CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	0.7375	0.7321	-0.0054	-0.7%	0.7513
High	0.7384	0.7330	-0.0054	-0.7%	0.7563
Low	0.7302	0.7280	-0.0022	-0.3%	0.7302
Close	0.7320	0.7286	-0.0034	-0.5%	0.7320
Range	0.0082	0.0051	-0.0032	-38.4%	0.0262
ATR	0.0088	0.0085	-0.0003	-3.0%	0.0000
Volume	150,799	132,016	-18,783	-12.5%	686,374

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7450	0.7418	0.7313
R3	0.7399	0.7368	0.7299
R2	0.7349	0.7349	0.7295
R1	0.7317	0.7317	0.7290	0.7308
PP	0.7298	0.7298	0.7298	0.7294
S1	0.7267	0.7267	0.7281	0.7257
S2	0.7248	0.7248	0.7276
S3	0.7197	0.7216	0.7272
S4	0.7147	0.7166	0.7258

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8179	0.8011	0.7463
R3	0.7918	0.7749	0.7391
R2	0.7656	0.7656	0.7367
R1	0.7488	0.7488	0.7343	0.7441
PP	0.7395	0.7395	0.7395	0.7371
S1	0.7226	0.7226	0.7296	0.7180
S2	0.7133	0.7133	0.7272
S3	0.6872	0.6965	0.7248
S4	0.6610	0.6703	0.7176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7540	0.7280	0.0260	3.6%	0.0078	1.1%	2%	False	True	138,406
10	0.7612	0.7280	0.0332	4.6%	0.0081	1.1%	2%	False	True	137,237
20	0.7696	0.7280	0.0417	5.7%	0.0095	1.3%	1%	False	True	166,572
40	0.7696	0.7209	0.0488	6.7%	0.0080	1.1%	16%	False	False	153,565
60	0.7947	0.7209	0.0739	10.1%	0.0084	1.2%	10%	False	False	140,084
80	0.7958	0.7209	0.0750	10.3%	0.0082	1.1%	10%	False	False	105,128
100	0.8295	0.7209	0.1087	14.9%	0.0077	1.1%	7%	False	False	84,121
120	0.8773	0.7209	0.1565	21.5%	0.0072	1.0%	5%	False	False	70,123

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7462
1.618	0.7412
1.000	0.7381
0.618	0.7361
HIGH	0.7330
0.618	0.7311
0.500	0.7305
0.382	0.7299
LOW	0.7280
0.618	0.7248
1.000	0.7229
1.618	0.7198
2.618	0.7147
4.250	0.7065

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	0.7305	0.7361
PP	0.7298	0.7336
S1	0.7292	0.7311

Download as Excel Spreadsheet

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

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