CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	0.7388	0.7383	-0.0005	-0.1%	0.7432
High	0.7425	0.7384	-0.0042	-0.6%	0.7458
Low	0.7358	0.7294	-0.0064	-0.9%	0.7358
Close	0.7378	0.7319	-0.0060	-0.8%	0.7378
Range	0.0068	0.0090	0.0022	32.6%	0.0100
ATR	0.0078	0.0079	0.0001	1.0%	0.0000
Volume	197,531	136,001	-61,530	-31.1%	693,678

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7549	0.7368
R3	0.7511	0.7460	0.7343
R2	0.7422	0.7422	0.7335
R1	0.7370	0.7370	0.7327	0.7351
PP	0.7332	0.7332	0.7332	0.7323
S1	0.7281	0.7281	0.7310	0.7262
S2	0.7243	0.7243	0.7302
S3	0.7153	0.7191	0.7294
S4	0.7064	0.7102	0.7269

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	0.7458	0.7294	0.0164	2.2%	0.0068	0.9%	15%	False	True	165,935
10	0.7476	0.7294	0.0182	2.5%	0.0067	0.9%	13%	False	True	147,357
20	0.7651	0.7294	0.0357	4.9%	0.0087	1.2%	7%	False	True	165,451
40	0.7958	0.7294	0.0664	9.1%	0.0081	1.1%	4%	False	True	93,494
60	0.8047	0.7294	0.0753	10.3%	0.0078	1.1%	3%	False	True	62,377
80	0.8514	0.7294	0.1220	16.7%	0.0074	1.0%	2%	False	True	46,808
100	0.8773	0.7294	0.1479	20.2%	0.0063	0.9%	2%	False	True	37,458

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7764
2.618	0.7618
1.618	0.7528
1.000	0.7473
0.618	0.7439
HIGH	0.7384
0.618	0.7349
0.500	0.7339
0.382	0.7328
LOW	0.7294
0.618	0.7239
1.000	0.7205
1.618	0.7149
2.618	0.7060
4.250	0.6914

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	0.7339	0.7360
PP	0.7332	0.7346
S1	0.7325	0.7332

Download as Excel Spreadsheet

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

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