CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	0.7313	0.7229	-0.0085	-1.2%	0.7383
High	0.7317	0.7260	-0.0057	-0.8%	0.7384
Low	0.7209	0.7221	0.0013	0.2%	0.7209
Close	0.7236	0.7250	0.0014	0.2%	0.7250
Range	0.0108	0.0039	-0.0070	-64.4%	0.0175
ATR	0.0079	0.0076	-0.0003	-3.7%	0.0000
Volume	195,767	123,310	-72,457	-37.0%	728,441

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7359	0.7343	0.7271
R3	0.7320	0.7304	0.7260
R2	0.7282	0.7282	0.7257
R1	0.7266	0.7266	0.7253	0.7274
PP	0.7243	0.7243	0.7243	0.7247
S1	0.7227	0.7227	0.7246	0.7235
S2	0.7205	0.7205	0.7242
S3	0.7166	0.7189	0.7239
S4	0.7128	0.7150	0.7228

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7806	0.7703	0.7346
R3	0.7631	0.7528	0.7298
R2	0.7456	0.7456	0.7282
R1	0.7353	0.7353	0.7266	0.7317
PP	0.7281	0.7281	0.7281	0.7263
S1	0.7178	0.7178	0.7233	0.7142
S2	0.7106	0.7106	0.7217
S3	0.6931	0.7003	0.7201
S4	0.6756	0.6828	0.7153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7384	0.7209	0.0175	2.4%	0.0071	1.0%	23%	False	False	145,688
10	0.7461	0.7209	0.0253	3.5%	0.0067	0.9%	16%	False	False	157,781
20	0.7651	0.7209	0.0442	6.1%	0.0082	1.1%	9%	False	False	156,595
40	0.7958	0.7209	0.0750	10.3%	0.0080	1.1%	5%	False	False	108,272
60	0.7958	0.7209	0.0750	10.3%	0.0078	1.1%	5%	False	False	72,248
80	0.8376	0.7209	0.1167	16.1%	0.0075	1.0%	4%	False	False	54,212
100	0.8773	0.7209	0.1565	21.6%	0.0065	0.9%	3%	False	False	43,382

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7423
2.618	0.7360
1.618	0.7322
1.000	0.7298
0.618	0.7283
HIGH	0.7260
0.618	0.7245
0.500	0.7240
0.382	0.7236
LOW	0.7221
0.618	0.7197
1.000	0.7183
1.618	0.7159
2.618	0.7120
4.250	0.7057

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	0.7246	0.7280
PP	0.7243	0.7270
S1	0.7240	0.7260

Download as Excel Spreadsheet

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

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