CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	0.7702	0.7642	-0.0060	-0.8%	0.7870
High	0.7713	0.7668	-0.0045	-0.6%	0.7886
Low	0.7637	0.7577	-0.0060	-0.8%	0.7637
Close	0.7645	0.7577	-0.0068	-0.9%	0.7645
Range	0.0076	0.0092	0.0016	20.4%	0.0250
ATR	0.0077	0.0078	0.0001	1.3%	0.0000
Volume	103,714	150,103	46,389	44.7%	545,268

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7882	0.7821	0.7627
R3	0.7790	0.7729	0.7602
R2	0.7699	0.7699	0.7594
R1	0.7638	0.7638	0.7585	0.7623
PP	0.7607	0.7607	0.7607	0.7600
S1	0.7546	0.7546	0.7569	0.7531
S2	0.7516	0.7516	0.7560
S3	0.7424	0.7455	0.7552
S4	0.7333	0.7363	0.7527

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	0.7886	0.7577	0.0310	4.1%	0.0086	1.1%	0%	False	True	139,074
10	0.7919	0.7577	0.0343	4.5%	0.0074	1.0%	0%	False	True	128,373
20	0.7919	0.7577	0.0343	4.5%	0.0077	1.0%	0%	False	True	139,825
40	0.8100	0.7577	0.0524	6.9%	0.0080	1.1%	0%	False	True	143,558
60	0.8630	0.7577	0.1054	13.9%	0.0080	1.1%	0%	False	True	138,587
80	0.8759	0.7577	0.1183	15.6%	0.0073	1.0%	0%	False	True	108,282
100	0.8831	0.7577	0.1255	16.6%	0.0067	0.9%	0%	False	True	86,643
120	0.8858	0.7577	0.1282	16.9%	0.0060	0.8%	0%	False	True	72,218

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8057
2.618	0.7908
1.618	0.7816
1.000	0.7760
0.618	0.7725
HIGH	0.7668
0.618	0.7633
0.500	0.7622
0.382	0.7611
LOW	0.7577
0.618	0.7520
1.000	0.7485
1.618	0.7428
2.618	0.7337
4.250	0.7188

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	0.7622	0.7650
PP	0.7607	0.7626
S1	0.7592	0.7601

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