CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 0.7797 0.7750 -0.0047 -0.6% 0.7935
High 0.7807 0.7752 -0.0055 -0.7% 0.7935
Low 0.7734 0.7672 -0.0062 -0.8% 0.7734
Close 0.7741 0.7672 -0.0069 -0.9% 0.7741
Range 0.0073 0.0080 0.0007 9.6% 0.0201
ATR 0.0060 0.0062 0.0001 2.3% 0.0000
Volume 10 26 16 160.0% 265
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7939 0.7885 0.7716
R3 0.7859 0.7805 0.7694
R2 0.7779 0.7779 0.7687
R1 0.7725 0.7725 0.7679 0.7712
PP 0.7699 0.7699 0.7699 0.7692
S1 0.7645 0.7645 0.7665 0.7632
S2 0.7619 0.7619 0.7657
S3 0.7539 0.7565 0.7650
S4 0.7459 0.7485 0.7628
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8406 0.8275 0.7852
R3 0.8205 0.8074 0.7796
R2 0.8004 0.8004 0.7778
R1 0.7873 0.7873 0.7759 0.7838
PP 0.7803 0.7803 0.7803 0.7786
S1 0.7672 0.7672 0.7723 0.7637
S2 0.7602 0.7602 0.7704
S3 0.7401 0.7471 0.7686
S4 0.7200 0.7270 0.7630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7935 0.7672 0.0263 3.4% 0.0057 0.7% 0% False True 58
10 0.8000 0.7672 0.0328 4.3% 0.0052 0.7% 0% False True 43
20 0.8000 0.7672 0.0328 4.3% 0.0043 0.6% 0% False True 104
40 0.8192 0.7672 0.0520 6.8% 0.0041 0.5% 0% False True 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8092
2.618 0.7961
1.618 0.7881
1.000 0.7832
0.618 0.7801
HIGH 0.7752
0.618 0.7721
0.500 0.7712
0.382 0.7703
LOW 0.7672
0.618 0.7623
1.000 0.7592
1.618 0.7543
2.618 0.7463
4.250 0.7332
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 0.7712 0.7740
PP 0.7699 0.7717
S1 0.7685 0.7695

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

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