CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 10-Jun-2022

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	0.7489	0.7481	-0.0008	-0.1%	0.7681
High	0.7548	0.7538	-0.0010	-0.1%	0.7708
Low	0.7471	0.7475	0.0004	0.1%	0.7471
Close	0.7486	0.7483	-0.0004	0.0%	0.7483
Range	0.0077	0.0063	-0.0014	-18.3%	0.0237
ATR	0.0075	0.0074	-0.0001	-1.2%	0.0000
Volume	141,276	194,323	53,047	37.5%	601,051

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7686	0.7647	0.7517
R3	0.7623	0.7584	0.7500
R2	0.7561	0.7561	0.7494
R1	0.7522	0.7522	0.7488	0.7541
PP	0.7498	0.7498	0.7498	0.7508
S1	0.7459	0.7459	0.7477	0.7479
S2	0.7436	0.7436	0.7471
S3	0.7373	0.7397	0.7465
S4	0.7311	0.7334	0.7448

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8111	0.7613
R3	0.8028	0.7874	0.7548
R2	0.7791	0.7791	0.7526
R1	0.7637	0.7637	0.7504	0.7595
PP	0.7554	0.7554	0.7554	0.7533
S1	0.7400	0.7400	0.7461	0.7358
S2	0.7317	0.7317	0.7439
S3	0.7080	0.7163	0.7417
S4	0.6843	0.6926	0.7352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7708	0.7471	0.0237	3.2%	0.0080	1.1%	5%	False	False	120,210
10	0.7940	0.7471	0.0469	6.3%	0.0076	1.0%	2%	False	False	62,041
20	0.7958	0.7471	0.0487	6.5%	0.0072	1.0%	2%	False	False	31,229
40	0.8047	0.7471	0.0576	7.7%	0.0074	1.0%	2%	False	False	15,698
60	0.8491	0.7471	0.1020	13.6%	0.0070	0.9%	1%	False	False	10,497
80	0.8773	0.7471	0.1302	17.4%	0.0058	0.8%	1%	False	False	7,889

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7803
2.618	0.7701
1.618	0.7639
1.000	0.7600
0.618	0.7576
HIGH	0.7538
0.618	0.7514
0.500	0.7506
0.382	0.7499
LOW	0.7475
0.618	0.7436
1.000	0.7413
1.618	0.7374
2.618	0.7311
4.250	0.7209

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	0.7506	0.7526
PP	0.7498	0.7512
S1	0.7490	0.7497

Download as Excel Spreadsheet

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

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