CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	0.7417	0.7401	-0.0016	-0.2%	0.7325
High	0.7434	0.7427	-0.0007	-0.1%	0.7473
Low	0.7400	0.7388	-0.0013	-0.2%	0.7301
Close	0.7414	0.7427	0.0014	0.2%	0.7441
Range	0.0034	0.0040	0.0006	17.9%	0.0172
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	234	76	-158	-67.5%	1,211

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7532	0.7519	0.7449
R3	0.7493	0.7480	0.7438
R2	0.7453	0.7453	0.7434
R1	0.7440	0.7440	0.7431	0.7447
PP	0.7414	0.7414	0.7414	0.7417
S1	0.7401	0.7401	0.7423	0.7407
S2	0.7374	0.7374	0.7420
S3	0.7335	0.7361	0.7416
S4	0.7295	0.7322	0.7405

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7852	0.7535
R3	0.7748	0.7680	0.7488
R2	0.7576	0.7576	0.7472
R1	0.7509	0.7509	0.7457	0.7543
PP	0.7405	0.7405	0.7405	0.7422
S1	0.7337	0.7337	0.7425	0.7371
S2	0.7233	0.7233	0.7410
S3	0.7062	0.7166	0.7394
S4	0.6890	0.6994	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7473	0.7301	0.0172	2.3%	0.0061	0.8%	73%	False	False	198
10	0.7473	0.7280	0.0193	2.6%	0.0052	0.7%	76%	False	False	209
20	0.7525	0.7280	0.0245	3.3%	0.0055	0.7%	60%	False	False	331
40	0.7935	0.7280	0.0655	8.8%	0.0064	0.9%	22%	False	False	395
60	0.8000	0.7280	0.0720	9.7%	0.0054	0.7%	20%	False	False	294
80	0.8290	0.7280	0.1010	13.6%	0.0050	0.7%	15%	False	False	223

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7595
2.618	0.7530
1.618	0.7491
1.000	0.7467
0.618	0.7451
HIGH	0.7427
0.618	0.7412
0.500	0.7407
0.382	0.7403
LOW	0.7388
0.618	0.7363
1.000	0.7348
1.618	0.7324
2.618	0.7284
4.250	0.7220

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	0.7420	0.7423
PP	0.7414	0.7418
S1	0.7407	0.7414

Download as Excel Spreadsheet

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

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