CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	0.6943	0.7023	0.0080	1.2%	0.7142
High	0.7071	0.7038	-0.0034	-0.5%	0.7144
Low	0.6943	0.6973	0.0030	0.4%	0.6903
Close	0.7012	0.7010	-0.0002	0.0%	0.7012
Range	0.0129	0.0065	-0.0064	-49.4%	0.0242
ATR	0.0084	0.0083	-0.0001	-1.6%	0.0000
Volume	251,269	200,041	-51,228	-20.4%	1,033,857

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7202	0.7171	0.7046
R3	0.7137	0.7106	0.7028
R2	0.7072	0.7072	0.7022
R1	0.7041	0.7041	0.7016	0.7024
PP	0.7007	0.7007	0.7007	0.6998
S1	0.6976	0.6976	0.7004	0.6959
S2	0.6942	0.6942	0.6998
S3	0.6877	0.6911	0.6992
S4	0.6812	0.6846	0.6974

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7744	0.7619	0.7144
R3	0.7502	0.7378	0.7078
R2	0.7261	0.7261	0.7056
R1	0.7136	0.7136	0.7034	0.7078
PP	0.7019	0.7019	0.7019	0.6990
S1	0.6895	0.6895	0.6989	0.6836
S2	0.6778	0.6778	0.6967
S3	0.6536	0.6653	0.6945
S4	0.6295	0.6412	0.6879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7144	0.6903	0.0242	3.4%	0.0102	1.5%	45%	False	False	246,779
10	0.7275	0.6903	0.0373	5.3%	0.0078	1.1%	29%	False	False	200,703
20	0.7563	0.6903	0.0661	9.4%	0.0076	1.1%	16%	False	False	171,793
40	0.7696	0.6903	0.0794	11.3%	0.0084	1.2%	14%	False	False	167,352
60	0.7696	0.6903	0.0794	11.3%	0.0083	1.2%	14%	False	False	163,766
80	0.7958	0.6903	0.1056	15.1%	0.0082	1.2%	10%	False	False	137,812
100	0.7958	0.6903	0.1056	15.1%	0.0080	1.1%	10%	False	False	110,289
120	0.8376	0.6903	0.1473	21.0%	0.0078	1.1%	7%	False	False	91,925

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7314
2.618	0.7208
1.618	0.7143
1.000	0.7103
0.618	0.7078
HIGH	0.7038
0.618	0.7013
0.500	0.7005
0.382	0.6997
LOW	0.6973
0.618	0.6932
1.000	0.6908
1.618	0.6867
2.618	0.6802
4.250	0.6696

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	0.7008	0.7005
PP	0.7007	0.7001
S1	0.7005	0.6996

Download as Excel Spreadsheet

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

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