CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7582	0.7541	-0.0041	-0.5%	0.7870
High	0.7583	0.7543	-0.0040	-0.5%	0.7886
Low	0.7520	0.7437	-0.0083	-1.1%	0.7637
Close	0.7545	0.7454	-0.0092	-1.2%	0.7645
Range	0.0063	0.0106	0.0043	68.3%	0.0250
ATR	0.0077	0.0079	0.0002	2.9%	0.0000
Volume	187,119	251,114	63,995	34.2%	545,268

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7731	0.7512
R3	0.7690	0.7625	0.7483
R2	0.7584	0.7584	0.7473
R1	0.7519	0.7519	0.7463	0.7498
PP	0.7478	0.7478	0.7478	0.7468
S1	0.7413	0.7413	0.7444	0.7392
S2	0.7372	0.7372	0.7434
S3	0.7266	0.7307	0.7424
S4	0.7160	0.7201	0.7395

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	0.7724	0.7437	0.0287	3.8%	0.0076	1.0%	6%	False	True	159,277
10	0.7906	0.7437	0.0469	6.3%	0.0075	1.0%	4%	False	True	146,519
20	0.7919	0.7437	0.0482	6.5%	0.0079	1.1%	3%	False	True	147,470
40	0.8029	0.7437	0.0592	7.9%	0.0080	1.1%	3%	False	True	148,872
60	0.8514	0.7437	0.1077	14.4%	0.0081	1.1%	2%	False	True	142,009
80	0.8759	0.7437	0.1322	17.7%	0.0073	1.0%	1%	False	True	113,731
100	0.8831	0.7437	0.1394	18.7%	0.0067	0.9%	1%	False	True	91,021
120	0.8858	0.7437	0.1421	19.1%	0.0061	0.8%	1%	False	True	75,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7994
2.618	0.7821
1.618	0.7715
1.000	0.7649
0.618	0.7609
HIGH	0.7543
0.618	0.7503
0.500	0.7490
0.382	0.7477
LOW	0.7437
0.618	0.7371
1.000	0.7331
1.618	0.7265
2.618	0.7159
4.250	0.6987

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7490	0.7553
PP	0.7478	0.7520
S1	0.7466	0.7487

Download as Excel Spreadsheet

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

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