CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	0.7424	0.7430	0.0006	0.1%	0.7533
High	0.7466	0.7447	-0.0019	-0.3%	0.7696
Low	0.7398	0.7417	0.0020	0.3%	0.7402
Close	0.7438	0.7419	-0.0019	-0.2%	0.7425
Range	0.0069	0.0030	-0.0039	-56.2%	0.0294
ATR	0.0093	0.0088	-0.0004	-4.8%	0.0000
Volume	147,485	91,015	-56,470	-38.3%	1,068,635

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7498	0.7436
R3	0.7488	0.7468	0.7427
R2	0.7458	0.7458	0.7425
R1	0.7438	0.7438	0.7422	0.7433
PP	0.7428	0.7428	0.7428	0.7425
S1	0.7408	0.7408	0.7416	0.7403
S2	0.7398	0.7398	0.7414
S3	0.7368	0.7378	0.7411
S4	0.7338	0.7348	0.7403

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	0.7586	0.7398	0.0188	2.5%	0.0098	1.3%	11%	False	False	164,786
10	0.7696	0.7304	0.0393	5.3%	0.0108	1.5%	29%	False	False	195,409
20	0.7696	0.7209	0.0488	6.6%	0.0085	1.1%	43%	False	False	163,561
40	0.7696	0.7209	0.0488	6.6%	0.0086	1.2%	43%	False	False	162,559
60	0.7958	0.7209	0.0750	10.1%	0.0081	1.1%	28%	False	False	118,782
80	0.8047	0.7209	0.0838	11.3%	0.0080	1.1%	25%	False	False	89,129
100	0.8491	0.7209	0.1283	17.3%	0.0076	1.0%	16%	False	False	71,322
120	0.8773	0.7209	0.1565	21.1%	0.0067	0.9%	13%	False	False	59,445

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0031
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7575
2.618	0.7526
1.618	0.7496
1.000	0.7477
0.618	0.7466
HIGH	0.7447
0.618	0.7436
0.500	0.7432
0.382	0.7428
LOW	0.7417
0.618	0.7398
1.000	0.7387
1.618	0.7368
2.618	0.7338
4.250	0.7290

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	0.7432	0.7484
PP	0.7428	0.7462
S1	0.7423	0.7441

Download as Excel Spreadsheet

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

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