CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	0.6988	0.6970	-0.0018	-0.3%	0.7023
High	0.7003	0.7002	-0.0002	0.0%	0.7065
Low	0.6955	0.6960	0.0005	0.1%	0.6888
Close	0.6970	0.6995	0.0025	0.4%	0.6995
Range	0.0049	0.0042	-0.0007	-13.4%	0.0177
ATR	0.0089	0.0085	-0.0003	-3.8%	0.0000
Volume	179,460	23,302	-156,158	-87.0%	1,063,284

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7111	0.7095	0.7018
R3	0.7069	0.7053	0.7007
R2	0.7027	0.7027	0.7003
R1	0.7011	0.7011	0.6999	0.7019
PP	0.6985	0.6985	0.6985	0.6989
S1	0.6969	0.6969	0.6991	0.6977
S2	0.6943	0.6943	0.6987
S3	0.6901	0.6927	0.6983
S4	0.6859	0.6885	0.6972

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7431	0.7092
R3	0.7337	0.7254	0.7044
R2	0.7160	0.7160	0.7027
R1	0.7077	0.7077	0.7011	0.7030
PP	0.6983	0.6983	0.6983	0.6959
S1	0.6900	0.6900	0.6979	0.6853
S2	0.6806	0.6806	0.6963
S3	0.6629	0.6723	0.6946
S4	0.6452	0.6546	0.6898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7065	0.6888	0.0177	2.5%	0.0090	1.3%	60%	False	False	212,656
10	0.7157	0.6888	0.0269	3.8%	0.0094	1.3%	40%	False	False	226,304
20	0.7384	0.6888	0.0496	7.1%	0.0080	1.1%	22%	False	False	188,176
40	0.7696	0.6888	0.0808	11.6%	0.0088	1.3%	13%	False	False	178,123
60	0.7696	0.6888	0.0808	11.6%	0.0081	1.2%	13%	False	False	165,046
80	0.7958	0.6888	0.1070	15.3%	0.0083	1.2%	10%	False	False	148,586
100	0.7958	0.6888	0.1070	15.3%	0.0081	1.2%	10%	False	False	118,912
120	0.8295	0.6888	0.1407	20.1%	0.0079	1.1%	8%	False	False	99,108

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7180
2.618	0.7111
1.618	0.7069
1.000	0.7044
0.618	0.7027
HIGH	0.7002
0.618	0.6985
0.500	0.6981
0.382	0.6976
LOW	0.6960
0.618	0.6934
1.000	0.6918
1.618	0.6892
2.618	0.6850
4.250	0.6781

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	0.6990	0.6983
PP	0.6985	0.6971
S1	0.6981	0.6959

Download as Excel Spreadsheet

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

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