CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	0.7543	0.7424	-0.0119	-1.6%	0.7533
High	0.7570	0.7466	-0.0104	-1.4%	0.7696
Low	0.7402	0.7398	-0.0005	-0.1%	0.7402
Close	0.7425	0.7438	0.0013	0.2%	0.7425
Range	0.0168	0.0069	-0.0099	-59.1%	0.0294
ATR	0.0094	0.0093	-0.0002	-2.0%	0.0000
Volume	212,043	147,485	-64,558	-30.4%	1,068,635

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7607	0.7475
R3	0.7571	0.7538	0.7456
R2	0.7502	0.7502	0.7450
R1	0.7470	0.7470	0.7444	0.7486
PP	0.7434	0.7434	0.7434	0.7442
S1	0.7401	0.7401	0.7431	0.7418
S2	0.7365	0.7365	0.7425
S3	0.7297	0.7333	0.7419
S4	0.7228	0.7264	0.7400

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	0.7398	0.0299	4.0%	0.0124	1.7%	13%	False	True	198,243
10	0.7696	0.7304	0.0393	5.3%	0.0109	1.5%	34%	False	False	195,907
20	0.7696	0.7209	0.0488	6.6%	0.0086	1.2%	47%	False	False	164,833
40	0.7696	0.7209	0.0488	6.6%	0.0087	1.2%	47%	False	False	165,142
60	0.7958	0.7209	0.0750	10.1%	0.0083	1.1%	31%	False	False	117,274
80	0.8047	0.7209	0.0838	11.3%	0.0080	1.1%	27%	False	False	87,991
100	0.8514	0.7209	0.1305	17.5%	0.0076	1.0%	18%	False	False	70,413
120	0.8773	0.7209	0.1565	21.0%	0.0067	0.9%	15%	False	False	58,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0031
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7645
1.618	0.7577
1.000	0.7535
0.618	0.7508
HIGH	0.7466
0.618	0.7440
0.500	0.7432
0.382	0.7424
LOW	0.7398
0.618	0.7355
1.000	0.7329
1.618	0.7287
2.618	0.7218
4.250	0.7106

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	0.7436	0.7484
PP	0.7434	0.7468
S1	0.7432	0.7453

Download as Excel Spreadsheet

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

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