CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7481	0.7481	0.0000	0.0%	0.7681
High	0.7538	0.7528	-0.0010	-0.1%	0.7708
Low	0.7475	0.7436	-0.0039	-0.5%	0.7471
Close	0.7483	0.7488	0.0006	0.1%	0.7483
Range	0.0063	0.0092	0.0029	46.4%	0.0237
ATR	0.0074	0.0076	0.0001	1.6%	0.0000
Volume	194,323	205,972	11,649	6.0%	601,051

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7758	0.7715	0.7538
R3	0.7667	0.7623	0.7513
R2	0.7575	0.7575	0.7505
R1	0.7532	0.7532	0.7496	0.7554
PP	0.7484	0.7484	0.7484	0.7495
S1	0.7440	0.7440	0.7480	0.7462
S2	0.7392	0.7392	0.7471
S3	0.7301	0.7349	0.7463
S4	0.7209	0.7257	0.7438

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	0.7622	0.7436	0.0186	2.5%	0.0080	1.1%	28%	False	True	150,706
10	0.7922	0.7436	0.0486	6.5%	0.0082	1.1%	11%	False	True	82,593
20	0.7958	0.7436	0.0522	7.0%	0.0073	1.0%	10%	False	True	41,512
40	0.7960	0.7436	0.0524	7.0%	0.0074	1.0%	10%	False	True	20,847
60	0.8491	0.7436	0.1055	14.1%	0.0071	0.9%	5%	False	True	13,930
80	0.8773	0.7436	0.1337	17.9%	0.0059	0.8%	4%	False	True	10,463

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7916
2.618	0.7767
1.618	0.7676
1.000	0.7619
0.618	0.7584
HIGH	0.7528
0.618	0.7493
0.500	0.7482
0.382	0.7471
LOW	0.7436
0.618	0.7379
1.000	0.7345
1.618	0.7288
2.618	0.7196
4.250	0.7047

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7486	0.7492
PP	0.7484	0.7491
S1	0.7482	0.7489

Download as Excel Spreadsheet

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

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