CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 0.7840 0.7773 -0.0067 -0.9% 0.7795
High 0.7850 0.7794 -0.0057 -0.7% 0.7883
Low 0.7777 0.7755 -0.0023 -0.3% 0.7755
Close 0.7777 0.7765 -0.0012 -0.2% 0.7765
Range 0.0073 0.0039 -0.0034 -46.6% 0.0128
ATR 0.0068 0.0066 -0.0002 -3.1% 0.0000
Volume 40 1 -39 -97.5% 60
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7888 0.7866 0.7786
R3 0.7849 0.7827 0.7776
R2 0.7810 0.7810 0.7772
R1 0.7788 0.7788 0.7769 0.7779
PP 0.7771 0.7771 0.7771 0.7767
S1 0.7749 0.7749 0.7761 0.7740
S2 0.7732 0.7732 0.7758
S3 0.7693 0.7710 0.7754
S4 0.7654 0.7671 0.7744
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.8185 0.8103 0.7835
R3 0.8057 0.7975 0.7800
R2 0.7929 0.7929 0.7788
R1 0.7847 0.7847 0.7777 0.7824
PP 0.7801 0.7801 0.7801 0.7789
S1 0.7719 0.7719 0.7753 0.7696
S2 0.7673 0.7673 0.7742
S3 0.7545 0.7591 0.7730
S4 0.7417 0.7463 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7883 0.7755 0.0128 1.6% 0.0022 0.3% 8% False True 12
10 0.7979 0.7732 0.0247 3.2% 0.0039 0.5% 13% False False 8
20 0.8192 0.7732 0.0460 5.9% 0.0039 0.5% 7% False False 6
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7896
1.618 0.7857
1.000 0.7833
0.618 0.7818
HIGH 0.7794
0.618 0.7779
0.500 0.7774
0.382 0.7769
LOW 0.7755
0.618 0.7730
1.000 0.7716
1.618 0.7691
2.618 0.7652
4.250 0.7589
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 0.7774 0.7819
PP 0.7771 0.7801
S1 0.7768 0.7783

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

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