CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 10-Jun-2022

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	0.7451	0.7440	-0.0011	-0.1%	0.7642
High	0.7509	0.7499	-0.0010	-0.1%	0.7668
Low	0.7432	0.7436	0.0004	0.1%	0.7432
Close	0.7448	0.7443	-0.0005	-0.1%	0.7443
Range	0.0077	0.0063	-0.0014	-17.6%	0.0236
ATR	0.0079	0.0078	-0.0001	-1.5%	0.0000
Volume	216,662	59,496	-157,166	-72.5%	864,494

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7609	0.7478
R3	0.7585	0.7546	0.7460
R2	0.7522	0.7522	0.7455
R1	0.7483	0.7483	0.7449	0.7503
PP	0.7459	0.7459	0.7459	0.7469
S1	0.7420	0.7420	0.7437	0.7440
S2	0.7396	0.7396	0.7431
S3	0.7333	0.7357	0.7426
S4	0.7270	0.7294	0.7408

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8069	0.7573
R3	0.7986	0.7833	0.7508
R2	0.7750	0.7750	0.7486
R1	0.7597	0.7597	0.7465	0.7556
PP	0.7514	0.7514	0.7514	0.7494
S1	0.7361	0.7361	0.7421	0.7320
S2	0.7278	0.7278	0.7400
S3	0.7042	0.7125	0.7378
S4	0.6806	0.6889	0.7313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7432	0.0236	3.2%	0.0080	1.1%	5%	False	False	172,898
10	0.7898	0.7432	0.0466	6.3%	0.0077	1.0%	2%	False	False	150,429
20	0.7919	0.7432	0.0487	6.5%	0.0075	1.0%	2%	False	False	140,668
40	0.8007	0.7432	0.0575	7.7%	0.0080	1.1%	2%	False	False	149,488
60	0.8464	0.7432	0.1032	13.9%	0.0081	1.1%	1%	False	False	143,155
80	0.8759	0.7432	0.1327	17.8%	0.0074	1.0%	1%	False	False	117,175
100	0.8831	0.7432	0.1399	18.8%	0.0067	0.9%	1%	False	False	93,779
120	0.8831	0.7432	0.1399	18.8%	0.0061	0.8%	1%	False	False	78,171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7664
1.618	0.7601
1.000	0.7562
0.618	0.7538
HIGH	0.7499
0.618	0.7475
0.500	0.7468
0.382	0.7460
LOW	0.7436
0.618	0.7397
1.000	0.7373
1.618	0.7334
2.618	0.7271
4.250	0.7168

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	0.7468	0.7488
PP	0.7459	0.7473
S1	0.7451	0.7458

Download as Excel Spreadsheet

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

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