CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	0.7432	0.7398	-0.0034	-0.5%	0.7440
High	0.7458	0.7448	-0.0010	-0.1%	0.7476
Low	0.7371	0.7389	0.0019	0.3%	0.7339
Close	0.7410	0.7393	-0.0017	-0.2%	0.7432
Range	0.0087	0.0059	-0.0029	-32.8%	0.0137
ATR	0.0084	0.0082	-0.0002	-2.2%	0.0000
Volume	196,742	172,566	-24,176	-12.3%	643,896

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7547	0.7425
R3	0.7527	0.7489	0.7409
R2	0.7468	0.7468	0.7403
R1	0.7430	0.7430	0.7398	0.7420
PP	0.7410	0.7410	0.7410	0.7405
S1	0.7372	0.7372	0.7387	0.7362
S2	0.7351	0.7351	0.7382
S3	0.7293	0.7313	0.7376
S4	0.7234	0.7255	0.7360

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	1.7%	0.0070	0.9%	44%	False	False	158,385
10	0.7491	0.7339	0.0152	2.1%	0.0070	0.9%	35%	False	False	143,657
20	0.7651	0.7339	0.0312	4.2%	0.0089	1.2%	17%	False	False	160,094
40	0.7958	0.7339	0.0619	8.4%	0.0081	1.1%	9%	False	False	81,999
60	0.8140	0.7339	0.0801	10.8%	0.0077	1.0%	7%	False	False	54,706
80	0.8655	0.7339	0.1316	17.8%	0.0073	1.0%	4%	False	False	41,060
100	0.8773	0.7339	0.1434	19.4%	0.0062	0.8%	4%	False	False	32,858

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7601
1.618	0.7542
1.000	0.7506
0.618	0.7484
HIGH	0.7448
0.618	0.7425
0.500	0.7418
0.382	0.7411
LOW	0.7389
0.618	0.7353
1.000	0.7331
1.618	0.7294
2.618	0.7236
4.250	0.7140

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	0.7418	0.7416
PP	0.7410	0.7408
S1	0.7401	0.7400

Download as Excel Spreadsheet

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

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