CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	0.7513	0.7522	0.0009	0.1%	0.7424
High	0.7563	0.7540	-0.0024	-0.3%	0.7612
Low	0.7504	0.7443	-0.0062	-0.8%	0.7398
Close	0.7520	0.7468	-0.0053	-0.7%	0.7511
Range	0.0059	0.0097	0.0038	64.4%	0.0214
ATR	0.0090	0.0090	0.0001	0.6%	0.0000
Volume	126,357	134,645	8,288	6.6%	701,472

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7718	0.7521
R3	0.7677	0.7621	0.7494
R2	0.7580	0.7580	0.7485
R1	0.7524	0.7524	0.7476	0.7504
PP	0.7483	0.7483	0.7483	0.7473
S1	0.7427	0.7427	0.7459	0.7407
S2	0.7386	0.7386	0.7450
S3	0.7289	0.7330	0.7441
S4	0.7192	0.7233	0.7414

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%	0.0098	1.3%	28%	False	False	144,794
10	0.7612	0.7398	0.0214	2.9%	0.0098	1.3%	33%	False	False	154,790
20	0.7696	0.7231	0.0466	6.2%	0.0095	1.3%	51%	False	False	166,506
40	0.7696	0.7209	0.0488	6.5%	0.0081	1.1%	53%	False	False	154,912
60	0.7958	0.7209	0.0750	10.0%	0.0083	1.1%	35%	False	False	130,823
80	0.7958	0.7209	0.0750	10.0%	0.0081	1.1%	35%	False	False	98,174
100	0.8307	0.7209	0.1098	14.7%	0.0079	1.1%	24%	False	False	78,551
120	0.8773	0.7209	0.1565	21.0%	0.0070	0.9%	17%	False	False	65,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7952
2.618	0.7793
1.618	0.7696
1.000	0.7637
0.618	0.7599
HIGH	0.7540
0.618	0.7502
0.500	0.7491
0.382	0.7480
LOW	0.7443
0.618	0.7383
1.000	0.7346
1.618	0.7286
2.618	0.7189
4.250	0.7030

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	0.7491	0.7503
PP	0.7483	0.7491
S1	0.7475	0.7479

Download as Excel Spreadsheet

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

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