CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 27-Jun-2022

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	0.7454	0.7440	-0.0014	-0.2%	0.7456
High	0.7486	0.7476	-0.0010	-0.1%	0.7491
Low	0.7428	0.7419	-0.0009	-0.1%	0.7358
Close	0.7437	0.7426	-0.0011	-0.1%	0.7437
Range	0.0058	0.0057	-0.0002	-2.6%	0.0133
ATR	0.0092	0.0089	-0.0003	-2.7%	0.0000
Volume	119,118	107,110	-12,008	-10.1%	611,283

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7574	0.7457
R3	0.7553	0.7518	0.7442
R2	0.7497	0.7497	0.7436
R1	0.7461	0.7461	0.7431	0.7451
PP	0.7440	0.7440	0.7440	0.7435
S1	0.7405	0.7405	0.7421	0.7394
S2	0.7384	0.7384	0.7416
S3	0.7327	0.7348	0.7410
S4	0.7271	0.7292	0.7395

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	0.7491	0.7358	0.0133	1.8%	0.0079	1.1%	51%	False	False	143,678
10	0.7651	0.7358	0.0293	3.9%	0.0106	1.4%	23%	False	False	174,823
20	0.7940	0.7358	0.0582	7.8%	0.0091	1.2%	12%	False	False	118,432
40	0.7958	0.7358	0.0600	8.1%	0.0080	1.1%	11%	False	False	59,361
60	0.8295	0.7358	0.0937	12.6%	0.0075	1.0%	7%	False	False	39,608
80	0.8773	0.7358	0.1415	19.1%	0.0069	0.9%	5%	False	False	29,741
100	0.8786	0.7358	0.1428	19.2%	0.0059	0.8%	5%	False	False	23,805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7716
2.618	0.7623
1.618	0.7567
1.000	0.7532
0.618	0.7510
HIGH	0.7476
0.618	0.7454
0.500	0.7447
0.382	0.7441
LOW	0.7419
0.618	0.7384
1.000	0.7363
1.618	0.7328
2.618	0.7271
4.250	0.7179

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	0.7447	0.7438
PP	0.7440	0.7434
S1	0.7433	0.7430

Download as Excel Spreadsheet

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

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