CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	0.7523	0.7496	-0.0027	-0.4%	0.7378
High	0.7586	0.7556	-0.0030	-0.4%	0.7575
Low	0.7458	0.7463	0.0005	0.1%	0.7304
Close	0.7482	0.7548	0.0067	0.9%	0.7527
Range	0.0128	0.0094	-0.0035	-27.0%	0.0271
ATR	0.0088	0.0089	0.0000	0.4%	0.0000
Volume	217,846	155,545	-62,301	-28.6%	862,771

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7769	0.7599
R3	0.7709	0.7675	0.7574
R2	0.7616	0.7616	0.7565
R1	0.7582	0.7582	0.7557	0.7599
PP	0.7522	0.7522	0.7522	0.7531
S1	0.7488	0.7488	0.7539	0.7505
S2	0.7429	0.7429	0.7531
S3	0.7335	0.7395	0.7522
S4	0.7242	0.7301	0.7497

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	0.7453	0.0244	3.2%	0.0124	1.6%	39%	False	False	224,667
10	0.7696	0.7279	0.0418	5.5%	0.0103	1.4%	65%	False	False	191,230
20	0.7696	0.7209	0.0488	6.5%	0.0082	1.1%	70%	False	False	163,533
40	0.7696	0.7209	0.0488	6.5%	0.0085	1.1%	70%	False	False	163,072
60	0.7958	0.7209	0.0750	9.9%	0.0081	1.1%	45%	False	False	111,289
80	0.8096	0.7209	0.0888	11.8%	0.0078	1.0%	38%	False	False	83,498
100	0.8544	0.7209	0.1336	17.7%	0.0074	1.0%	25%	False	False	66,821
120	0.8773	0.7209	0.1565	20.7%	0.0066	0.9%	22%	False	False	55,694

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7953
2.618	0.7801
1.618	0.7707
1.000	0.7650
0.618	0.7614
HIGH	0.7556
0.618	0.7520
0.500	0.7509
0.382	0.7498
LOW	0.7463
0.618	0.7405
1.000	0.7369
1.618	0.7311
2.618	0.7218
4.250	0.7065

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	0.7535	0.7577
PP	0.7522	0.7567
S1	0.7509	0.7558

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols