CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	0.7219	0.7217	-0.0002	0.0%	0.7321
High	0.7254	0.7242	-0.0013	-0.2%	0.7378
Low	0.7200	0.7204	0.0004	0.0%	0.7268
Close	0.7222	0.7218	-0.0004	0.0%	0.7290
Range	0.0054	0.0038	-0.0016	-29.6%	0.0110
ATR	0.0080	0.0077	-0.0003	-3.8%	0.0000
Volume	133,774	143,955	10,181	7.6%	742,451

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7335	0.7315	0.7239
R3	0.7297	0.7277	0.7228
R2	0.7259	0.7259	0.7225
R1	0.7239	0.7239	0.7221	0.7249
PP	0.7221	0.7221	0.7221	0.7226
S1	0.7201	0.7201	0.7215	0.7211
S2	0.7183	0.7183	0.7211
S3	0.7145	0.7163	0.7208
S4	0.7107	0.7125	0.7197

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	0.7355	0.7200	0.0155	2.1%	0.0059	0.8%	12%	False	False	143,274
10	0.7443	0.7200	0.0243	3.4%	0.0066	0.9%	7%	False	False	145,338
20	0.7612	0.7200	0.0412	5.7%	0.0080	1.1%	4%	False	False	146,060
40	0.7696	0.7200	0.0496	6.9%	0.0080	1.1%	4%	False	False	154,079
60	0.7696	0.7200	0.0496	6.9%	0.0083	1.1%	4%	False	False	156,084
80	0.7958	0.7200	0.0758	10.5%	0.0080	1.1%	2%	False	False	118,039
100	0.8140	0.7200	0.0940	13.0%	0.0078	1.1%	2%	False	False	94,456
120	0.8655	0.7200	0.1455	20.2%	0.0075	1.0%	1%	False	False	78,733

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7403
2.618	0.7341
1.618	0.7303
1.000	0.7280
0.618	0.7265
HIGH	0.7242
0.618	0.7227
0.500	0.7223
0.382	0.7218
LOW	0.7204
0.618	0.7180
1.000	0.7166
1.618	0.7142
2.618	0.7104
4.250	0.7042

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	0.7223	0.7238
PP	0.7221	0.7231
S1	0.7220	0.7225

Download as Excel Spreadsheet

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

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