CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	0.7496	0.7543	0.0047	0.6%	0.7533
High	0.7556	0.7570	0.0014	0.2%	0.7696
Low	0.7463	0.7402	-0.0061	-0.8%	0.7402
Close	0.7548	0.7425	-0.0124	-1.6%	0.7425
Range	0.0094	0.0168	0.0074	79.1%	0.0294
ATR	0.0089	0.0094	0.0006	6.3%	0.0000
Volume	155,545	212,043	56,498	36.3%	1,068,635

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7968	0.7864	0.7517
R3	0.7800	0.7696	0.7471
R2	0.7633	0.7633	0.7455
R1	0.7529	0.7529	0.7440	0.7497
PP	0.7465	0.7465	0.7465	0.7450
S1	0.7361	0.7361	0.7409	0.7330
S2	0.7298	0.7298	0.7394
S3	0.7130	0.7194	0.7378
S4	0.6963	0.7026	0.7332

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8201	0.7586
R3	0.8096	0.7907	0.7505
R2	0.7802	0.7802	0.7478
R1	0.7613	0.7613	0.7451	0.7560
PP	0.7508	0.7508	0.7508	0.7481
S1	0.7319	0.7319	0.7398	0.7266
S2	0.7214	0.7214	0.7371
S3	0.6920	0.7025	0.7344
S4	0.6626	0.6731	0.7263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7402	0.0294	4.0%	0.0133	1.8%	8%	False	True	213,727
10	0.7696	0.7304	0.0393	5.3%	0.0107	1.4%	31%	False	False	193,140
20	0.7696	0.7209	0.0488	6.6%	0.0087	1.2%	44%	False	False	164,259
40	0.7696	0.7209	0.0488	6.6%	0.0087	1.2%	44%	False	False	164,987
60	0.7958	0.7209	0.0750	10.1%	0.0083	1.1%	29%	False	False	114,820
80	0.8051	0.7209	0.0842	11.3%	0.0079	1.1%	26%	False	False	86,148
100	0.8538	0.7209	0.1330	17.9%	0.0076	1.0%	16%	False	False	68,938
120	0.8773	0.7209	0.1565	21.1%	0.0067	0.9%	14%	False	False	57,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8281
2.618	0.8008
1.618	0.7841
1.000	0.7737
0.618	0.7673
HIGH	0.7570
0.618	0.7506
0.500	0.7486
0.382	0.7466
LOW	0.7402
0.618	0.7298
1.000	0.7235
1.618	0.7131
2.618	0.6963
4.250	0.6690

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	0.7486	0.7494
PP	0.7465	0.7471
S1	0.7445	0.7448

Download as Excel Spreadsheet

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

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