CME Japanese Yen Future September 2022


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 0.7920 0.7910 -0.0010 -0.1% 0.7862
High 0.7940 0.7922 -0.0018 -0.2% 0.7958
Low 0.7904 0.7803 -0.0101 -1.3% 0.7857
Close 0.7913 0.7817 -0.0096 -1.2% 0.7913
Range 0.0036 0.0119 0.0083 229.2% 0.0101
ATR 0.0069 0.0072 0.0004 5.1% 0.0000
Volume 450 3,612 3,162 702.7% 2,774
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 0.8203 0.8128 0.7882
R3 0.8084 0.8010 0.7850
R2 0.7966 0.7966 0.7839
R1 0.7891 0.7891 0.7828 0.7869
PP 0.7847 0.7847 0.7847 0.7836
S1 0.7773 0.7773 0.7806 0.7751
S2 0.7729 0.7729 0.7795
S3 0.7610 0.7654 0.7784
S4 0.7492 0.7536 0.7752
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8212 0.8164 0.7969
R3 0.8111 0.8063 0.7941
R2 0.8010 0.8010 0.7932
R1 0.7962 0.7962 0.7922 0.7986
PP 0.7909 0.7909 0.7909 0.7922
S1 0.7861 0.7861 0.7904 0.7885
S2 0.7808 0.7808 0.7894
S3 0.7707 0.7760 0.7885
S4 0.7606 0.7659 0.7857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7958 0.7803 0.0155 2.0% 0.0073 0.9% 9% False True 1,225
10 0.7958 0.7759 0.0200 2.6% 0.0071 0.9% 29% False False 770
20 0.7958 0.7663 0.0295 3.8% 0.0070 0.9% 52% False False 483
40 0.8230 0.7663 0.0567 7.3% 0.0068 0.9% 27% False False 295
60 0.8728 0.7663 0.1065 13.6% 0.0063 0.8% 14% False False 245
80 0.8773 0.7663 0.1110 14.2% 0.0053 0.7% 14% False False 198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8425
2.618 0.8232
1.618 0.8113
1.000 0.8040
0.618 0.7995
HIGH 0.7922
0.618 0.7876
0.500 0.7862
0.382 0.7848
LOW 0.7803
0.618 0.7730
1.000 0.7685
1.618 0.7611
2.618 0.7493
4.250 0.7299
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 0.7862 0.7875
PP 0.7847 0.7856
S1 0.7832 0.7836

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

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