CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 07-Jun-2022

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	0.7642	0.7582	-0.0060	-0.8%	0.7870
High	0.7668	0.7583	-0.0085	-1.1%	0.7886
Low	0.7577	0.7520	-0.0057	-0.7%	0.7637
Close	0.7577	0.7545	-0.0032	-0.4%	0.7645
Range	0.0092	0.0063	-0.0029	-31.1%	0.0250
ATR	0.0078	0.0077	-0.0001	-1.4%	0.0000
Volume	150,103	187,119	37,016	24.7%	545,268

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7738	0.7705	0.7580
R3	0.7675	0.7642	0.7562
R2	0.7612	0.7612	0.7557
R1	0.7579	0.7579	0.7551	0.7564
PP	0.7549	0.7549	0.7549	0.7542
S1	0.7516	0.7516	0.7539	0.7501
S2	0.7486	0.7486	0.7533
S3	0.7423	0.7453	0.7528
S4	0.7360	0.7390	0.7510

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	0.7776	0.7520	0.0256	3.4%	0.0074	1.0%	10%	False	True	135,836
10	0.7919	0.7520	0.0399	5.3%	0.0075	1.0%	6%	False	True	136,692
20	0.7919	0.7520	0.0399	5.3%	0.0076	1.0%	6%	False	True	141,832
40	0.8069	0.7520	0.0549	7.3%	0.0080	1.1%	5%	False	True	145,700
60	0.8543	0.7520	0.1023	13.6%	0.0080	1.1%	2%	False	True	139,458
80	0.8759	0.7520	0.1239	16.4%	0.0073	1.0%	2%	False	True	110,594
100	0.8831	0.7520	0.1311	17.4%	0.0066	0.9%	2%	False	True	88,511
120	0.8858	0.7520	0.1338	17.7%	0.0060	0.8%	2%	False	True	73,778

Crabel Price Patterns
NR	True
NR4	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7851
2.618	0.7748
1.618	0.7685
1.000	0.7646
0.618	0.7622
HIGH	0.7583
0.618	0.7559
0.500	0.7552
0.382	0.7544
LOW	0.7520
0.618	0.7481
1.000	0.7457
1.618	0.7418
2.618	0.7355
4.250	0.7252

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7552	0.7616
PP	0.7549	0.7593
S1	0.7547	0.7569

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