CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	0.7311	0.7378	0.0067	0.9%	0.7254
High	0.7408	0.7390	-0.0018	-0.2%	0.7408
Low	0.7279	0.7341	0.0063	0.9%	0.7231
Close	0.7374	0.7345	-0.0029	-0.4%	0.7374
Range	0.0129	0.0049	-0.0081	-62.4%	0.0177
ATR	0.0074	0.0072	-0.0002	-2.4%	0.0000
Volume	192,946	119,820	-73,126	-37.9%	625,341

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7473	0.7371
R3	0.7455	0.7424	0.7358
R2	0.7407	0.7407	0.7353
R1	0.7376	0.7376	0.7349	0.7367
PP	0.7358	0.7358	0.7358	0.7354
S1	0.7327	0.7327	0.7340	0.7319
S2	0.7310	0.7310	0.7336
S3	0.7261	0.7279	0.7331
S4	0.7213	0.7230	0.7318

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7868	0.7798	0.7471
R3	0.7691	0.7621	0.7422
R2	0.7514	0.7514	0.7406
R1	0.7444	0.7444	0.7390	0.7479
PP	0.7337	0.7337	0.7337	0.7355
S1	0.7267	0.7267	0.7357	0.7302
S2	0.7160	0.7160	0.7341
S3	0.6983	0.7090	0.7325
S4	0.6806	0.6913	0.7276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7408	0.7231	0.0177	2.4%	0.0068	0.9%	64%	False	False	133,604
10	0.7408	0.7209	0.0199	2.7%	0.0064	0.9%	68%	False	False	133,760
20	0.7476	0.7209	0.0267	3.6%	0.0066	0.9%	51%	False	False	140,558
40	0.7947	0.7209	0.0739	10.1%	0.0078	1.1%	18%	False	False	126,839
60	0.7958	0.7209	0.0750	10.2%	0.0077	1.0%	18%	False	False	84,647
80	0.8295	0.7209	0.1087	14.8%	0.0073	1.0%	13%	False	False	63,508
100	0.8773	0.7209	0.1565	21.3%	0.0067	0.9%	9%	False	False	50,834

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7516
1.618	0.7468
1.000	0.7438
0.618	0.7419
HIGH	0.7390
0.618	0.7371
0.500	0.7365
0.382	0.7360
LOW	0.7341
0.618	0.7311
1.000	0.7293
1.618	0.7263
2.618	0.7214
4.250	0.7135

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	0.7365	0.7336
PP	0.7358	0.7328
S1	0.7351	0.7319

Download as Excel Spreadsheet

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

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