CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	0.7423	0.7546	0.0123	1.7%	0.7533
High	0.7595	0.7612	0.0017	0.2%	0.7696
Low	0.7411	0.7522	0.0111	1.5%	0.7402
Close	0.7546	0.7543	-0.0003	0.0%	0.7425
Range	0.0184	0.0090	-0.0094	-51.1%	0.0294
ATR	0.0095	0.0095	0.0000	-0.4%	0.0000
Volume	202,567	138,510	-64,057	-31.6%	1,068,635

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7776	0.7593
R3	0.7739	0.7686	0.7568
R2	0.7649	0.7649	0.7560
R1	0.7596	0.7596	0.7551	0.7577
PP	0.7559	0.7559	0.7559	0.7549
S1	0.7506	0.7506	0.7535	0.7487
S2	0.7469	0.7469	0.7527
S3	0.7379	0.7416	0.7518
S4	0.7289	0.7326	0.7494

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	0.7612	0.7398	0.0214	2.8%	0.0108	1.4%	68%	True	False	158,324
10	0.7696	0.7398	0.0299	4.0%	0.0116	1.5%	49%	False	False	191,495
20	0.7696	0.7221	0.0475	6.3%	0.0090	1.2%	68%	False	False	162,981
40	0.7696	0.7209	0.0488	6.5%	0.0088	1.2%	69%	False	False	161,726
60	0.7958	0.7209	0.0750	9.9%	0.0084	1.1%	45%	False	False	124,458
80	0.7958	0.7209	0.0750	9.9%	0.0082	1.1%	45%	False	False	93,391
100	0.8443	0.7209	0.1235	16.4%	0.0078	1.0%	27%	False	False	74,733
120	0.8773	0.7209	0.1565	20.7%	0.0069	0.9%	21%	False	False	62,288

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7994
2.618	0.7847
1.618	0.7757
1.000	0.7702
0.618	0.7667
HIGH	0.7612
0.618	0.7577
0.500	0.7567
0.382	0.7556
LOW	0.7522
0.618	0.7466
1.000	0.7432
1.618	0.7376
2.618	0.7286
4.250	0.7139

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	0.7567	0.7532
PP	0.7559	0.7522
S1	0.7551	0.7511

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