628	0.1025	13.4%	0.0082	1.1%	5%	False	False	137,118
60	0.8759	0.7628	0.1131	14.7%	0.0071	0.9%	4%	False	False	95,276
80	0.8831	0.7628	0.1203	15.7%	0.0064	0.8%	4%	False	False	71,479
100	0.8858	0.7628	0.1230	16.0%	0.0056	0.7%	4%	False	False	57,201
120	0.8900	0.7628	0.1272	16.6%	0.0053	0.7%	4%	False	False	47,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8233
2.618	0.8057
1.618	0.7950
1.000	0.7884
0.618	0.7842
HIGH	0.7776
0.618	0.7735
0.500	0.7722
0.382	0.7710
LOW	0.7669
0.618	0.7602
1.000	0.7561
1.618	0.7495
2.618	0.7387
4.250	0.7212

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	0.7722	0.7727
PP	0.7707	0.7710
S1	0.7692	0.7694

Download as Excel Spreadsheet

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

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