CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	0.7267	0.7265	-0.0003	0.0%	0.7383
High	0.7283	0.7314	0.0031	0.4%	0.7384
Low	0.7257	0.7231	-0.0026	-0.4%	0.7209
Close	0.7264	0.7294	0.0030	0.4%	0.7250
Range	0.0027	0.0084	0.0057	215.1%	0.0175
ATR	0.0068	0.0069	0.0001	1.6%	0.0000
Volume	83,637	159,676	76,039	90.9%	728,441

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7495	0.7339
R3	0.7446	0.7412	0.7316
R2	0.7363	0.7363	0.7309
R1	0.7328	0.7328	0.7301	0.7346
PP	0.7279	0.7279	0.7279	0.7288
S1	0.7245	0.7245	0.7286	0.7262
S2	0.7196	0.7196	0.7278
S3	0.7112	0.7161	0.7271
S4	0.7029	0.7078	0.7248

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	0.7314	0.7221	0.0093	1.3%	0.0048	0.7%	78%	True	False	111,141
10	0.7425	0.7209	0.0217	3.0%	0.0062	0.9%	39%	False	False	135,836
20	0.7491	0.7209	0.0283	3.9%	0.0065	0.9%	30%	False	False	138,891
40	0.7958	0.7209	0.0750	10.3%	0.0078	1.1%	11%	False	False	119,050
60	0.7958	0.7209	0.0750	10.3%	0.0076	1.0%	11%	False	False	79,438
80	0.8295	0.7209	0.1087	14.9%	0.0075	1.0%	8%	False	False	59,601
100	0.8773	0.7209	0.1565	21.5%	0.0066	0.9%	5%	False	False	47,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7533
1.618	0.7449
1.000	0.7398
0.618	0.7366
HIGH	0.7314
0.618	0.7282
0.500	0.7272
0.382	0.7262
LOW	0.7231
0.618	0.7179
1.000	0.7147
1.618	0.7095
2.618	0.7012
4.250	0.6876

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	0.7286	0.7286
PP	0.7279	0.7279
S1	0.7272	0.7272

Download as Excel Spreadsheet

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

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