CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 05-Jul-2022

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	0.7406	0.7432	0.0026	0.4%	0.7440
High	0.7461	0.7458	-0.0004	0.0%	0.7476
Low	0.7393	0.7371	-0.0022	-0.3%	0.7339
Close	0.7432	0.7410	-0.0023	-0.3%	0.7432
Range	0.0069	0.0087	0.0019	27.0%	0.0137
ATR	0.0084	0.0084	0.0000	0.3%	0.0000
Volume	155,693	196,742	41,049	26.4%	643,896

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7629	0.7457
R3	0.7587	0.7542	0.7433
R2	0.7500	0.7500	0.7425
R1	0.7455	0.7455	0.7417	0.7434
PP	0.7413	0.7413	0.7413	0.7402
S1	0.7368	0.7368	0.7402	0.7347
S2	0.7326	0.7326	0.7394
S3	0.7239	0.7281	0.7386
S4	0.7152	0.7194	0.7362

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	0.7461	0.7339	0.0122	1.6%	0.0072	1.0%	58%	False	False	146,705
10	0.7491	0.7339	0.0152	2.1%	0.0076	1.0%	46%	False	False	145,192
20	0.7708	0.7339	0.0369	5.0%	0.0091	1.2%	19%	False	False	154,140
40	0.7958	0.7339	0.0619	8.4%	0.0080	1.1%	11%	False	False	77,686
60	0.8140	0.7339	0.0801	10.8%	0.0077	1.0%	9%	False	False	51,830
80	0.8668	0.7339	0.1329	17.9%	0.0072	1.0%	5%	False	False	38,903
100	0.8773	0.7339	0.1434	19.4%	0.0062	0.8%	5%	False	False	31,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7827
2.618	0.7685
1.618	0.7598
1.000	0.7545
0.618	0.7511
HIGH	0.7458
0.618	0.7424
0.500	0.7414
0.382	0.7404
LOW	0.7371
0.618	0.7317
1.000	0.7284
1.618	0.7230
2.618	0.7143
4.250	0.7001

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	0.7414	0.7408
PP	0.7413	0.7406
S1	0.7411	0.7405

Download as Excel Spreadsheet

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

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