CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	0.7348	0.7334	-0.0014	-0.2%	0.7254
High	0.7369	0.7365	-0.0004	-0.1%	0.7408
Low	0.7331	0.7304	-0.0027	-0.4%	0.7231
Close	0.7346	0.7360	0.0014	0.2%	0.7374
Range	0.0038	0.0061	0.0023	60.5%	0.0177
ATR	0.0070	0.0069	-0.0001	-0.9%	0.0000
Volume	95,995	138,381	42,386	44.2%	625,341

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7526	0.7504	0.7393
R3	0.7465	0.7443	0.7376
R2	0.7404	0.7404	0.7371
R1	0.7382	0.7382	0.7365	0.7393
PP	0.7343	0.7343	0.7343	0.7348
S1	0.7321	0.7321	0.7354	0.7332
S2	0.7282	0.7282	0.7348
S3	0.7221	0.7260	0.7343
S4	0.7160	0.7199	0.7326

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%	0.0072	1.0%	73%	False	False	141,363
10	0.7408	0.7209	0.0199	2.7%	0.0062	0.8%	76%	False	False	129,861
20	0.7461	0.7209	0.0253	3.4%	0.0064	0.9%	60%	False	False	141,213
40	0.7922	0.7209	0.0713	9.7%	0.0079	1.1%	21%	False	False	132,666
60	0.7958	0.7209	0.0750	10.2%	0.0074	1.0%	20%	False	False	88,546
80	0.8256	0.7209	0.1047	14.2%	0.0073	1.0%	14%	False	False	66,436
100	0.8773	0.7209	0.1565	21.3%	0.0068	0.9%	10%	False	False	53,177
120	0.8773	0.7209	0.1565	21.3%	0.0060	0.8%	10%	False	False	44,324

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7524
1.618	0.7463
1.000	0.7426
0.618	0.7402
HIGH	0.7365
0.618	0.7341
0.500	0.7334
0.382	0.7327
LOW	0.7304
0.618	0.7266
1.000	0.7243
1.618	0.7205
2.618	0.7144
4.250	0.7044

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	0.7351	0.7355
PP	0.7343	0.7351
S1	0.7334	0.7347

Download as Excel Spreadsheet

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

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