CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	0.7813	0.7725	-0.0088	-1.1%	0.7862
High	0.7816	0.7764	-0.0053	-0.7%	0.7958
Low	0.7724	0.7721	-0.0004	0.0%	0.7857
Close	0.7728	0.7743	0.0016	0.2%	0.7913
Range	0.0092	0.0043	-0.0049	-53.3%	0.0101
ATR	0.0074	0.0072	-0.0002	-3.0%	0.0000
Volume	1,881	3,732	1,851	98.4%	2,774

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7850	0.7767
R3	0.7828	0.7807	0.7755
R2	0.7785	0.7785	0.7751
R1	0.7764	0.7764	0.7747	0.7775
PP	0.7742	0.7742	0.7742	0.7748
S1	0.7721	0.7721	0.7739	0.7732
S2	0.7699	0.7699	0.7735
S3	0.7656	0.7678	0.7731
S4	0.7613	0.7635	0.7719

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	0.7947	0.7721	0.0227	2.9%	0.0070	0.9%	10%	False	True	2,110
10	0.7958	0.7721	0.0238	3.1%	0.0071	0.9%	9%	False	True	1,280
20	0.7958	0.7663	0.0295	3.8%	0.0071	0.9%	27%	False	False	753
40	0.8146	0.7663	0.0483	6.2%	0.0068	0.9%	17%	False	False	434
60	0.8686	0.7663	0.1023	13.2%	0.0065	0.8%	8%	False	False	333
80	0.8773	0.7663	0.1110	14.3%	0.0054	0.7%	7%	False	False	263

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7946
2.618	0.7876
1.618	0.7833
1.000	0.7807
0.618	0.7790
HIGH	0.7764
0.618	0.7747
0.500	0.7742
0.382	0.7737
LOW	0.7721
0.618	0.7694
1.000	0.7678
1.618	0.7651
2.618	0.7608
4.250	0.7538

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	0.7743	0.7821
PP	0.7742	0.7795
S1	0.7742	0.7769

Download as Excel Spreadsheet

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

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