CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 24-Jun-2022

Day Change Summary
	Previous	Current
	23-Jun-2022	24-Jun-2022	Change	Change %	Previous Week
Open	0.7387	0.7454	0.0067	0.9%	0.7456
High	0.7491	0.7486	-0.0006	-0.1%	0.7491
Low	0.7385	0.7428	0.0043	0.6%	0.7358
Close	0.7453	0.7437	-0.0017	-0.2%	0.7437
Range	0.0107	0.0058	-0.0049	-45.5%	0.0133
ATR	0.0094	0.0092	-0.0003	-2.8%	0.0000
Volume	160,303	119,118	-41,185	-25.7%	611,283

Daily Pivots for day following 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7624	0.7588	0.7468
R3	0.7566	0.7530	0.7452
R2	0.7508	0.7508	0.7447
R1	0.7472	0.7472	0.7442	0.7461
PP	0.7450	0.7450	0.7450	0.7444
S1	0.7414	0.7414	0.7431	0.7403
S2	0.7392	0.7392	0.7426
S3	0.7334	0.7356	0.7421
S4	0.7276	0.7298	0.7405

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7765	0.7510
R3	0.7695	0.7632	0.7473
R2	0.7562	0.7562	0.7461
R1	0.7499	0.7499	0.7449	0.7464
PP	0.7429	0.7429	0.7429	0.7411
S1	0.7366	0.7366	0.7424	0.7331
S2	0.7296	0.7296	0.7412
S3	0.7163	0.7233	0.7400
S4	0.7030	0.7100	0.7363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7612	0.7358	0.0254	3.4%	0.0105	1.4%	31%	False	False	166,632
10	0.7651	0.7358	0.0293	3.9%	0.0107	1.4%	27%	False	False	183,544
20	0.7947	0.7358	0.0589	7.9%	0.0091	1.2%	13%	False	False	113,120
40	0.7958	0.7358	0.0600	8.1%	0.0083	1.1%	13%	False	False	56,691
60	0.8295	0.7358	0.0937	12.6%	0.0075	1.0%	8%	False	False	37,824
80	0.8773	0.7358	0.1415	19.0%	0.0068	0.9%	6%	False	False	28,402

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

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7637
1.618	0.7579
1.000	0.7544
0.618	0.7521
HIGH	0.7486
0.618	0.7463
0.500	0.7457
0.382	0.7450
LOW	0.7428
0.618	0.7392
1.000	0.7370
1.618	0.7334
2.618	0.7276
4.250	0.7181

Fisher Pivots for day following 24-Jun-2022
Pivot	1 day	3 day
R1	0.7457	0.7433
PP	0.7450	0.7429
S1	0.7443	0.7425

Download as Excel Spreadsheet

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

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