CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	0.7254	0.7273	0.0019	0.3%	0.7383
High	0.7285	0.7312	0.0027	0.4%	0.7384
Low	0.7249	0.7258	0.0009	0.1%	0.7209
Close	0.7277	0.7268	-0.0009	-0.1%	0.7250
Range	0.0036	0.0054	0.0018	48.6%	0.0175
ATR	0.0073	0.0072	-0.0001	-1.9%	0.0000
Volume	77,138	111,944	34,806	45.1%	728,441

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7440	0.7407	0.7297
R3	0.7386	0.7354	0.7283
R2	0.7333	0.7333	0.7278
R1	0.7300	0.7300	0.7273	0.7290
PP	0.7279	0.7279	0.7279	0.7274
S1	0.7247	0.7247	0.7263	0.7236
S2	0.7226	0.7226	0.7258
S3	0.7172	0.7193	0.7253
S4	0.7119	0.7140	0.7239

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	0.7351	0.7209	0.0142	2.0%	0.0060	0.8%	42%	False	False	133,013
10	0.7448	0.7209	0.0239	3.3%	0.0061	0.8%	25%	False	False	141,445
20	0.7491	0.7209	0.0283	3.9%	0.0068	0.9%	21%	False	False	143,319
40	0.7958	0.7209	0.0750	10.3%	0.0077	1.1%	8%	False	False	112,982
60	0.7958	0.7209	0.0750	10.3%	0.0077	1.1%	8%	False	False	75,397
80	0.8307	0.7209	0.1098	15.1%	0.0075	1.0%	5%	False	False	56,562
100	0.8773	0.7209	0.1565	21.5%	0.0066	0.9%	4%	False	False	45,273

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7452
1.618	0.7398
1.000	0.7365
0.618	0.7345
HIGH	0.7312
0.618	0.7291
0.500	0.7285
0.382	0.7278
LOW	0.7258
0.618	0.7225
1.000	0.7205
1.618	0.7171
2.618	0.7118
4.250	0.7031

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	0.7285	0.7267
PP	0.7279	0.7267
S1	0.7274	0.7266

Download as Excel Spreadsheet

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

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