CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	0.7005	0.6913	-0.0092	-1.3%	0.7142
High	0.7065	0.7018	-0.0048	-0.7%	0.7144
Low	0.6888	0.6901	0.0013	0.2%	0.6903
Close	0.6929	0.6990	0.0062	0.9%	0.7012
Range	0.0177	0.0117	-0.0060	-33.9%	0.0242
ATR	0.0090	0.0092	0.0002	2.2%	0.0000
Volume	287,752	372,729	84,977	29.5%	1,033,857

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7320	0.7272	0.7054
R3	0.7203	0.7155	0.7022
R2	0.7086	0.7086	0.7011
R1	0.7038	0.7038	0.7001	0.7062
PP	0.6969	0.6969	0.6969	0.6981
S1	0.6921	0.6921	0.6979	0.6945
S2	0.6852	0.6852	0.6969
S3	0.6735	0.6804	0.6958
S4	0.6618	0.6687	0.6926

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%	0.0110	1.6%	56%	False	False	271,769
10	0.7242	0.6888	0.0354	5.1%	0.0095	1.4%	29%	False	False	238,814
20	0.7486	0.6888	0.0598	8.5%	0.0083	1.2%	17%	False	False	191,767
40	0.7696	0.6888	0.0808	11.6%	0.0089	1.3%	13%	False	False	179,137
60	0.7696	0.6888	0.0808	11.6%	0.0082	1.2%	13%	False	False	167,197
80	0.7958	0.6888	0.1070	15.3%	0.0083	1.2%	10%	False	False	146,059
100	0.7958	0.6888	0.1070	15.3%	0.0082	1.2%	10%	False	False	116,893
120	0.8307	0.6888	0.1419	20.3%	0.0080	1.1%	7%	False	False	97,420

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7515
2.618	0.7324
1.618	0.7207
1.000	0.7135
0.618	0.7090
HIGH	0.7018
0.618	0.6973
0.500	0.6959
0.382	0.6945
LOW	0.6901
0.618	0.6828
1.000	0.6784
1.618	0.6711
2.618	0.6594
4.250	0.6403

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	0.6980	0.6986
PP	0.6969	0.6981
S1	0.6959	0.6977

Download as Excel Spreadsheet

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

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