CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	0.7541	0.7451	-0.0091	-1.2%	0.7870
High	0.7543	0.7509	-0.0035	-0.5%	0.7886
Low	0.7437	0.7432	-0.0005	-0.1%	0.7637
Close	0.7454	0.7448	-0.0006	-0.1%	0.7645
Range	0.0106	0.0077	-0.0030	-27.8%	0.0250
ATR	0.0079	0.0079	0.0000	-0.3%	0.0000
Volume	251,114	216,662	-34,452	-13.7%	545,268

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7646	0.7490
R3	0.7616	0.7570	0.7469
R2	0.7539	0.7539	0.7462
R1	0.7493	0.7493	0.7455	0.7478
PP	0.7463	0.7463	0.7463	0.7455
S1	0.7417	0.7417	0.7440	0.7402
S2	0.7386	0.7386	0.7433
S3	0.7310	0.7340	0.7426
S4	0.7233	0.7264	0.7405

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	0.7713	0.7432	0.0281	3.8%	0.0083	1.1%	6%	False	True	181,742
10	0.7906	0.7432	0.0474	6.4%	0.0078	1.0%	3%	False	True	156,263
20	0.7919	0.7432	0.0487	6.5%	0.0079	1.1%	3%	False	True	149,590
40	0.8007	0.7432	0.0575	7.7%	0.0080	1.1%	3%	False	True	151,305
60	0.8480	0.7432	0.1048	14.1%	0.0081	1.1%	1%	False	True	143,866
80	0.8759	0.7432	0.1327	17.8%	0.0073	1.0%	1%	False	True	116,436
100	0.8831	0.7432	0.1399	18.8%	0.0067	0.9%	1%	False	True	93,185
120	0.8858	0.7432	0.1426	19.1%	0.0061	0.8%	1%	False	True	77,675

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7834
2.618	0.7709
1.618	0.7632
1.000	0.7585
0.618	0.7556
HIGH	0.7509
0.618	0.7479
0.500	0.7470
0.382	0.7461
LOW	0.7432
0.618	0.7385
1.000	0.7356
1.618	0.7308
2.618	0.7232
4.250	0.7107

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	0.7470	0.7508
PP	0.7463	0.7488
S1	0.7455	0.7468

Download as Excel Spreadsheet

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

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