CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	0.7387	0.7363	-0.0025	-0.3%	0.7456
High	0.7407	0.7417	0.0010	0.1%	0.7491
Low	0.7339	0.7349	0.0010	0.1%	0.7358
Close	0.7365	0.7416	0.0051	0.7%	0.7437
Range	0.0068	0.0068	0.0000	0.0%	0.0133
ATR	0.0086	0.0085	-0.0001	-1.5%	0.0000
Volume	130,790	136,136	5,346	4.1%	611,283

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7575	0.7453
R3	0.7530	0.7507	0.7434
R2	0.7462	0.7462	0.7428
R1	0.7439	0.7439	0.7422	0.7450
PP	0.7394	0.7394	0.7394	0.7399
S1	0.7371	0.7371	0.7409	0.7382
S2	0.7326	0.7326	0.7403
S3	0.7258	0.7303	0.7397
S4	0.7190	0.7235	0.7378

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	0.7486	0.7339	0.0147	2.0%	0.0064	0.9%	52%	False	False	121,464
10	0.7651	0.7339	0.0312	4.2%	0.0097	1.3%	25%	False	False	155,408
20	0.7764	0.7339	0.0425	5.7%	0.0089	1.2%	18%	False	False	137,190
40	0.7958	0.7339	0.0619	8.3%	0.0081	1.1%	12%	False	False	68,882
60	0.8217	0.7339	0.0878	11.8%	0.0076	1.0%	9%	False	False	45,958
80	0.8694	0.7339	0.1355	18.3%	0.0070	0.9%	6%	False	False	34,501
100	0.8773	0.7339	0.1434	19.3%	0.0061	0.8%	5%	False	False	27,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018

Fibonacci Retracements and Extensions
4.250	0.7706
2.618	0.7595
1.618	0.7527
1.000	0.7485
0.618	0.7459
HIGH	0.7417
0.618	0.7391
0.500	0.7383
0.382	0.7374
LOW	0.7349
0.618	0.7306
1.000	0.7281
1.618	0.7238
2.618	0.7170
4.250	0.7060

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	0.7405	0.7407
PP	0.7394	0.7399
S1	0.7383	0.7391

Download as Excel Spreadsheet

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

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