CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 13-Jul-2022

Day Change Summary
	Previous	Current
	12-Jul-2022	13-Jul-2022	Change	Change %	Previous Week
Open	0.7312	0.7344	0.0033	0.4%	0.7432
High	0.7363	0.7351	-0.0012	-0.2%	0.7458
Low	0.7306	0.7289	-0.0018	-0.2%	0.7358
Close	0.7348	0.7319	-0.0029	-0.4%	0.7378
Range	0.0057	0.0062	0.0006	9.7%	0.0100
ATR	0.0077	0.0076	-0.0001	-1.4%	0.0000
Volume	116,453	156,910	40,457	34.7%	693,678

Daily Pivots for day following 13-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7474	0.7353
R3	0.7443	0.7412	0.7336
R2	0.7381	0.7381	0.7330
R1	0.7350	0.7350	0.7324	0.7335
PP	0.7319	0.7319	0.7319	0.7312
S1	0.7288	0.7288	0.7313	0.7273
S2	0.7257	0.7257	0.7307
S3	0.7195	0.7226	0.7301
S4	0.7133	0.7164	0.7284

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	0.7425	0.7289	0.0137	1.9%	0.0063	0.9%	22%	False	True	146,746
10	0.7461	0.7289	0.0173	2.4%	0.0066	0.9%	17%	False	True	152,566
20	0.7651	0.7289	0.0362	4.9%	0.0085	1.2%	8%	False	True	159,104
40	0.7958	0.7289	0.0670	9.1%	0.0079	1.1%	4%	False	True	100,308
60	0.7960	0.7289	0.0672	9.2%	0.0078	1.1%	4%	False	True	66,933
80	0.8491	0.7289	0.1203	16.4%	0.0074	1.0%	2%	False	True	50,224
100	0.8773	0.7289	0.1485	20.3%	0.0064	0.9%	2%	False	True	40,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7614
2.618	0.7513
1.618	0.7451
1.000	0.7413
0.618	0.7389
HIGH	0.7351
0.618	0.7327
0.500	0.7320
0.382	0.7312
LOW	0.7289
0.618	0.7250
1.000	0.7227
1.618	0.7188
2.618	0.7126
4.250	0.7025

Fisher Pivots for day following 13-Jul-2022
Pivot	1 day	3 day
R1	0.7320	0.7336
PP	0.7319	0.7330
S1	0.7319	0.7324

Download as Excel Spreadsheet

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

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