CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	0.7481	0.7483	0.0002	0.0%	0.7681
High	0.7528	0.7515	-0.0013	-0.2%	0.7708
Low	0.7436	0.7426	-0.0010	-0.1%	0.7471
Close	0.7488	0.7442	-0.0047	-0.6%	0.7483
Range	0.0092	0.0089	-0.0003	-2.7%	0.0237
ATR	0.0076	0.0077	0.0001	1.3%	0.0000
Volume	205,972	168,447	-37,525	-18.2%	601,051

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7674	0.7490
R3	0.7639	0.7585	0.7466
R2	0.7550	0.7550	0.7458
R1	0.7496	0.7496	0.7450	0.7478
PP	0.7461	0.7461	0.7461	0.7452
S1	0.7407	0.7407	0.7433	0.7389
S2	0.7372	0.7372	0.7425
S3	0.7283	0.7318	0.7417
S4	0.7194	0.7229	0.7393

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	0.7581	0.7426	0.0155	2.1%	0.0085	1.1%	10%	False	True	169,095
10	0.7816	0.7426	0.0390	5.2%	0.0079	1.1%	4%	False	True	99,077
20	0.7958	0.7426	0.0532	7.1%	0.0075	1.0%	3%	False	True	49,923
40	0.7958	0.7426	0.0532	7.1%	0.0076	1.0%	3%	False	True	25,056
60	0.8443	0.7426	0.1017	13.7%	0.0071	1.0%	2%	False	True	16,737
80	0.8773	0.7426	0.1347	18.1%	0.0060	0.8%	1%	False	True	12,569

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7893
2.618	0.7748
1.618	0.7659
1.000	0.7604
0.618	0.7570
HIGH	0.7515
0.618	0.7481
0.500	0.7471
0.382	0.7460
LOW	0.7426
0.618	0.7371
1.000	0.7337
1.618	0.7282
2.618	0.7193
4.250	0.7048

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	0.7471	0.7482
PP	0.7461	0.7468
S1	0.7451	0.7455

Download as Excel Spreadsheet

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

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