CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 16-May-2022

Day Change Summary
	Previous	Current
	13-May-2022	16-May-2022	Change	Change %	Previous Week
Open	0.7795	0.7737	-0.0058	-0.7%	0.7667
High	0.7799	0.7778	-0.0021	-0.3%	0.7850
Low	0.7732	0.7719	-0.0013	-0.2%	0.7622
Close	0.7738	0.7753	0.0015	0.2%	0.7738
Range	0.0067	0.0059	-0.0008	-11.9%	0.0228
ATR	0.0084	0.0082	-0.0002	-2.1%	0.0000
Volume	158,984	125,521	-33,463	-21.0%	856,514

Daily Pivots for day following 16-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7927	0.7899	0.7785
R3	0.7868	0.7840	0.7769
R2	0.7809	0.7809	0.7763
R1	0.7781	0.7781	0.7758	0.7795
PP	0.7750	0.7750	0.7750	0.7757
S1	0.7722	0.7722	0.7747	0.7736
S2	0.7691	0.7691	0.7742
S3	0.7632	0.7663	0.7736
S4	0.7573	0.7604	0.7720

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	0.7652	0.0198	2.5%	0.0082	1.1%	51%	False	False	167,014
10	0.7850	0.7622	0.0228	2.9%	0.0077	1.0%	57%	False	False	150,290
20	0.7889	0.7622	0.0267	3.4%	0.0087	1.1%	49%	False	False	163,048
40	0.8412	0.7622	0.0791	10.2%	0.0084	1.1%	17%	False	False	147,014
60	0.8759	0.7622	0.1138	14.7%	0.0074	1.0%	12%	False	False	114,070
80	0.8831	0.7622	0.1210	15.6%	0.0066	0.9%	11%	False	False	85,611
100	0.8831	0.7622	0.1210	15.6%	0.0059	0.8%	11%	False	False	68,517
120	0.8900	0.7622	0.1279	16.5%	0.0056	0.7%	10%	False	False	57,103

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8028
2.618	0.7932
1.618	0.7873
1.000	0.7837
0.618	0.7814
HIGH	0.7778
0.618	0.7755
0.500	0.7748
0.382	0.7741
LOW	0.7719
0.618	0.7682
1.000	0.7660
1.618	0.7623
2.618	0.7564
4.250	0.7468

Fisher Pivots for day following 16-May-2022
Pivot	1 day	3 day
R1	0.7751	0.7773
PP	0.7750	0.7766
S1	0.7748	0.7759

Download as Excel Spreadsheet

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

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