CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	0.7398	0.7394	-0.0004	-0.1%	0.7440
High	0.7448	0.7414	-0.0034	-0.5%	0.7476
Low	0.7389	0.7377	-0.0013	-0.2%	0.7339
Close	0.7393	0.7383	-0.0010	-0.1%	0.7432
Range	0.0059	0.0037	-0.0022	-36.8%	0.0137
ATR	0.0082	0.0079	-0.0003	-3.9%	0.0000
Volume	172,566	126,839	-45,727	-26.5%	643,896

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7502	0.7480	0.7403
R3	0.7465	0.7443	0.7393
R2	0.7428	0.7428	0.7390
R1	0.7406	0.7406	0.7386	0.7398
PP	0.7391	0.7391	0.7391	0.7387
S1	0.7369	0.7369	0.7380	0.7361
S2	0.7354	0.7354	0.7376
S3	0.7317	0.7332	0.7373
S4	0.7280	0.7295	0.7363

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	0.7349	0.0113	1.5%	0.0064	0.9%	31%	False	False	157,595
10	0.7491	0.7339	0.0152	2.1%	0.0068	0.9%	29%	False	False	141,946
20	0.7651	0.7339	0.0312	4.2%	0.0088	1.2%	14%	False	False	162,611
40	0.7958	0.7339	0.0619	8.4%	0.0080	1.1%	7%	False	False	85,166
60	0.8096	0.7339	0.0757	10.3%	0.0077	1.0%	6%	False	False	56,820
80	0.8544	0.7339	0.1205	16.3%	0.0072	1.0%	4%	False	False	42,643
100	0.8773	0.7339	0.1434	19.4%	0.0062	0.8%	3%	False	False	34,127

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7510
1.618	0.7473
1.000	0.7451
0.618	0.7436
HIGH	0.7414
0.618	0.7399
0.500	0.7395
0.382	0.7391
LOW	0.7377
0.618	0.7354
1.000	0.7340
1.618	0.7317
2.618	0.7280
4.250	0.7219

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	0.7395	0.7414
PP	0.7391	0.7404
S1	0.7387	0.7393

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

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