CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	0.7623	0.7523	-0.0100	-1.3%	0.7378
High	0.7696	0.7586	-0.0111	-1.4%	0.7575
Low	0.7534	0.7458	-0.0076	-1.0%	0.7304
Close	0.7546	0.7482	-0.0064	-0.8%	0.7527
Range	0.0163	0.0128	-0.0035	-21.2%	0.0271
ATR	0.0085	0.0088	0.0003	3.6%	0.0000
Volume	258,297	217,846	-40,451	-15.7%	862,771

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7815	0.7552
R3	0.7764	0.7687	0.7517
R2	0.7636	0.7636	0.7505
R1	0.7559	0.7559	0.7493	0.7534
PP	0.7508	0.7508	0.7508	0.7496
S1	0.7431	0.7431	0.7470	0.7406
S2	0.7380	0.7380	0.7458
S3	0.7252	0.7303	0.7446
S4	0.7124	0.7175	0.7411

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8281	0.8175	0.7676
R3	0.8010	0.7904	0.7601
R2	0.7739	0.7739	0.7576
R1	0.7633	0.7633	0.7551	0.7686
PP	0.7468	0.7468	0.7468	0.7495
S1	0.7362	0.7362	0.7502	0.7415
S2	0.7197	0.7197	0.7477
S3	0.6926	0.7091	0.7452
S4	0.6655	0.6820	0.7377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7349	0.0347	4.6%	0.0132	1.8%	38%	False	False	241,924
10	0.7696	0.7231	0.0466	6.2%	0.0102	1.4%	54%	False	False	191,644
20	0.7696	0.7209	0.0488	6.5%	0.0080	1.1%	56%	False	False	162,098
40	0.7696	0.7209	0.0488	6.5%	0.0084	1.1%	56%	False	False	161,096
60	0.7958	0.7209	0.0750	10.0%	0.0080	1.1%	36%	False	False	108,699
80	0.8140	0.7209	0.0932	12.5%	0.0078	1.0%	29%	False	False	81,554
100	0.8655	0.7209	0.1447	19.3%	0.0074	1.0%	19%	False	False	65,268
120	0.8773	0.7209	0.1565	20.9%	0.0065	0.9%	17%	False	False	54,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.7921
1.618	0.7793
1.000	0.7714
0.618	0.7665
HIGH	0.7586
0.618	0.7537
0.500	0.7522
0.382	0.7506
LOW	0.7458
0.618	0.7378
1.000	0.7330
1.618	0.7250
2.618	0.7122
4.250	0.6914

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	0.7522	0.7577
PP	0.7508	0.7545
S1	0.7495	0.7513

Download as Excel Spreadsheet

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

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