CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	0.7686	0.7702	0.0016	0.2%	0.7870
High	0.7724	0.7713	-0.0011	-0.1%	0.7886
Low	0.7680	0.7637	-0.0043	-0.6%	0.7637
Close	0.7703	0.7645	-0.0058	-0.7%	0.7645
Range	0.0044	0.0076	0.0032	72.7%	0.0250
ATR	0.0077	0.0077	0.0000	-0.1%	0.0000
Volume	104,335	103,714	-621	-0.6%	545,268

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7893	0.7845	0.7687
R3	0.7817	0.7769	0.7666
R2	0.7741	0.7741	0.7659
R1	0.7693	0.7693	0.7652	0.7679
PP	0.7665	0.7665	0.7665	0.7658
S1	0.7617	0.7617	0.7638	0.7603
S2	0.7589	0.7589	0.7631
S3	0.7513	0.7541	0.7624
S4	0.7437	0.7465	0.7603

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8471	0.8308	0.7782
R3	0.8222	0.8058	0.7714
R2	0.7972	0.7972	0.7691
R1	0.7809	0.7809	0.7668	0.7766
PP	0.7723	0.7723	0.7723	0.7701
S1	0.7559	0.7559	0.7622	0.7516
S2	0.7473	0.7473	0.7599
S3	0.7224	0.7310	0.7576
S4	0.6974	0.7060	0.7508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7898	0.7637	0.0262	3.4%	0.0075	1.0%	3%	False	True	127,960
10	0.7919	0.7637	0.0283	3.7%	0.0070	0.9%	3%	False	True	126,105
20	0.7919	0.7622	0.0298	3.9%	0.0074	1.0%	8%	False	False	139,800
40	0.8113	0.7622	0.0492	6.4%	0.0078	1.0%	5%	False	False	141,850
60	0.8653	0.7622	0.1032	13.5%	0.0079	1.0%	2%	False	False	138,012
80	0.8759	0.7622	0.1138	14.9%	0.0072	0.9%	2%	False	False	106,407
100	0.8831	0.7622	0.1210	15.8%	0.0066	0.9%	2%	False	False	85,144
120	0.8858	0.7622	0.1237	16.2%	0.0059	0.8%	2%	False	False	70,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7911
1.618	0.7835
1.000	0.7789
0.618	0.7759
HIGH	0.7713
0.618	0.7683
0.500	0.7675
0.382	0.7666
LOW	0.7637
0.618	0.7590
1.000	0.7561
1.618	0.7514
2.618	0.7438
4.250	0.7314

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	0.7675	0.7706
PP	0.7665	0.7686
S1	0.7655	0.7665

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols