CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	0.7325	0.7333	0.0008	0.1%	0.7446
High	0.7350	0.7375	0.0025	0.3%	0.7447
Low	0.7325	0.7329	0.0004	0.1%	0.7280
Close	0.7345	0.7336	-0.0009	-0.1%	0.7317
Range	0.0025	0.0046	0.0021	84.0%	0.0167
ATR	0.0065	0.0064	-0.0001	-2.1%	0.0000
Volume	498	82	-416	-83.5%	1,297

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7485	0.7456	0.7361
R3	0.7439	0.7410	0.7349
R2	0.7393	0.7393	0.7344
R1	0.7364	0.7364	0.7340	0.7379
PP	0.7347	0.7347	0.7347	0.7354
S1	0.7318	0.7318	0.7332	0.7333
S2	0.7301	0.7301	0.7328
S3	0.7255	0.7272	0.7323
S4	0.7209	0.7226	0.7311

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7847	0.7749	0.7409
R3	0.7681	0.7582	0.7363
R2	0.7514	0.7514	0.7348
R1	0.7416	0.7416	0.7332	0.7382
PP	0.7348	0.7348	0.7348	0.7331
S1	0.7249	0.7249	0.7302	0.7215
S2	0.7181	0.7181	0.7286
S3	0.7015	0.7083	0.7271
S4	0.6848	0.6916	0.7225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7409	0.7280	0.0129	1.8%	0.0050	0.7%	43%	False	False	225
10	0.7501	0.7280	0.0221	3.0%	0.0052	0.7%	25%	False	False	253
20	0.7551	0.7280	0.0271	3.7%	0.0060	0.8%	21%	False	False	552
40	0.8000	0.7280	0.0720	9.8%	0.0063	0.9%	8%	False	False	370
60	0.8000	0.7280	0.0720	9.8%	0.0055	0.7%	8%	False	False	275
80	0.8350	0.7280	0.1070	14.6%	0.0050	0.7%	5%	False	False	210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7495
1.618	0.7449
1.000	0.7421
0.618	0.7403
HIGH	0.7375
0.618	0.7357
0.500	0.7352
0.382	0.7347
LOW	0.7329
0.618	0.7301
1.000	0.7283
1.618	0.7255
2.618	0.7209
4.250	0.7134

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	0.7352	0.7335
PP	0.7347	0.7334
S1	0.7341	0.7333

Download as Excel Spreadsheet

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

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