CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	0.7695	0.7600	-0.0095	-1.2%	0.7746
High	0.7695	0.7715	0.0020	0.3%	0.7814
Low	0.7695	0.7557	-0.0138	-1.8%	0.7557
Close	0.7695	0.7573	-0.0122	-1.6%	0.7573
Range	0.0000	0.0158	0.0158		0.0257
ATR
Volume	0	1	1		18

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.7989	0.7659
R3	0.7931	0.7831	0.7616
R2	0.7773	0.7773	0.7601
R1	0.7673	0.7673	0.7587	0.7644
PP	0.7615	0.7615	0.7615	0.7600
S1	0.7515	0.7515	0.7558	0.7486
S2	0.7457	0.7457	0.7544
S3	0.7299	0.7357	0.7529
S4	0.7141	0.7199	0.7486

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8419	0.8253	0.7714
R3	0.8162	0.7996	0.7643
R2	0.7905	0.7905	0.7620
R1	0.7739	0.7739	0.7596	0.7693
PP	0.7648	0.7648	0.7648	0.7625
S1	0.7482	0.7482	0.7549	0.7436
S2	0.7391	0.7391	0.7525
S3	0.7134	0.7225	0.7502
S4	0.6877	0.6968	0.7431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7814	0.7557	0.0257	3.4%	0.0065	0.9%	6%	False	True	3
10	0.7814	0.7490	0.0324	4.3%	0.0053	0.7%	26%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8386
2.618	0.8128
1.618	0.7970
1.000	0.7873
0.618	0.7812
HIGH	0.7715
0.618	0.7654
0.500	0.7636
0.382	0.7617
LOW	0.7557
0.618	0.7459
1.000	0.7399
1.618	0.7301
2.618	0.7143
4.250	0.6885

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	0.7636	0.7636
PP	0.7615	0.7615
S1	0.7594	0.7594

Download as Excel Spreadsheet

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

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