CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	0.7423	0.7518	0.0095	1.3%	0.7681
High	0.7538	0.7651	0.0113	1.5%	0.7708
Low	0.7421	0.7469	0.0048	0.6%	0.7471
Close	0.7503	0.7622	0.0119	1.6%	0.7483
Range	0.0117	0.0182	0.0065	55.8%	0.0237
ATR	0.0079	0.0087	0.0007	9.2%	0.0000
Volume	200,820	232,724	31,904	15.9%	601,051

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8125	0.8055	0.7721
R3	0.7943	0.7873	0.7671
R2	0.7762	0.7762	0.7655
R1	0.7692	0.7692	0.7638	0.7727
PP	0.7580	0.7580	0.7580	0.7598
S1	0.7510	0.7510	0.7605	0.7545
S2	0.7399	0.7399	0.7588
S3	0.7217	0.7329	0.7572
S4	0.7036	0.7147	0.7522

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	0.7651	0.7421	0.0230	3.0%	0.0108	1.4%	87%	True	False	200,457
10	0.7753	0.7421	0.0332	4.3%	0.0095	1.3%	60%	False	False	141,870
20	0.7958	0.7421	0.0537	7.0%	0.0083	1.1%	37%	False	False	71,575
40	0.7958	0.7421	0.0537	7.0%	0.0078	1.0%	37%	False	False	35,891
60	0.8336	0.7421	0.0915	12.0%	0.0075	1.0%	22%	False	False	23,960
80	0.8773	0.7421	0.1352	17.7%	0.0063	0.8%	15%	False	False	17,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	0.8422
2.618	0.8126
1.618	0.7944
1.000	0.7832
0.618	0.7763
HIGH	0.7651
0.618	0.7581
0.500	0.7560
0.382	0.7538
LOW	0.7469
0.618	0.7357
1.000	0.7288
1.618	0.7175
2.618	0.6994
4.250	0.6698

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	0.7601	0.7593
PP	0.7580	0.7564
S1	0.7560	0.7536

Download as Excel Spreadsheet

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

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