CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7622	0.7580	-0.0042	-0.6%	0.7910
High	0.7622	0.7581	-0.0041	-0.5%	0.7922
Low	0.7559	0.7476	-0.0083	-1.1%	0.7677
Close	0.7585	0.7493	-0.0092	-1.2%	0.7685
Range	0.0063	0.0105	0.0042	66.7%	0.0245
ATR	0.0073	0.0075	0.0003	3.5%	0.0000
Volume	76,502	135,458	58,956	77.1%	18,916

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7767	0.7550
R3	0.7727	0.7662	0.7521
R2	0.7622	0.7622	0.7512
R1	0.7557	0.7557	0.7502	0.7537
PP	0.7517	0.7517	0.7517	0.7506
S1	0.7452	0.7452	0.7483	0.7432
S2	0.7412	0.7412	0.7473
S3	0.7307	0.7347	0.7464
S4	0.7202	0.7242	0.7435

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	0.7764	0.7476	0.0288	3.8%	0.0076	1.0%	6%	False	True	55,775
10	0.7947	0.7476	0.0471	6.3%	0.0074	1.0%	4%	False	True	28,617
20	0.7958	0.7476	0.0482	6.4%	0.0075	1.0%	3%	False	True	14,486
40	0.8051	0.7476	0.0575	7.7%	0.0072	1.0%	3%	False	True	7,310
60	0.8538	0.7476	0.1062	14.2%	0.0069	0.9%	2%	False	True	4,906
80	0.8773	0.7476	0.1297	17.3%	0.0057	0.8%	1%	False	True	3,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8027
2.618	0.7856
1.618	0.7751
1.000	0.7686
0.618	0.7646
HIGH	0.7581
0.618	0.7541
0.500	0.7529
0.382	0.7516
LOW	0.7476
0.618	0.7411
1.000	0.7371
1.618	0.7306
2.618	0.7201
4.250	0.7030

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7529	0.7592
PP	0.7517	0.7559
S1	0.7505	0.7526

Download as Excel Spreadsheet

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

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