CME Japanese Yen Future June 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7440	0.7436	-0.0005	-0.1%	0.7642
High	0.7499	0.7485	-0.0014	-0.2%	0.7668
Low	0.7436	0.7397	-0.0039	-0.5%	0.7432
Close	0.7443	0.7466	0.0023	0.3%	0.7443
Range	0.0063	0.0088	0.0025	39.7%	0.0236
ATR	0.0078	0.0079	0.0001	0.9%	0.0000
Volume	59,496	1,926	-57,570	-96.8%	864,494

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7678	0.7514
R3	0.7625	0.7590	0.7490
R2	0.7537	0.7537	0.7482
R1	0.7502	0.7502	0.7474	0.7520
PP	0.7449	0.7449	0.7449	0.7458
S1	0.7414	0.7414	0.7458	0.7432
S2	0.7361	0.7361	0.7450
S3	0.7273	0.7326	0.7442
S4	0.7185	0.7238	0.7418

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	0.7583	0.7397	0.0186	2.5%	0.0079	1.1%	37%	False	True	143,263
10	0.7886	0.7397	0.0489	6.5%	0.0083	1.1%	14%	False	True	141,168
20	0.7919	0.7397	0.0522	7.0%	0.0076	1.0%	13%	False	True	132,815
40	0.7934	0.7397	0.0537	7.2%	0.0081	1.1%	13%	False	True	146,806
60	0.8457	0.7397	0.1060	14.2%	0.0082	1.1%	7%	False	True	141,551
80	0.8759	0.7397	0.1362	18.2%	0.0074	1.0%	5%	False	True	117,194
100	0.8831	0.7397	0.1434	19.2%	0.0068	0.9%	5%	False	True	93,797
120	0.8831	0.7397	0.1434	19.2%	0.0062	0.8%	5%	False	True	78,187

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	0.7859
2.618	0.7715
1.618	0.7627
1.000	0.7573
0.618	0.7539
HIGH	0.7485
0.618	0.7451
0.500	0.7441
0.382	0.7431
LOW	0.7397
0.618	0.7343
1.000	0.7309
1.618	0.7255
2.618	0.7167
4.250	0.7023

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7458	0.7462
PP	0.7449	0.7457
S1	0.7441	0.7453

Download as Excel Spreadsheet

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

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