CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 0.7622 0.7488 -0.0134 -1.8% 0.7600
High 0.7636 0.7524 -0.0112 -1.5% 0.7758
Low 0.7470 0.7474 0.0004 0.1% 0.7470
Close 0.7493 0.7506 0.0013 0.2% 0.7493
Range 0.0166 0.0050 -0.0116 -69.8% 0.0288
ATR 0.0086 0.0084 -0.0003 -3.0% 0.0000
Volume 466 572 106 22.7% 1,502
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7651 0.7628 0.7533
R3 0.7601 0.7578 0.7519
R2 0.7551 0.7551 0.7515
R1 0.7528 0.7528 0.7510 0.7540
PP 0.7501 0.7501 0.7501 0.7507
S1 0.7478 0.7478 0.7501 0.7490
S2 0.7451 0.7451 0.7496
S3 0.7401 0.7428 0.7492
S4 0.7351 0.7378 0.7478
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8438 0.8253 0.7651
R3 0.8150 0.7965 0.7572
R2 0.7862 0.7862 0.7545
R1 0.7677 0.7677 0.7519 0.7625
PP 0.7574 0.7574 0.7574 0.7548
S1 0.7389 0.7389 0.7466 0.7337
S2 0.7286 0.7286 0.7440
S3 0.6998 0.7101 0.7413
S4 0.6710 0.6813 0.7334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7758 0.7470 0.0288 3.8% 0.0114 1.5% 12% False False 364
10 0.7758 0.7388 0.0371 4.9% 0.0100 1.3% 32% False False 275
20 0.7758 0.7280 0.0478 6.4% 0.0077 1.0% 47% False False 240
40 0.7758 0.7280 0.0478 6.4% 0.0076 1.0% 47% False False 435
60 0.8000 0.7280 0.0720 9.6% 0.0068 0.9% 31% False False 334
80 0.8097 0.7280 0.0817 10.9% 0.0060 0.8% 28% False False 252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7737
2.618 0.7655
1.618 0.7605
1.000 0.7574
0.618 0.7555
HIGH 0.7524
0.618 0.7505
0.500 0.7499
0.382 0.7493
LOW 0.7474
0.618 0.7443
1.000 0.7424
1.618 0.7393
2.618 0.7343
4.250 0.7262
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 0.7503 0.7553
PP 0.7501 0.7537
S1 0.7499 0.7521

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

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