CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 0.7595 0.7575 -0.0020 -0.3% 0.7488
High 0.7612 0.7629 0.0018 0.2% 0.7675
Low 0.7555 0.7575 0.0020 0.3% 0.7474
Close 0.7578 0.7587 0.0010 0.1% 0.7578
Range 0.0057 0.0054 -0.0003 -4.4% 0.0201
ATR 0.0084 0.0082 -0.0002 -2.5% 0.0000
Volume 231 258 27 11.7% 1,517
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7759 0.7727 0.7617
R3 0.7705 0.7673 0.7602
R2 0.7651 0.7651 0.7597
R1 0.7619 0.7619 0.7592 0.7635
PP 0.7597 0.7597 0.7597 0.7605
S1 0.7565 0.7565 0.7582 0.7581
S2 0.7543 0.7543 0.7577
S3 0.7489 0.7511 0.7572
S4 0.7435 0.7457 0.7557
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8179 0.8079 0.7688
R3 0.7978 0.7878 0.7633
R2 0.7777 0.7777 0.7614
R1 0.7677 0.7677 0.7596 0.7727
PP 0.7576 0.7576 0.7576 0.7600
S1 0.7476 0.7476 0.7559 0.7526
S2 0.7375 0.7375 0.7541
S3 0.7174 0.7275 0.7522
S4 0.6973 0.7074 0.7467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7675 0.7484 0.0191 2.5% 0.0078 1.0% 54% False False 240
10 0.7758 0.7470 0.0288 3.8% 0.0096 1.3% 41% False False 302
20 0.7758 0.7301 0.0457 6.0% 0.0084 1.1% 63% False False 245
40 0.7758 0.7280 0.0478 6.3% 0.0075 1.0% 64% False False 407
60 0.8000 0.7280 0.0720 9.5% 0.0071 0.9% 43% False False 344
80 0.8000 0.7280 0.0720 9.5% 0.0062 0.8% 43% False False 267
100 0.8364 0.7280 0.1084 14.3% 0.0056 0.7% 28% False False 216
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7770
1.618 0.7716
1.000 0.7683
0.618 0.7662
HIGH 0.7629
0.618 0.7608
0.500 0.7602
0.382 0.7596
LOW 0.7575
0.618 0.7542
1.000 0.7521
1.618 0.7488
2.618 0.7434
4.250 0.7346
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 0.7602 0.7615
PP 0.7597 0.7606
S1 0.7592 0.7596

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

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