CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 08-Jul-2022

Day Change Summary
	Previous	Current
	07-Jul-2022	08-Jul-2022	Change	Change %	Previous Week
Open	0.7394	0.7388	-0.0007	-0.1%	0.7432
High	0.7414	0.7425	0.0012	0.2%	0.7458
Low	0.7377	0.7358	-0.0019	-0.3%	0.7358
Close	0.7383	0.7378	-0.0005	-0.1%	0.7378
Range	0.0037	0.0068	0.0031	82.4%	0.0100
ATR	0.0079	0.0078	-0.0001	-1.0%	0.0000
Volume	126,839	197,531	70,692	55.7%	693,678

Daily Pivots for day following 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7589	0.7551	0.7415
R3	0.7522	0.7484	0.7397
R2	0.7454	0.7454	0.7390
R1	0.7416	0.7416	0.7384	0.7402
PP	0.7387	0.7387	0.7387	0.7380
S1	0.7349	0.7349	0.7372	0.7334
S2	0.7319	0.7319	0.7366
S3	0.7252	0.7281	0.7359
S4	0.7184	0.7214	0.7341

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7638	0.7433
R3	0.7598	0.7538	0.7406
R2	0.7498	0.7498	0.7396
R1	0.7438	0.7438	0.7387	0.7418
PP	0.7398	0.7398	0.7398	0.7388
S1	0.7338	0.7338	0.7369	0.7318
S2	0.7298	0.7298	0.7360
S3	0.7198	0.7238	0.7351
S4	0.7098	0.7138	0.7323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7461	0.7358	0.0104	1.4%	0.0064	0.9%	20%	False	True	169,874
10	0.7486	0.7339	0.0147	2.0%	0.0064	0.9%	27%	False	False	145,669
20	0.7651	0.7339	0.0312	4.2%	0.0086	1.2%	13%	False	False	165,714
40	0.7958	0.7339	0.0619	8.4%	0.0081	1.1%	6%	False	False	90,100
60	0.8051	0.7339	0.0712	9.6%	0.0077	1.0%	5%	False	False	60,111
80	0.8538	0.7339	0.1199	16.3%	0.0073	1.0%	3%	False	False	45,108
100	0.8773	0.7339	0.1434	19.4%	0.0062	0.8%	3%	False	False	36,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7712
2.618	0.7602
1.618	0.7534
1.000	0.7493
0.618	0.7467
HIGH	0.7425
0.618	0.7399
0.500	0.7391
0.382	0.7383
LOW	0.7358
0.618	0.7316
1.000	0.7290
1.618	0.7248
2.618	0.7181
4.250	0.7071

Fisher Pivots for day following 08-Jul-2022
Pivot	1 day	3 day
R1	0.7391	0.7403
PP	0.7387	0.7394
S1	0.7382	0.7386

Download as Excel Spreadsheet

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

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