CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	0.7273	0.7267	-0.0006	-0.1%	0.7383
High	0.7312	0.7283	-0.0029	-0.4%	0.7384
Low	0.7258	0.7257	-0.0002	0.0%	0.7209
Close	0.7268	0.7264	-0.0004	-0.1%	0.7250
Range	0.0054	0.0027	-0.0027	-50.5%	0.0175
ATR	0.0072	0.0068	-0.0003	-4.5%	0.0000
Volume	111,944	83,637	-28,307	-25.3%	728,441

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7347	0.7332	0.7279
R3	0.7321	0.7306	0.7271
R2	0.7294	0.7294	0.7269
R1	0.7279	0.7279	0.7266	0.7274
PP	0.7268	0.7268	0.7268	0.7265
S1	0.7253	0.7253	0.7262	0.7247
S2	0.7241	0.7241	0.7259
S3	0.7215	0.7226	0.7257
S4	0.7188	0.7200	0.7249

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	0.7317	0.7209	0.0108	1.5%	0.0053	0.7%	51%	False	False	118,359
10	0.7425	0.7209	0.0217	3.0%	0.0058	0.8%	26%	False	False	132,553
20	0.7491	0.7209	0.0283	3.9%	0.0064	0.9%	20%	False	False	138,105
40	0.7958	0.7209	0.0750	10.3%	0.0077	1.1%	7%	False	False	115,065
60	0.7958	0.7209	0.0750	10.3%	0.0076	1.0%	7%	False	False	76,780
80	0.8307	0.7209	0.1098	15.1%	0.0075	1.0%	5%	False	False	57,607
100	0.8773	0.7209	0.1565	21.5%	0.0066	0.9%	4%	False	False	46,109

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	0.7396
2.618	0.7352
1.618	0.7326
1.000	0.7310
0.618	0.7299
HIGH	0.7283
0.618	0.7273
0.500	0.7270
0.382	0.7267
LOW	0.7257
0.618	0.7240
1.000	0.7230
1.618	0.7214
2.618	0.7187
4.250	0.7144

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	0.7270	0.7280
PP	0.7268	0.7275
S1	0.7266	0.7269

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

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