CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	0.7440	0.7423	-0.0017	-0.2%	0.7456
High	0.7476	0.7443	-0.0033	-0.4%	0.7491
Low	0.7419	0.7374	-0.0046	-0.6%	0.7358
Close	0.7426	0.7378	-0.0049	-0.7%	0.7437
Range	0.0057	0.0069	0.0013	22.1%	0.0133
ATR	0.0089	0.0088	-0.0001	-1.6%	0.0000
Volume	107,110	114,167	7,057	6.6%	611,283

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7560	0.7415
R3	0.7536	0.7491	0.7396
R2	0.7467	0.7467	0.7390
R1	0.7422	0.7422	0.7384	0.7410
PP	0.7398	0.7398	0.7398	0.7392
S1	0.7353	0.7353	0.7371	0.7341
S2	0.7329	0.7329	0.7365
S3	0.7260	0.7284	0.7359
S4	0.7191	0.7215	0.7340

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%	0.0069	0.9%	15%	False	False	128,929
10	0.7651	0.7358	0.0293	4.0%	0.0104	1.4%	7%	False	False	165,643
20	0.7922	0.7358	0.0564	7.6%	0.0093	1.3%	3%	False	False	124,118
40	0.7958	0.7358	0.0600	8.1%	0.0079	1.1%	3%	False	False	62,212
60	0.8256	0.7358	0.0898	12.2%	0.0075	1.0%	2%	False	False	41,510
80	0.8773	0.7358	0.1415	19.2%	0.0070	0.9%	1%	False	False	31,168
100	0.8773	0.7358	0.1415	19.2%	0.0060	0.8%	1%	False	False	24,946

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7736
2.618	0.7623
1.618	0.7554
1.000	0.7512
0.618	0.7485
HIGH	0.7443
0.618	0.7416
0.500	0.7408
0.382	0.7400
LOW	0.7374
0.618	0.7331
1.000	0.7305
1.618	0.7262
2.618	0.7193
4.250	0.7080

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	0.7408	0.7430
PP	0.7398	0.7412
S1	0.7388	0.7395

Download as Excel Spreadsheet

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

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