CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.7194	0.7140	-0.0054	-0.8%	0.7274
High	0.7201	0.7157	-0.0045	-0.6%	0.7275
Low	0.7138	0.7110	-0.0029	-0.4%	0.7110
Close	0.7139	0.7143	0.0004	0.1%	0.7143
Range	0.0063	0.0047	-0.0016	-25.4%	0.0166
ATR	0.0078	0.0075	-0.0002	-2.8%	0.0000
Volume	183,903	165,906	-17,997	-9.8%	773,141

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7277	0.7257	0.7169
R3	0.7230	0.7210	0.7156
R2	0.7183	0.7183	0.7152
R1	0.7163	0.7163	0.7147	0.7173
PP	0.7136	0.7136	0.7136	0.7141
S1	0.7116	0.7116	0.7139	0.7126
S2	0.7089	0.7089	0.7134
S3	0.7042	0.7069	0.7130
S4	0.6995	0.7022	0.7117

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7573	0.7234
R3	0.7507	0.7408	0.7189
R2	0.7341	0.7341	0.7173
R1	0.7242	0.7242	0.7158	0.7209
PP	0.7176	0.7176	0.7176	0.7159
S1	0.7077	0.7077	0.7128	0.7044
S2	0.7010	0.7010	0.7113
S3	0.6845	0.6911	0.7097
S4	0.6679	0.6746	0.7052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7275	0.7110	0.0166	2.3%	0.0055	0.8%	20%	False	True	154,628
10	0.7378	0.7110	0.0268	3.8%	0.0062	0.9%	13%	False	True	151,559
20	0.7612	0.7110	0.0502	7.0%	0.0072	1.0%	7%	False	True	145,171
40	0.7696	0.7110	0.0587	8.2%	0.0080	1.1%	6%	False	True	154,715
60	0.7696	0.7110	0.0587	8.2%	0.0082	1.1%	6%	False	True	158,382
80	0.7958	0.7110	0.0849	11.9%	0.0080	1.1%	4%	False	True	122,408
100	0.8051	0.7110	0.0941	13.2%	0.0078	1.1%	4%	False	True	97,953
120	0.8538	0.7110	0.1429	20.0%	0.0075	1.1%	2%	False	True	81,644

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7356
2.618	0.7280
1.618	0.7233
1.000	0.7204
0.618	0.7186
HIGH	0.7157
0.618	0.7139
0.500	0.7133
0.382	0.7127
LOW	0.7110
0.618	0.7080
1.000	0.7063
1.618	0.7033
2.618	0.6986
4.250	0.6910

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.7140	0.7176
PP	0.7136	0.7165
S1	0.7133	0.7154

Download as Excel Spreadsheet

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

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