CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 01-Jul-2022

Day Change Summary
	Previous	Current
	30-Jun-2022	01-Jul-2022	Change	Change %	Previous Week
Open	0.7363	0.7406	0.0043	0.6%	0.7440
High	0.7417	0.7461	0.0045	0.6%	0.7476
Low	0.7349	0.7393	0.0044	0.6%	0.7339
Close	0.7416	0.7432	0.0017	0.2%	0.7432
Range	0.0068	0.0069	0.0001	0.7%	0.0137
ATR	0.0085	0.0084	-0.0001	-1.4%	0.0000
Volume	136,136	155,693	19,557	14.4%	643,896

Daily Pivots for day following 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7602	0.7470
R3	0.7566	0.7533	0.7451
R2	0.7497	0.7497	0.7445
R1	0.7465	0.7465	0.7438	0.7481
PP	0.7429	0.7429	0.7429	0.7437
S1	0.7396	0.7396	0.7426	0.7412
S2	0.7360	0.7360	0.7419
S3	0.7292	0.7328	0.7413
S4	0.7223	0.7259	0.7394

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7765	0.7507
R3	0.7689	0.7629	0.7470
R2	0.7552	0.7552	0.7457
R1	0.7492	0.7492	0.7445	0.7454
PP	0.7416	0.7416	0.7416	0.7396
S1	0.7356	0.7356	0.7419	0.7317
S2	0.7279	0.7279	0.7407
S3	0.7143	0.7219	0.7394
S4	0.7006	0.7083	0.7357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7339	0.0137	1.8%	0.0066	0.9%	68%	False	False	128,779
10	0.7612	0.7339	0.0273	3.7%	0.0085	1.1%	34%	False	False	147,705
20	0.7753	0.7339	0.0414	5.6%	0.0090	1.2%	22%	False	False	144,788
40	0.7958	0.7339	0.0619	8.3%	0.0081	1.1%	15%	False	False	72,771
60	0.8146	0.7339	0.0807	10.9%	0.0076	1.0%	12%	False	False	48,552
80	0.8686	0.7339	0.1347	18.1%	0.0071	1.0%	7%	False	False	36,447
100	0.8773	0.7339	0.1434	19.3%	0.0061	0.8%	6%	False	False	29,168

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7752
2.618	0.7640
1.618	0.7572
1.000	0.7530
0.618	0.7503
HIGH	0.7461
0.618	0.7435
0.500	0.7427
0.382	0.7419
LOW	0.7393
0.618	0.7350
1.000	0.7324
1.618	0.7282
2.618	0.7213
4.250	0.7101

Fisher Pivots for day following 01-Jul-2022
Pivot	1 day	3 day
R1	0.7430	0.7421
PP	0.7429	0.7411
S1	0.7427	0.7400

Download as Excel Spreadsheet

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

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