CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	0.7700	0.7795	0.0095	1.2%	0.7667
High	0.7850	0.7799	-0.0051	-0.6%	0.7850
Low	0.7696	0.7732	0.0036	0.5%	0.7622
Close	0.7814	0.7738	-0.0077	-1.0%	0.7738
Range	0.0154	0.0067	-0.0087	-56.4%	0.0228
ATR	0.0084	0.0084	0.0000	-0.2%	0.0000
Volume	237,940	158,984	-78,956	-33.2%	856,514

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7914	0.7774
R3	0.7890	0.7847	0.7756
R2	0.7823	0.7823	0.7750
R1	0.7780	0.7780	0.7744	0.7768
PP	0.7756	0.7756	0.7756	0.7750
S1	0.7713	0.7713	0.7731	0.7701
S2	0.7689	0.7689	0.7725
S3	0.7622	0.7646	0.7719
S4	0.7555	0.7579	0.7701

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8420	0.8307	0.7863
R3	0.8192	0.8079	0.7800
R2	0.7964	0.7964	0.7779
R1	0.7851	0.7851	0.7758	0.7908
PP	0.7736	0.7736	0.7736	0.7765
S1	0.7623	0.7623	0.7717	0.7680
S2	0.7508	0.7508	0.7696
S3	0.7280	0.7395	0.7675
S4	0.7052	0.7167	0.7612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7850	0.7622	0.0228	2.9%	0.0084	1.1%	51%	False	False	171,302
10	0.7850	0.7622	0.0228	2.9%	0.0076	1.0%	51%	False	False	149,463
20	0.7934	0.7622	0.0313	4.0%	0.0086	1.1%	37%	False	False	160,798
40	0.8457	0.7622	0.0835	10.8%	0.0085	1.1%	14%	False	False	145,920
60	0.8759	0.7622	0.1138	14.7%	0.0074	1.0%	10%	False	False	111,987
80	0.8831	0.7622	0.1210	15.6%	0.0066	0.9%	10%	False	False	84,043
100	0.8831	0.7622	0.1210	15.6%	0.0059	0.8%	10%	False	False	67,261
120	0.8900	0.7622	0.1279	16.5%	0.0055	0.7%	9%	False	False	56,057

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8083
2.618	0.7974
1.618	0.7907
1.000	0.7866
0.618	0.7840
HIGH	0.7799
0.618	0.7773
0.500	0.7765
0.382	0.7757
LOW	0.7732
0.618	0.7690
1.000	0.7665
1.618	0.7623
2.618	0.7556
4.250	0.7447

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	0.7765	0.7751
PP	0.7756	0.7746
S1	0.7747	0.7742

Download as Excel Spreadsheet

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

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