CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 29-Jun-2022

Day Change Summary
	Previous	Current
	28-Jun-2022	29-Jun-2022	Change	Change %	Previous Week
Open	0.7423	0.7387	-0.0036	-0.5%	0.7456
High	0.7443	0.7407	-0.0036	-0.5%	0.7491
Low	0.7374	0.7339	-0.0035	-0.5%	0.7358
Close	0.7378	0.7365	-0.0013	-0.2%	0.7437
Range	0.0069	0.0068	-0.0001	-1.4%	0.0133
ATR	0.0088	0.0086	-0.0001	-1.6%	0.0000
Volume	114,167	130,790	16,623	14.6%	611,283

Daily Pivots for day following 29-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7574	0.7538	0.7402
R3	0.7506	0.7470	0.7384
R2	0.7438	0.7438	0.7377
R1	0.7402	0.7402	0.7371	0.7386
PP	0.7370	0.7370	0.7370	0.7363
S1	0.7334	0.7334	0.7359	0.7318
S2	0.7302	0.7302	0.7353
S3	0.7234	0.7266	0.7346
S4	0.7166	0.7198	0.7328

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	0.7339	0.0152	2.1%	0.0072	1.0%	17%	False	True	126,297
10	0.7651	0.7339	0.0312	4.2%	0.0102	1.4%	8%	False	True	161,877
20	0.7816	0.7339	0.0477	6.5%	0.0090	1.2%	5%	False	True	130,477
40	0.7958	0.7339	0.0619	8.4%	0.0080	1.1%	4%	False	True	65,480
60	0.8230	0.7339	0.0891	12.1%	0.0075	1.0%	3%	False	True	43,689
80	0.8728	0.7339	0.1389	18.9%	0.0070	0.9%	2%	False	True	32,803
100	0.8773	0.7339	0.1434	19.5%	0.0060	0.8%	2%	False	True	26,254

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7585
1.618	0.7517
1.000	0.7475
0.618	0.7449
HIGH	0.7407
0.618	0.7381
0.500	0.7373
0.382	0.7365
LOW	0.7339
0.618	0.7297
1.000	0.7271
1.618	0.7229
2.618	0.7161
4.250	0.7050

Fisher Pivots for day following 29-Jun-2022
Pivot	1 day	3 day
R1	0.7373	0.7407
PP	0.7370	0.7393
S1	0.7368	0.7379

Download as Excel Spreadsheet

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

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