CME Japanese Yen Future June 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7799 0.7829 0.0030 0.4% 0.7737
High 0.7878 0.7847 -0.0032 -0.4% 0.7878
Low 0.7761 0.7800 0.0039 0.5% 0.7711
Close 0.7835 0.7830 -0.0005 -0.1% 0.7830
Range 0.0118 0.0047 -0.0071 -60.0% 0.0167
ATR 0.0084 0.0081 -0.0003 -3.1% 0.0000
Volume 185,627 127,425 -58,202 -31.4% 656,256
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7966 0.7945 0.7855
R3 0.7919 0.7898 0.7842
R2 0.7872 0.7872 0.7838
R1 0.7851 0.7851 0.7834 0.7862
PP 0.7825 0.7825 0.7825 0.7831
S1 0.7804 0.7804 0.7825 0.7815
S2 0.7778 0.7778 0.7821
S3 0.7731 0.7757 0.7817
S4 0.7684 0.7710 0.7804
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8307 0.8235 0.7921
R3 0.8140 0.8068 0.7875
R2 0.7973 0.7973 0.7860
R1 0.7901 0.7901 0.7845 0.7937
PP 0.7806 0.7806 0.7806 0.7824
S1 0.7734 0.7734 0.7814 0.7770
S2 0.7639 0.7639 0.7799
S3 0.7472 0.7567 0.7784
S4 0.7305 0.7400 0.7738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7878 0.7711 0.0167 2.1% 0.0074 1.0% 71% False False 131,251
10 0.7878 0.7622 0.0257 3.3% 0.0079 1.0% 81% False False 151,277
20 0.7889 0.7622 0.0267 3.4% 0.0083 1.1% 78% False False 153,787
40 0.8269 0.7622 0.0647 8.3% 0.0085 1.1% 32% False False 148,660
60 0.8747 0.7622 0.1126 14.4% 0.0076 1.0% 18% False False 122,866
80 0.8770 0.7622 0.1149 14.7% 0.0068 0.9% 18% False False 92,243
100 0.8831 0.7622 0.1210 15.4% 0.0062 0.8% 17% False False 73,823
120 0.8900 0.7622 0.1279 16.3% 0.0057 0.7% 16% False False 61,526
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8046
2.618 0.7970
1.618 0.7923
1.000 0.7894
0.618 0.7876
HIGH 0.7847
0.618 0.7829
0.500 0.7823
0.382 0.7817
LOW 0.7800
0.618 0.7770
1.000 0.7753
1.618 0.7723
2.618 0.7676
4.250 0.7600
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7827 0.7820
PP 0.7825 0.7811
S1 0.7823 0.7802

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

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