CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	0.7274	0.7219	-0.0056	-0.8%	0.7321
High	0.7275	0.7254	-0.0021	-0.3%	0.7378
Low	0.7204	0.7200	-0.0004	-0.1%	0.7268
Close	0.7214	0.7222	0.0008	0.1%	0.7290
Range	0.0071	0.0054	-0.0017	-23.9%	0.0110
ATR	0.0083	0.0080	-0.0002	-2.5%	0.0000
Volume	145,603	133,774	-11,829	-8.1%	742,451

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7387	0.7358	0.7251
R3	0.7333	0.7304	0.7236
R2	0.7279	0.7279	0.7231
R1	0.7250	0.7250	0.7226	0.7265
PP	0.7225	0.7225	0.7225	0.7232
S1	0.7196	0.7196	0.7217	0.7211
S2	0.7171	0.7171	0.7212
S3	0.7117	0.7142	0.7207
S4	0.7063	0.7088	0.7192

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	0.7357	0.7200	0.0157	2.2%	0.0063	0.9%	14%	False	True	145,328
10	0.7486	0.7200	0.0286	4.0%	0.0071	1.0%	8%	False	True	144,720
20	0.7612	0.7200	0.0412	5.7%	0.0084	1.2%	5%	False	True	149,755
40	0.7696	0.7200	0.0496	6.9%	0.0080	1.1%	4%	False	True	154,794
60	0.7708	0.7200	0.0508	7.0%	0.0084	1.2%	4%	False	True	154,576
80	0.7958	0.7200	0.0758	10.5%	0.0080	1.1%	3%	False	True	116,240
100	0.8140	0.7200	0.0940	13.0%	0.0078	1.1%	2%	False	True	93,016
120	0.8668	0.7200	0.1468	20.3%	0.0075	1.0%	1%	False	True	77,534

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7484
2.618	0.7395
1.618	0.7341
1.000	0.7308
0.618	0.7287
HIGH	0.7254
0.618	0.7233
0.500	0.7227
0.382	0.7221
LOW	0.7200
0.618	0.7167
1.000	0.7146
1.618	0.7113
2.618	0.7059
4.250	0.6971

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	0.7227	0.7277
PP	0.7225	0.7259
S1	0.7223	0.7240

Download as Excel Spreadsheet

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

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