CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	0.7339	0.7274	-0.0065	-0.9%	0.7321
High	0.7355	0.7275	-0.0080	-1.1%	0.7378
Low	0.7268	0.7204	-0.0064	-0.9%	0.7268
Close	0.7290	0.7214	-0.0076	-1.0%	0.7290
Range	0.0087	0.0071	-0.0016	-18.4%	0.0110
ATR	0.0082	0.0083	0.0000	0.3%	0.0000
Volume	170,816	145,603	-25,213	-14.8%	742,451

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7444	0.7400	0.7253
R3	0.7373	0.7329	0.7234
R2	0.7302	0.7302	0.7227
R1	0.7258	0.7258	0.7221	0.7245
PP	0.7231	0.7231	0.7231	0.7224
S1	0.7187	0.7187	0.7207	0.7174
S2	0.7160	0.7160	0.7201
S3	0.7089	0.7116	0.7194
S4	0.7018	0.7045	0.7175

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7642	0.7576	0.7351
R3	0.7532	0.7466	0.7320
R2	0.7422	0.7422	0.7310
R1	0.7356	0.7356	0.7300	0.7334
PP	0.7312	0.7312	0.7312	0.7301
S1	0.7246	0.7246	0.7280	0.7224
S2	0.7202	0.7202	0.7270
S3	0.7092	0.7136	0.7260
S4	0.6982	0.7026	0.7230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7378	0.7204	0.0174	2.4%	0.0073	1.0%	6%	False	True	151,207
10	0.7540	0.7204	0.0336	4.7%	0.0075	1.0%	3%	False	True	144,807
20	0.7696	0.7204	0.0492	6.8%	0.0090	1.2%	2%	False	True	155,981
40	0.7696	0.7204	0.0492	6.8%	0.0081	1.1%	2%	False	True	156,369
60	0.7753	0.7204	0.0549	7.6%	0.0084	1.2%	2%	False	True	152,508
80	0.7958	0.7204	0.0754	10.5%	0.0081	1.1%	1%	False	True	114,570
100	0.8146	0.7204	0.0942	13.1%	0.0078	1.1%	1%	False	True	91,679
120	0.8686	0.7204	0.1482	20.5%	0.0075	1.0%	1%	False	True	76,421

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7577
2.618	0.7461
1.618	0.7390
1.000	0.7346
0.618	0.7319
HIGH	0.7275
0.618	0.7248
0.500	0.7240
0.382	0.7231
LOW	0.7204
0.618	0.7160
1.000	0.7133
1.618	0.7089
2.618	0.7018
4.250	0.6902

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	0.7240	0.7279
PP	0.7231	0.7258
S1	0.7223	0.7236

Download as Excel Spreadsheet

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

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