CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7861 0.7929 0.0069 0.9% 0.7846
High 0.7974 0.7945 -0.0030 -0.4% 0.7974
Low 0.7861 0.7900 0.0040 0.5% 0.7812
Close 0.7935 0.7928 -0.0008 -0.1% 0.7928
Range 0.0114 0.0045 -0.0069 -60.8% 0.0163
ATR 0.0063 0.0062 -0.0001 -2.1% 0.0000
Volume 984 49 -935 -95.0% 1,500
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8058 0.8037 0.7952
R3 0.8013 0.7993 0.7940
R2 0.7969 0.7969 0.7936
R1 0.7948 0.7948 0.7932 0.7936
PP 0.7924 0.7924 0.7924 0.7918
S1 0.7904 0.7904 0.7923 0.7892
S2 0.7880 0.7880 0.7919
S3 0.7835 0.7859 0.7915
S4 0.7791 0.7815 0.7903
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8392 0.8322 0.8017
R3 0.8229 0.8160 0.7972
R2 0.8067 0.8067 0.7957
R1 0.7997 0.7997 0.7942 0.8032
PP 0.7904 0.7904 0.7904 0.7922
S1 0.7835 0.7835 0.7913 0.7870
S2 0.7742 0.7742 0.7898
S3 0.7579 0.7672 0.7883
S4 0.7417 0.7510 0.7838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7974 0.7812 0.0163 2.0% 0.0046 0.6% 71% False False 300
10 0.7974 0.7774 0.0200 2.5% 0.0034 0.4% 77% False False 165
20 0.7979 0.7732 0.0247 3.1% 0.0036 0.5% 79% False False 87
40 0.8347 0.7732 0.0615 7.8% 0.0035 0.4% 32% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8061
1.618 0.8017
1.000 0.7989
0.618 0.7972
HIGH 0.7945
0.618 0.7928
0.500 0.7922
0.382 0.7917
LOW 0.7900
0.618 0.7872
1.000 0.7856
1.618 0.7828
2.618 0.7783
4.250 0.7711
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7926 0.7924
PP 0.7924 0.7921
S1 0.7922 0.7917

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

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