CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 18-Jul-2022

Day Change Summary
	Previous	Current
	15-Jul-2022	18-Jul-2022	Change	Change %	Previous Week
Open	0.7229	0.7254	0.0025	0.3%	0.7383
High	0.7260	0.7285	0.0026	0.4%	0.7384
Low	0.7221	0.7249	0.0028	0.4%	0.7209
Close	0.7250	0.7277	0.0027	0.4%	0.7250
Range	0.0039	0.0036	-0.0003	-6.5%	0.0175
ATR	0.0076	0.0073	-0.0003	-3.8%	0.0000
Volume	123,310	77,138	-46,172	-37.4%	728,441

Daily Pivots for day following 18-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7363	0.7296
R3	0.7342	0.7327	0.7286
R2	0.7306	0.7306	0.7283
R1	0.7291	0.7291	0.7280	0.7299
PP	0.7270	0.7270	0.7270	0.7274
S1	0.7255	0.7255	0.7273	0.7263
S2	0.7234	0.7234	0.7270
S3	0.7198	0.7219	0.7267
S4	0.7162	0.7183	0.7257

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	0.7363	0.7209	0.0154	2.1%	0.0060	0.8%	44%	False	False	133,915
10	0.7458	0.7209	0.0249	3.4%	0.0064	0.9%	27%	False	False	149,925
20	0.7612	0.7209	0.0404	5.5%	0.0075	1.0%	17%	False	False	148,815
40	0.7958	0.7209	0.0750	10.3%	0.0079	1.1%	9%	False	False	110,195
60	0.7958	0.7209	0.0750	10.3%	0.0077	1.1%	9%	False	False	73,532
80	0.8336	0.7209	0.1128	15.5%	0.0075	1.0%	6%	False	False	55,174
100	0.8773	0.7209	0.1565	21.5%	0.0065	0.9%	4%	False	False	44,153

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7438
2.618	0.7379
1.618	0.7343
1.000	0.7321
0.618	0.7307
HIGH	0.7285
0.618	0.7271
0.500	0.7267
0.382	0.7263
LOW	0.7249
0.618	0.7227
1.000	0.7213
1.618	0.7191
2.618	0.7155
4.250	0.7096

Fisher Pivots for day following 18-Jul-2022
Pivot	1 day	3 day
R1	0.7273	0.7272
PP	0.7270	0.7267
S1	0.7267	0.7263

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

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