CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	0.7546	0.7539	-0.0007	-0.1%	0.7424
High	0.7612	0.7546	-0.0066	-0.9%	0.7612
Low	0.7522	0.7488	-0.0034	-0.5%	0.7398
Close	0.7543	0.7511	-0.0033	-0.4%	0.7511
Range	0.0090	0.0058	-0.0032	-35.6%	0.0214
ATR	0.0095	0.0092	-0.0003	-2.8%	0.0000
Volume	138,510	121,895	-16,615	-12.0%	701,472

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7658	0.7542
R3	0.7631	0.7600	0.7526
R2	0.7573	0.7573	0.7521
R1	0.7542	0.7542	0.7516	0.7528
PP	0.7515	0.7515	0.7515	0.7508
S1	0.7484	0.7484	0.7505	0.7470
S2	0.7457	0.7457	0.7500
S3	0.7399	0.7426	0.7495
S4	0.7341	0.7368	0.7479

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8149	0.8044	0.7628
R3	0.7935	0.7830	0.7569
R2	0.7721	0.7721	0.7550
R1	0.7616	0.7616	0.7530	0.7668
PP	0.7507	0.7507	0.7507	0.7533
S1	0.7402	0.7402	0.7491	0.7454
S2	0.7293	0.7293	0.7471
S3	0.7079	0.7188	0.7452
S4	0.6865	0.6974	0.7393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7612	0.7398	0.0214	2.8%	0.0086	1.1%	53%	False	False	140,294
10	0.7696	0.7398	0.0299	4.0%	0.0110	1.5%	38%	False	False	177,010
20	0.7696	0.7231	0.0466	6.2%	0.0091	1.2%	60%	False	False	162,910
40	0.7696	0.7209	0.0488	6.5%	0.0087	1.2%	62%	False	False	159,753
60	0.7958	0.7209	0.0750	10.0%	0.0084	1.1%	40%	False	False	126,485
80	0.7958	0.7209	0.0750	10.0%	0.0081	1.1%	40%	False	False	94,913
100	0.8376	0.7209	0.1167	15.5%	0.0078	1.0%	26%	False	False	75,951
120	0.8773	0.7209	0.1565	20.8%	0.0069	0.9%	19%	False	False	63,303

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7697
1.618	0.7639
1.000	0.7604
0.618	0.7581
HIGH	0.7546
0.618	0.7523
0.500	0.7517
0.382	0.7510
LOW	0.7488
0.618	0.7452
1.000	0.7430
1.618	0.7394
2.618	0.7336
4.250	0.7241

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	0.7517	0.7511
PP	0.7515	0.7511
S1	0.7513	0.7511

Download as Excel Spreadsheet

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

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