CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.6913	0.6988	0.0076	1.1%	0.7142
High	0.7018	0.7003	-0.0015	-0.2%	0.7144
Low	0.6901	0.6955	0.0054	0.8%	0.6903
Close	0.6990	0.6970	-0.0020	-0.3%	0.7012
Range	0.0117	0.0049	-0.0069	-58.5%	0.0242
ATR	0.0092	0.0089	-0.0003	-3.4%	0.0000
Volume	372,729	179,460	-193,269	-51.9%	1,033,857

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7121	0.7094	0.6997
R3	0.7073	0.7046	0.6983
R2	0.7024	0.7024	0.6979
R1	0.6997	0.6997	0.6974	0.6987
PP	0.6976	0.6976	0.6976	0.6971
S1	0.6949	0.6949	0.6966	0.6938
S2	0.6927	0.6927	0.6961
S3	0.6879	0.6900	0.6957
S4	0.6830	0.6852	0.6943

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%	0.0107	1.5%	45%	False	False	258,250
10	0.7201	0.6888	0.0313	4.5%	0.0096	1.4%	26%	False	False	242,364
20	0.7443	0.6888	0.0555	8.0%	0.0081	1.2%	15%	False	False	193,851
40	0.7696	0.6888	0.0808	11.6%	0.0089	1.3%	10%	False	False	181,532
60	0.7696	0.6888	0.0808	11.6%	0.0081	1.2%	10%	False	False	167,056
80	0.7958	0.6888	0.1070	15.4%	0.0083	1.2%	8%	False	False	148,298
100	0.7958	0.6888	0.1070	15.4%	0.0082	1.2%	8%	False	False	118,681
120	0.8307	0.6888	0.1419	20.4%	0.0080	1.1%	6%	False	False	98,915

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

Fibonacci Retracements and Extensions
4.250	0.7209
2.618	0.7130
1.618	0.7081
1.000	0.7052
0.618	0.7033
HIGH	0.7003
0.618	0.6984
0.500	0.6979
0.382	0.6973
LOW	0.6955
0.618	0.6925
1.000	0.6906
1.618	0.6876
2.618	0.6828
4.250	0.6748

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.6979	0.6977
PP	0.6976	0.6974
S1	0.6973	0.6972

Download as Excel Spreadsheet

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

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