CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	0.7344	0.7313	-0.0031	-0.4%	0.7432
High	0.7351	0.7317	-0.0034	-0.5%	0.7458
Low	0.7289	0.7209	-0.0080	-1.1%	0.7358
Close	0.7319	0.7236	-0.0083	-1.1%	0.7378
Range	0.0062	0.0108	0.0046	74.2%	0.0100
ATR	0.0076	0.0079	0.0002	3.2%	0.0000
Volume	156,910	195,767	38,857	24.8%	693,678

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7515	0.7295
R3	0.7470	0.7407	0.7266
R2	0.7362	0.7362	0.7256
R1	0.7299	0.7299	0.7246	0.7276
PP	0.7254	0.7254	0.7254	0.7242
S1	0.7191	0.7191	0.7226	0.7168
S2	0.7146	0.7146	0.7216
S3	0.7038	0.7083	0.7206
S4	0.6930	0.6975	0.7177

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	0.7209	0.0217	3.0%	0.0077	1.1%	13%	False	True	160,532
10	0.7461	0.7209	0.0253	3.5%	0.0070	1.0%	11%	False	True	159,063
20	0.7651	0.7209	0.0442	6.1%	0.0086	1.2%	6%	False	True	160,470
40	0.7958	0.7209	0.0750	10.4%	0.0080	1.1%	4%	False	True	105,197
60	0.7958	0.7209	0.0750	10.4%	0.0079	1.1%	4%	False	True	70,194
80	0.8443	0.7209	0.1235	17.1%	0.0075	1.0%	2%	False	True	52,671
100	0.8773	0.7209	0.1565	21.6%	0.0065	0.9%	2%	False	True	42,149

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	0.0013
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7599
1.618	0.7491
1.000	0.7425
0.618	0.7383
HIGH	0.7317
0.618	0.7275
0.500	0.7263
0.382	0.7250
LOW	0.7209
0.618	0.7142
1.000	0.7101
1.618	0.7034
2.618	0.6926
4.250	0.6750

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	0.7263	0.7286
PP	0.7254	0.7269
S1	0.7245	0.7253

Download as Excel Spreadsheet

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

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