CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	0.7889	0.7862	-0.0027	-0.3%	0.7737
High	0.7900	0.7906	0.0007	0.1%	0.7878
Low	0.7848	0.7842	-0.0006	-0.1%	0.7711
Close	0.7860	0.7867	0.0007	0.1%	0.7830
Range	0.0052	0.0065	0.0013	24.0%	0.0167
ATR	0.0079	0.0078	-0.0001	-1.3%	0.0000
Volume	119,218	117,833	-1,385	-1.2%	656,256

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8065	0.8030	0.7902
R3	0.8000	0.7966	0.7884
R2	0.7936	0.7936	0.7878
R1	0.7901	0.7901	0.7872	0.7919
PP	0.7871	0.7871	0.7871	0.7880
S1	0.7837	0.7837	0.7861	0.7854
S2	0.7807	0.7807	0.7855
S3	0.7742	0.7772	0.7849
S4	0.7678	0.7708	0.7831

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	0.7919	0.7800	0.0120	1.5%	0.0065	0.8%	56%	False	False	124,250
10	0.7919	0.7711	0.0208	2.6%	0.0072	0.9%	75%	False	False	130,906
20	0.7919	0.7622	0.0298	3.8%	0.0076	1.0%	82%	False	False	141,920
40	0.8260	0.7622	0.0638	8.1%	0.0078	1.0%	38%	False	False	141,717
60	0.8747	0.7622	0.1126	14.3%	0.0077	1.0%	22%	False	False	130,852
80	0.8770	0.7622	0.1149	14.6%	0.0069	0.9%	21%	False	False	98,414
100	0.8831	0.7622	0.1210	15.4%	0.0064	0.8%	20%	False	False	78,761
120	0.8863	0.7622	0.1241	15.8%	0.0057	0.7%	20%	False	False	65,640

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

Fibonacci Retracements and Extensions
4.250	0.8180
2.618	0.8075
1.618	0.8010
1.000	0.7971
0.618	0.7946
HIGH	0.7906
0.618	0.7881
0.500	0.7874
0.382	0.7866
LOW	0.7842
0.618	0.7802
1.000	0.7777
1.618	0.7737
2.618	0.7673
4.250	0.7567

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	0.7874	0.7866
PP	0.7871	0.7866
S1	0.7869	0.7866

Download as Excel Spreadsheet

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

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