CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	0.7217	0.7194	-0.0023	-0.3%	0.7321
High	0.7242	0.7201	-0.0041	-0.6%	0.7378
Low	0.7204	0.7138	-0.0066	-0.9%	0.7268
Close	0.7218	0.7139	-0.0079	-1.1%	0.7290
Range	0.0038	0.0063	0.0025	65.8%	0.0110
ATR	0.0077	0.0078	0.0000	0.2%	0.0000
Volume	143,955	183,903	39,948	27.8%	742,451

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7348	0.7307	0.7174
R3	0.7285	0.7244	0.7156
R2	0.7222	0.7222	0.7151
R1	0.7181	0.7181	0.7145	0.7170
PP	0.7159	0.7159	0.7159	0.7154
S1	0.7118	0.7118	0.7133	0.7107
S2	0.7096	0.7096	0.7127
S3	0.7033	0.7055	0.7122
S4	0.6970	0.6992	0.7104

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	0.7138	0.0217	3.0%	0.0063	0.9%	0%	False	True	155,610
10	0.7384	0.7138	0.0246	3.4%	0.0065	0.9%	0%	False	True	150,048
20	0.7612	0.7138	0.0474	6.6%	0.0078	1.1%	0%	False	True	147,478
40	0.7696	0.7138	0.0558	7.8%	0.0080	1.1%	0%	False	True	155,506
60	0.7696	0.7138	0.0558	7.8%	0.0083	1.2%	0%	False	True	157,874
80	0.7958	0.7138	0.0820	11.5%	0.0080	1.1%	0%	False	True	120,336
100	0.8096	0.7138	0.0958	13.4%	0.0078	1.1%	0%	False	True	96,294
120	0.8544	0.7138	0.1406	19.7%	0.0075	1.1%	0%	False	True	80,264

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7469
2.618	0.7366
1.618	0.7303
1.000	0.7264
0.618	0.7240
HIGH	0.7201
0.618	0.7177
0.500	0.7170
0.382	0.7162
LOW	0.7138
0.618	0.7099
1.000	0.7075
1.618	0.7036
2.618	0.6973
4.250	0.6870

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	0.7170	0.7196
PP	0.7159	0.7177
S1	0.7149	0.7158

Download as Excel Spreadsheet

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

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