CME Japanese Yen Future September 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7840 0.7875 0.0035 0.4% 0.7783
High 0.7920 0.7889 -0.0031 -0.4% 0.7920
Low 0.7806 0.7843 0.0037 0.5% 0.7759
Close 0.7877 0.7872 -0.0006 -0.1% 0.7872
Range 0.0114 0.0046 -0.0068 -59.5% 0.0161
ATR 0.0076 0.0074 -0.0002 -2.8% 0.0000
Volume 483 320 -163 -33.7% 1,543
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8006 0.7985 0.7897
R3 0.7960 0.7939 0.7884
R2 0.7914 0.7914 0.7880
R1 0.7893 0.7893 0.7876 0.7880
PP 0.7868 0.7868 0.7868 0.7861
S1 0.7847 0.7847 0.7867 0.7834
S2 0.7822 0.7822 0.7863
S3 0.7776 0.7801 0.7859
S4 0.7730 0.7755 0.7846
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8333 0.8263 0.7960
R3 0.8172 0.8102 0.7916
R2 0.8011 0.8011 0.7901
R1 0.7941 0.7941 0.7886 0.7976
PP 0.7850 0.7850 0.7850 0.7867
S1 0.7780 0.7780 0.7857 0.7815
S2 0.7689 0.7689 0.7842
S3 0.7528 0.7619 0.7827
S4 0.7367 0.7458 0.7783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7920 0.7759 0.0161 2.0% 0.0068 0.9% 70% False False 308
10 0.7920 0.7663 0.0257 3.3% 0.0073 0.9% 81% False False 292
20 0.7927 0.7663 0.0264 3.4% 0.0075 1.0% 79% False False 212
40 0.8307 0.7663 0.0644 8.2% 0.0072 0.9% 32% False False 150
60 0.8773 0.7663 0.1110 14.1% 0.0058 0.7% 19% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.8009
1.618 0.7963
1.000 0.7935
0.618 0.7917
HIGH 0.7889
0.618 0.7871
0.500 0.7866
0.382 0.7860
LOW 0.7843
0.618 0.7814
1.000 0.7797
1.618 0.7768
2.618 0.7722
4.250 0.7647
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7870 0.7863
PP 0.7868 0.7855
S1 0.7866 0.7847

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

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