CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	0.7142	0.7010	-0.0132	-1.8%	0.7274
High	0.7144	0.7011	-0.0134	-1.9%	0.7275
Low	0.6995	0.6903	-0.0092	-1.3%	0.7110
Close	0.7005	0.6944	-0.0061	-0.9%	0.7143
Range	0.0150	0.0108	-0.0042	-27.8%	0.0166
ATR	0.0081	0.0083	0.0002	2.4%	0.0000
Volume	266,717	268,813	2,096	0.8%	773,141

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7276	0.7218	0.7003
R3	0.7168	0.7110	0.6973
R2	0.7060	0.7060	0.6963
R1	0.7002	0.7002	0.6953	0.6977
PP	0.6952	0.6952	0.6952	0.6940
S1	0.6894	0.6894	0.6934	0.6869
S2	0.6844	0.6844	0.6924
S3	0.6736	0.6786	0.6914
S4	0.6628	0.6678	0.6884

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	0.7242	0.6903	0.0339	4.9%	0.0081	1.2%	12%	False	True	205,858
10	0.7357	0.6903	0.0455	6.5%	0.0072	1.0%	9%	False	True	175,593
20	0.7612	0.6903	0.0709	10.2%	0.0080	1.2%	6%	False	True	160,023
40	0.7696	0.6903	0.0794	11.4%	0.0083	1.2%	5%	False	True	161,792
60	0.7696	0.6903	0.0794	11.4%	0.0084	1.2%	5%	False	True	161,714
80	0.7958	0.6903	0.1056	15.2%	0.0081	1.2%	4%	False	True	129,092
100	0.8047	0.6903	0.1144	16.5%	0.0080	1.1%	4%	False	True	103,307
120	0.8491	0.6903	0.1589	22.9%	0.0077	1.1%	3%	False	True	86,106

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7470
2.618	0.7293
1.618	0.7185
1.000	0.7119
0.618	0.7077
HIGH	0.7011
0.618	0.6969
0.500	0.6957
0.382	0.6944
LOW	0.6903
0.618	0.6836
1.000	0.6795
1.618	0.6728
2.618	0.6620
4.250	0.6444

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	0.6957	0.7030
PP	0.6952	0.7001
S1	0.6948	0.6972

Download as Excel Spreadsheet

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

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