CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 0.7521 0.7504 -0.0017 -0.2% 0.7500
High 0.7551 0.7533 -0.0018 -0.2% 0.7551
Low 0.7496 0.7490 -0.0006 -0.1% 0.7428
Close 0.7502 0.7492 -0.0010 -0.1% 0.7502
Range 0.0055 0.0043 -0.0012 -21.8% 0.0124
ATR 0.0080 0.0077 -0.0003 -3.3% 0.0000
Volume 120 31 -89 -74.2% 3,497
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7634 0.7606 0.7516
R3 0.7591 0.7563 0.7504
R2 0.7548 0.7548 0.7500
R1 0.7520 0.7520 0.7496 0.7513
PP 0.7505 0.7505 0.7505 0.7501
S1 0.7477 0.7477 0.7488 0.7470
S2 0.7462 0.7462 0.7484
S3 0.7419 0.7434 0.7480
S4 0.7376 0.7391 0.7468
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7864 0.7806 0.7569
R3 0.7740 0.7683 0.7535
R2 0.7617 0.7617 0.7524
R1 0.7559 0.7559 0.7513 0.7588
PP 0.7493 0.7493 0.7493 0.7508
S1 0.7436 0.7436 0.7490 0.7465
S2 0.7370 0.7370 0.7479
S3 0.7246 0.7312 0.7468
S4 0.7123 0.7189 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7428 0.0124 1.6% 0.0069 0.9% 52% False False 705
10 0.7705 0.7428 0.0278 3.7% 0.0090 1.2% 23% False False 586
20 0.7994 0.7428 0.0566 7.6% 0.0072 1.0% 11% False False 356
40 0.8000 0.7428 0.0573 7.6% 0.0055 0.7% 11% False False 224
60 0.8335 0.7428 0.0908 12.1% 0.0048 0.6% 7% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7716
2.618 0.7646
1.618 0.7603
1.000 0.7576
0.618 0.7560
HIGH 0.7533
0.618 0.7517
0.500 0.7512
0.382 0.7506
LOW 0.7490
0.618 0.7463
1.000 0.7447
1.618 0.7420
2.618 0.7377
4.250 0.7307
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 0.7512 0.7508
PP 0.7505 0.7503
S1 0.7499 0.7497

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

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