CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	0.7140	0.7142	0.0002	0.0%	0.7274
High	0.7157	0.7144	-0.0013	-0.2%	0.7275
Low	0.7110	0.6995	-0.0115	-1.6%	0.7110
Close	0.7143	0.7005	-0.0139	-1.9%	0.7143
Range	0.0047	0.0150	0.0103	218.1%	0.0166
ATR	0.0075	0.0081	0.0005	7.0%	0.0000
Volume	165,906	266,717	100,811	60.8%	773,141

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7400	0.7087
R3	0.7347	0.7250	0.7046
R2	0.7197	0.7197	0.7032
R1	0.7101	0.7101	0.7018	0.7074
PP	0.7048	0.7048	0.7048	0.7034
S1	0.6951	0.6951	0.6991	0.6925
S2	0.6898	0.6898	0.6977
S3	0.6749	0.6802	0.6963
S4	0.6599	0.6652	0.6922

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	0.7254	0.6995	0.0260	3.7%	0.0070	1.0%	4%	False	True	178,851
10	0.7378	0.6995	0.0383	5.5%	0.0072	1.0%	3%	False	True	165,029
20	0.7612	0.6995	0.0617	8.8%	0.0076	1.1%	2%	False	True	151,133
40	0.7696	0.6995	0.0702	10.0%	0.0081	1.2%	1%	False	True	157,983
60	0.7696	0.6995	0.0702	10.0%	0.0083	1.2%	1%	False	True	160,472
80	0.7958	0.6995	0.0964	13.8%	0.0081	1.2%	1%	False	True	125,739
100	0.8047	0.6995	0.1052	15.0%	0.0079	1.1%	1%	False	True	100,620
120	0.8514	0.6995	0.1519	21.7%	0.0076	1.1%	1%	False	True	83,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7535
1.618	0.7386
1.000	0.7294
0.618	0.7236
HIGH	0.7144
0.618	0.7087
0.500	0.7069
0.382	0.7052
LOW	0.6995
0.618	0.6902
1.000	0.6845
1.618	0.6753
2.618	0.6603
4.250	0.6359

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	0.7069	0.7098
PP	0.7048	0.7067
S1	0.7026	0.7036

Download as Excel Spreadsheet

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

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