CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	0.7023	0.7005	-0.0019	-0.3%	0.7142
High	0.7038	0.7065	0.0028	0.4%	0.7144
Low	0.6973	0.6888	-0.0085	-1.2%	0.6903
Close	0.7010	0.6929	-0.0082	-1.2%	0.7012
Range	0.0065	0.0177	0.0112	172.3%	0.0242
ATR	0.0083	0.0090	0.0007	8.1%	0.0000
Volume	200,041	287,752	87,711	43.8%	1,033,857

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7492	0.7387	0.7026
R3	0.7315	0.7210	0.6977
R2	0.7138	0.7138	0.6961
R1	0.7033	0.7033	0.6945	0.6997
PP	0.6961	0.6961	0.6961	0.6942
S1	0.6856	0.6856	0.6912	0.6820
S2	0.6784	0.6784	0.6896
S3	0.6607	0.6679	0.6880
S4	0.6430	0.6502	0.6831

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	0.7071	0.6888	0.0183	2.6%	0.0108	1.6%	22%	False	True	250,986
10	0.7254	0.6888	0.0366	5.3%	0.0089	1.3%	11%	False	True	214,918
20	0.7540	0.6888	0.0652	9.4%	0.0082	1.2%	6%	False	True	179,862
40	0.7696	0.6888	0.0808	11.7%	0.0087	1.3%	5%	False	True	172,617
60	0.7696	0.6888	0.0808	11.7%	0.0083	1.2%	5%	False	True	164,683
80	0.7958	0.6888	0.1070	15.4%	0.0083	1.2%	4%	False	True	141,406
100	0.7958	0.6888	0.1070	15.4%	0.0081	1.2%	4%	False	True	113,166
120	0.8336	0.6888	0.1448	20.9%	0.0079	1.1%	3%	False	True	94,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.7817
2.618	0.7528
1.618	0.7351
1.000	0.7242
0.618	0.7174
HIGH	0.7065
0.618	0.6997
0.500	0.6977
0.382	0.6956
LOW	0.6888
0.618	0.6779
1.000	0.6711
1.618	0.6602
2.618	0.6425
4.250	0.6136

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	0.6977	0.6980
PP	0.6961	0.6963
S1	0.6945	0.6946

Download as Excel Spreadsheet

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

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