CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	0.7430	0.7423	-0.0008	-0.1%	0.7533
High	0.7447	0.7595	0.0148	2.0%	0.7696
Low	0.7417	0.7411	-0.0007	-0.1%	0.7402
Close	0.7419	0.7546	0.0127	1.7%	0.7425
Range	0.0030	0.0184	0.0154	513.3%	0.0294
ATR	0.0088	0.0095	0.0007	7.8%	0.0000
Volume	91,015	202,567	111,552	122.6%	1,068,635

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.7992	0.7647
R3	0.7885	0.7808	0.7597
R2	0.7701	0.7701	0.7580
R1	0.7624	0.7624	0.7563	0.7662
PP	0.7517	0.7517	0.7517	0.7536
S1	0.7440	0.7440	0.7529	0.7478
S2	0.7333	0.7333	0.7512
S3	0.7149	0.7256	0.7495
S4	0.6965	0.7072	0.7445

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8201	0.7586
R3	0.8096	0.7907	0.7505
R2	0.7802	0.7802	0.7478
R1	0.7613	0.7613	0.7451	0.7560
PP	0.7508	0.7508	0.7508	0.7481
S1	0.7319	0.7319	0.7398	0.7266
S2	0.7214	0.7214	0.7371
S3	0.6920	0.7025	0.7344
S4	0.6626	0.6731	0.7263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7398	0.0197	2.6%	0.0109	1.4%	75%	True	False	161,731
10	0.7696	0.7349	0.0347	4.6%	0.0120	1.6%	57%	False	False	201,827
20	0.7696	0.7209	0.0488	6.5%	0.0091	1.2%	69%	False	False	165,844
40	0.7696	0.7209	0.0488	6.5%	0.0088	1.2%	69%	False	False	162,474
60	0.7958	0.7209	0.0750	9.9%	0.0083	1.1%	45%	False	False	122,153
80	0.7960	0.7209	0.0752	10.0%	0.0081	1.1%	45%	False	False	91,660
100	0.8491	0.7209	0.1283	17.0%	0.0078	1.0%	26%	False	False	73,348
120	0.8773	0.7209	0.1565	20.7%	0.0069	0.9%	22%	False	False	61,133

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	0.0029
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	0.8377
2.618	0.8076
1.618	0.7892
1.000	0.7779
0.618	0.7708
HIGH	0.7595
0.618	0.7524
0.500	0.7503
0.382	0.7481
LOW	0.7411
0.618	0.7297
1.000	0.7227
1.618	0.7113
2.618	0.6929
4.250	0.6629

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	0.7532	0.7529
PP	0.7517	0.7513
S1	0.7503	0.7496

Download as Excel Spreadsheet

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

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