CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 0.7700 0.7617 -0.0084 -1.1% 0.7433
High 0.7758 0.7650 -0.0108 -1.4% 0.7640
Low 0.7606 0.7527 -0.0079 -1.0% 0.7388
Close 0.7614 0.7549 -0.0065 -0.8% 0.7593
Range 0.0153 0.0123 -0.0030 -19.3% 0.0252
ATR 0.0077 0.0080 0.0003 4.3% 0.0000
Volume 240 365 125 52.1% 914
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7944 0.7870 0.7617
R3 0.7821 0.7747 0.7583
R2 0.7698 0.7698 0.7572
R1 0.7624 0.7624 0.7560 0.7600
PP 0.7575 0.7575 0.7575 0.7563
S1 0.7501 0.7501 0.7538 0.7477
S2 0.7452 0.7452 0.7526
S3 0.7329 0.7378 0.7515
S4 0.7206 0.7255 0.7481
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 0.7758 0.7419 0.0340 4.5% 0.0126 1.7% 38% False False 244
10 0.7758 0.7301 0.0457 6.1% 0.0093 1.2% 54% False False 221
20 0.7758 0.7280 0.0478 6.3% 0.0071 0.9% 56% False False 241
40 0.7758 0.7280 0.0478 6.3% 0.0073 1.0% 56% False False 418
60 0.8000 0.7280 0.0720 9.5% 0.0063 0.8% 37% False False 314
80 0.8192 0.7280 0.0912 12.1% 0.0057 0.8% 29% False False 237
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.7972
1.618 0.7849
1.000 0.7773
0.618 0.7726
HIGH 0.7650
0.618 0.7603
0.500 0.7589
0.382 0.7574
LOW 0.7527
0.618 0.7451
1.000 0.7404
1.618 0.7328
2.618 0.7205
4.250 0.7004
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 0.7589 0.7643
PP 0.7575 0.7611
S1 0.7562 0.7580

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

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