CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	0.7010	0.6962	-0.0048	-0.7%	0.7274
High	0.7011	0.6982	-0.0029	-0.4%	0.7275
Low	0.6903	0.6922	0.0019	0.3%	0.7110
Close	0.6944	0.6948	0.0005	0.1%	0.7143
Range	0.0108	0.0061	-0.0048	-44.0%	0.0166
ATR	0.0083	0.0081	-0.0002	-1.9%	0.0000
Volume	268,813	247,058	-21,755	-8.1%	773,141

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7132	0.7101	0.6981
R3	0.7072	0.7040	0.6965
R2	0.7011	0.7011	0.6959
R1	0.6980	0.6980	0.6954	0.6965
PP	0.6951	0.6951	0.6951	0.6943
S1	0.6919	0.6919	0.6942	0.6905
S2	0.6890	0.6890	0.6937
S3	0.6830	0.6859	0.6931
S4	0.6769	0.6798	0.6915

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	0.7201	0.6903	0.0299	4.3%	0.0086	1.2%	15%	False	False	226,479
10	0.7355	0.6903	0.0452	6.5%	0.0073	1.0%	10%	False	False	184,876
20	0.7612	0.6903	0.0709	10.2%	0.0074	1.1%	6%	False	False	162,247
40	0.7696	0.6903	0.0794	11.4%	0.0083	1.2%	6%	False	False	164,046
60	0.7696	0.6903	0.0794	11.4%	0.0083	1.2%	6%	False	False	162,399
80	0.7958	0.6903	0.1056	15.2%	0.0081	1.2%	4%	False	False	132,177
100	0.7960	0.6903	0.1058	15.2%	0.0080	1.1%	4%	False	False	105,778
120	0.8491	0.6903	0.1589	22.9%	0.0077	1.1%	3%	False	False	88,164

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7239
2.618	0.7140
1.618	0.7080
1.000	0.7043
0.618	0.7019
HIGH	0.6982
0.618	0.6959
0.500	0.6952
0.382	0.6945
LOW	0.6922
0.618	0.6884
1.000	0.6861
1.618	0.6824
2.618	0.6763
4.250	0.6664

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	0.6952	0.7023
PP	0.6951	0.6998
S1	0.6949	0.6973

Download as Excel Spreadsheet

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

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