CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	0.7484	0.7615	0.0131	1.8%	0.7600
High	0.7656	0.7675	0.0019	0.2%	0.7758
Low	0.7484	0.7593	0.0109	1.5%	0.7470
Close	0.7614	0.7611	-0.0003	0.0%	0.7493
Range	0.0172	0.0082	-0.0090	-52.3%	0.0288
ATR	0.0086	0.0086	0.0000	-0.3%	0.0000
Volume	445	128	-317	-71.2%	1,502

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7823	0.7656
R3	0.7790	0.7741	0.7633
R2	0.7708	0.7708	0.7626
R1	0.7659	0.7659	0.7618	0.7643
PP	0.7626	0.7626	0.7626	0.7618
S1	0.7577	0.7577	0.7603	0.7561
S2	0.7544	0.7544	0.7595
S3	0.7462	0.7495	0.7588
S4	0.7380	0.7413	0.7565

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	0.7675	0.7470	0.0205	2.7%	0.0099	1.3%	69%	True	False	350
10	0.7758	0.7470	0.0288	3.8%	0.0108	1.4%	49%	False	False	291
20	0.7758	0.7292	0.0467	6.1%	0.0081	1.1%	68%	False	False	253
40	0.7758	0.7280	0.0478	6.3%	0.0078	1.0%	69%	False	False	413
60	0.8000	0.7280	0.0720	9.5%	0.0070	0.9%	46%	False	False	343
80	0.8000	0.7280	0.0720	9.5%	0.0062	0.8%	46%	False	False	261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7890
1.618	0.7808
1.000	0.7757
0.618	0.7726
HIGH	0.7675
0.618	0.7644
0.500	0.7634
0.382	0.7624
LOW	0.7593
0.618	0.7542
1.000	0.7511
1.618	0.7460
2.618	0.7378
4.250	0.7245

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	0.7634	0.7600
PP	0.7626	0.7590
S1	0.7618	0.7580

Download as Excel Spreadsheet

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

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