CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 0.7550 0.7600 0.0050 0.7% 0.7433
High 0.7640 0.7693 0.0054 0.7% 0.7640
Low 0.7520 0.7588 0.0068 0.9% 0.7388
Close 0.7593 0.7681 0.0088 1.2% 0.7593
Range 0.0120 0.0106 -0.0015 -12.1% 0.0252
ATR 0.0068 0.0071 0.0003 3.9% 0.0000
Volume 129 253 124 96.1% 914
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7970 0.7931 0.7739
R3 0.7865 0.7825 0.7710
R2 0.7759 0.7759 0.7700
R1 0.7720 0.7720 0.7690 0.7740
PP 0.7654 0.7654 0.7654 0.7664
S1 0.7614 0.7614 0.7671 0.7634
S2 0.7548 0.7548 0.7661
S3 0.7443 0.7509 0.7651
S4 0.7337 0.7403 0.7622
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8296 0.8196 0.7731
R3 0.8044 0.7944 0.7662
R2 0.7792 0.7792 0.7639
R1 0.7692 0.7692 0.7616 0.7742
PP 0.7540 0.7540 0.7540 0.7565
S1 0.7440 0.7440 0.7569 0.7490
S2 0.7288 0.7288 0.7546
S3 0.7036 0.7188 0.7523
S4 0.6784 0.6936 0.7454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7388 0.0306 4.0% 0.0085 1.1% 96% True False 185
10 0.7693 0.7301 0.0392 5.1% 0.0071 0.9% 97% True False 188
20 0.7693 0.7280 0.0413 5.4% 0.0064 0.8% 97% True False 259
40 0.7807 0.7280 0.0527 6.9% 0.0070 0.9% 76% False False 404
60 0.8000 0.7280 0.0720 9.4% 0.0060 0.8% 56% False False 304
80 0.8192 0.7280 0.0912 11.9% 0.0054 0.7% 44% False False 230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.7969
1.618 0.7864
1.000 0.7799
0.618 0.7758
HIGH 0.7693
0.618 0.7653
0.500 0.7640
0.382 0.7628
LOW 0.7588
0.618 0.7522
1.000 0.7482
1.618 0.7417
2.618 0.7311
4.250 0.7139
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 0.7667 0.7639
PP 0.7654 0.7597
S1 0.7640 0.7556

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

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