CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	0.7497	0.7484	-0.0013	-0.2%	0.7600
High	0.7511	0.7656	0.0145	1.9%	0.7758
Low	0.7487	0.7484	-0.0003	0.0%	0.7470
Close	0.7487	0.7614	0.0127	1.7%	0.7493
Range	0.0024	0.0172	0.0148	616.7%	0.0288
ATR	0.0079	0.0086	0.0007	8.3%	0.0000
Volume	141	445	304	215.6%	1,502

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8029	0.7708
R3	0.7929	0.7857	0.7661
R2	0.7757	0.7757	0.7645
R1	0.7685	0.7685	0.7629	0.7721
PP	0.7585	0.7585	0.7585	0.7602
S1	0.7513	0.7513	0.7598	0.7549
S2	0.7413	0.7413	0.7582
S3	0.7241	0.7341	0.7566
S4	0.7069	0.7169	0.7519

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8438	0.8253	0.7651
R3	0.8150	0.7965	0.7572
R2	0.7862	0.7862	0.7545
R1	0.7677	0.7677	0.7519	0.7625
PP	0.7574	0.7574	0.7574	0.7548
S1	0.7389	0.7389	0.7466	0.7337
S2	0.7286	0.7286	0.7440
S3	0.6998	0.7101	0.7413
S4	0.6710	0.6813	0.7334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7656	0.7470	0.0186	2.4%	0.0098	1.3%	77%	True	False	360
10	0.7758	0.7419	0.0340	4.5%	0.0112	1.5%	57%	False	False	302
20	0.7758	0.7280	0.0478	6.3%	0.0082	1.1%	70%	False	False	256
40	0.7758	0.7280	0.0478	6.3%	0.0078	1.0%	70%	False	False	413
60	0.8000	0.7280	0.0720	9.5%	0.0069	0.9%	46%	False	False	341
80	0.8000	0.7280	0.0720	9.5%	0.0061	0.8%	46%	False	False	259

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	0.0019
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.8387
2.618	0.8106
1.618	0.7934
1.000	0.7828
0.618	0.7762
HIGH	0.7656
0.618	0.7590
0.500	0.7570
0.382	0.7550
LOW	0.7484
0.618	0.7378
1.000	0.7312
1.618	0.7206
2.618	0.7034
4.250	0.6753

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	0.7599	0.7597
PP	0.7585	0.7581
S1	0.7570	0.7565

Download as Excel Spreadsheet

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

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