CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	0.7522	0.7468	-0.0054	-0.7%	0.7424
High	0.7540	0.7486	-0.0054	-0.7%	0.7612
Low	0.7443	0.7397	-0.0046	-0.6%	0.7398
Close	0.7468	0.7423	-0.0045	-0.6%	0.7511
Range	0.0097	0.0089	-0.0008	-8.2%	0.0214
ATR	0.0090	0.0090	0.0000	-0.1%	0.0000
Volume	134,645	137,774	3,129	2.3%	701,472

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7651	0.7471
R3	0.7613	0.7562	0.7447
R2	0.7524	0.7524	0.7439
R1	0.7473	0.7473	0.7431	0.7454
PP	0.7435	0.7435	0.7435	0.7425
S1	0.7384	0.7384	0.7414	0.7365
S2	0.7346	0.7346	0.7406
S3	0.7257	0.7295	0.7398
S4	0.7168	0.7206	0.7374

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	0.7397	0.0215	2.9%	0.0079	1.1%	12%	False	True	131,836
10	0.7612	0.7397	0.0215	2.9%	0.0094	1.3%	12%	False	True	146,783
20	0.7696	0.7231	0.0466	6.3%	0.0098	1.3%	41%	False	False	169,213
40	0.7696	0.7209	0.0488	6.6%	0.0081	1.1%	44%	False	False	153,659
60	0.7958	0.7209	0.0750	10.1%	0.0084	1.1%	29%	False	False	133,114
80	0.7958	0.7209	0.0750	10.1%	0.0082	1.1%	29%	False	False	99,889
100	0.8307	0.7209	0.1098	14.8%	0.0079	1.1%	19%	False	False	79,928
120	0.8773	0.7209	0.1565	21.1%	0.0071	1.0%	14%	False	False	66,626

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7719
1.618	0.7630
1.000	0.7575
0.618	0.7541
HIGH	0.7486
0.618	0.7452
0.500	0.7441
0.382	0.7430
LOW	0.7397
0.618	0.7341
1.000	0.7308
1.618	0.7252
2.618	0.7163
4.250	0.7018

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	0.7441	0.7480
PP	0.7435	0.7461
S1	0.7429	0.7442

Download as Excel Spreadsheet

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

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