CME Japanese Yen Future September 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	0.7539	0.7513	-0.0027	-0.4%	0.7424
High	0.7546	0.7563	0.0018	0.2%	0.7612
Low	0.7488	0.7504	0.0017	0.2%	0.7398
Close	0.7511	0.7520	0.0010	0.1%	0.7511
Range	0.0058	0.0059	0.0001	1.7%	0.0214
ATR	0.0092	0.0090	-0.0002	-2.6%	0.0000
Volume	121,895	126,357	4,462	3.7%	701,472

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7672	0.7552
R3	0.7647	0.7613	0.7536
R2	0.7588	0.7588	0.7531
R1	0.7554	0.7554	0.7525	0.7571
PP	0.7529	0.7529	0.7529	0.7538
S1	0.7495	0.7495	0.7515	0.7512
S2	0.7470	0.7470	0.7509
S3	0.7411	0.7436	0.7504
S4	0.7352	0.7377	0.7488

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	0.7411	0.0201	2.7%	0.0084	1.1%	54%	False	False	136,068
10	0.7696	0.7398	0.0299	4.0%	0.0104	1.4%	41%	False	False	167,156
20	0.7696	0.7231	0.0466	6.2%	0.0092	1.2%	62%	False	False	165,371
40	0.7696	0.7209	0.0488	6.5%	0.0084	1.1%	64%	False	False	157,093
60	0.7958	0.7209	0.0750	10.0%	0.0083	1.1%	42%	False	False	128,587
80	0.7958	0.7209	0.0750	10.0%	0.0081	1.1%	42%	False	False	96,492
100	0.8336	0.7209	0.1128	15.0%	0.0078	1.0%	28%	False	False	77,214
120	0.8773	0.7209	0.1565	20.8%	0.0070	0.9%	20%	False	False	64,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7814
2.618	0.7717
1.618	0.7658
1.000	0.7622
0.618	0.7599
HIGH	0.7563
0.618	0.7540
0.500	0.7534
0.382	0.7527
LOW	0.7504
0.618	0.7468
1.000	0.7445
1.618	0.7409
2.618	0.7350
4.250	0.7253

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	0.7534	0.7550
PP	0.7529	0.7540
S1	0.7525	0.7530

Download as Excel Spreadsheet

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

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