CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	0.7725	0.7744	0.0019	0.2%	0.7910
High	0.7764	0.7753	-0.0011	-0.1%	0.7922
Low	0.7721	0.7677	-0.0044	-0.6%	0.7677
Close	0.7743	0.7685	-0.0058	-0.7%	0.7685
Range	0.0043	0.0076	0.0033	76.7%	0.0245
ATR	0.0072	0.0072	0.0000	0.4%	0.0000
Volume	3,732	9,691	5,959	159.7%	18,916

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7885	0.7727
R3	0.7857	0.7809	0.7706
R2	0.7781	0.7781	0.7699
R1	0.7733	0.7733	0.7692	0.7719
PP	0.7705	0.7705	0.7705	0.7698
S1	0.7657	0.7657	0.7678	0.7643
S2	0.7629	0.7629	0.7671
S3	0.7553	0.7581	0.7664
S4	0.7477	0.7505	0.7643

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8496	0.8336	0.7820
R3	0.8251	0.8091	0.7752
R2	0.8006	0.8006	0.7730
R1	0.7846	0.7846	0.7707	0.7803
PP	0.7761	0.7761	0.7761	0.7740
S1	0.7601	0.7601	0.7663	0.7558
S2	0.7516	0.7516	0.7640
S3	0.7271	0.7356	0.7618
S4	0.7026	0.7111	0.7550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7940	0.7677	0.0263	3.4%	0.0073	1.0%	3%	False	True	3,873
10	0.7958	0.7677	0.0282	3.7%	0.0067	0.9%	3%	False	True	2,201
20	0.7958	0.7663	0.0295	3.8%	0.0070	0.9%	7%	False	False	1,233
40	0.8140	0.7663	0.0477	6.2%	0.0070	0.9%	5%	False	False	676
60	0.8668	0.7663	0.1005	13.1%	0.0066	0.9%	2%	False	False	491
80	0.8773	0.7663	0.1110	14.4%	0.0054	0.7%	2%	False	False	381

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7951
1.618	0.7875
1.000	0.7829
0.618	0.7799
HIGH	0.7753
0.618	0.7723
0.500	0.7715
0.382	0.7706
LOW	0.7677
0.618	0.7630
1.000	0.7601
1.618	0.7554
2.618	0.7478
4.250	0.7354

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	0.7715	0.7746
PP	0.7705	0.7726
S1	0.7695	0.7705

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols