CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	0.7383	0.7312	-0.0071	-1.0%	0.7432
High	0.7384	0.7363	-0.0021	-0.3%	0.7458
Low	0.7294	0.7306	0.0012	0.2%	0.7358
Close	0.7319	0.7348	0.0029	0.4%	0.7378
Range	0.0090	0.0057	-0.0033	-36.9%	0.0100
ATR	0.0079	0.0077	-0.0002	-2.0%	0.0000
Volume	136,001	116,453	-19,548	-14.4%	693,678

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7484	0.7379
R3	0.7452	0.7428	0.7363
R2	0.7395	0.7395	0.7358
R1	0.7371	0.7371	0.7353	0.7383
PP	0.7339	0.7339	0.7339	0.7345
S1	0.7315	0.7315	0.7342	0.7327
S2	0.7282	0.7282	0.7337
S3	0.7226	0.7258	0.7332
S4	0.7169	0.7202	0.7316

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	0.7448	0.7294	0.0154	2.1%	0.0062	0.8%	35%	False	False	149,878
10	0.7461	0.7294	0.0167	2.3%	0.0067	0.9%	32%	False	False	148,291
20	0.7651	0.7294	0.0357	4.9%	0.0086	1.2%	15%	False	False	161,557
40	0.7958	0.7294	0.0664	9.0%	0.0079	1.1%	8%	False	False	96,393
60	0.8047	0.7294	0.0753	10.2%	0.0078	1.1%	7%	False	False	64,318
80	0.8491	0.7294	0.1197	16.3%	0.0074	1.0%	4%	False	False	48,262
100	0.8773	0.7294	0.1479	20.1%	0.0063	0.9%	4%	False	False	38,622

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7603
2.618	0.7510
1.618	0.7454
1.000	0.7419
0.618	0.7397
HIGH	0.7363
0.618	0.7341
0.500	0.7334
0.382	0.7328
LOW	0.7306
0.618	0.7271
1.000	0.7250
1.618	0.7215
2.618	0.7158
4.250	0.7066

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	0.7343	0.7360
PP	0.7339	0.7356
S1	0.7334	0.7352

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols