CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	0.7615	0.7595	-0.0020	-0.3%	0.7488
High	0.7675	0.7612	-0.0064	-0.8%	0.7675
Low	0.7593	0.7555	-0.0038	-0.5%	0.7474
Close	0.7611	0.7578	-0.0033	-0.4%	0.7578
Range	0.0082	0.0057	-0.0026	-31.1%	0.0201
ATR	0.0086	0.0084	-0.0002	-2.4%	0.0000
Volume	128	231	103	80.5%	1,517

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7721	0.7609
R3	0.7694	0.7664	0.7593
R2	0.7638	0.7638	0.7588
R1	0.7608	0.7608	0.7583	0.7595
PP	0.7581	0.7581	0.7581	0.7575
S1	0.7551	0.7551	0.7572	0.7538
S2	0.7525	0.7525	0.7567
S3	0.7468	0.7495	0.7562
S4	0.7412	0.7438	0.7546

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8179	0.8079	0.7688
R3	0.7978	0.7878	0.7633
R2	0.7777	0.7777	0.7614
R1	0.7677	0.7677	0.7596	0.7727
PP	0.7576	0.7576	0.7576	0.7600
S1	0.7476	0.7476	0.7559	0.7526
S2	0.7375	0.7375	0.7541
S3	0.7174	0.7275	0.7522
S4	0.6973	0.7074	0.7467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7675	0.7474	0.0201	2.7%	0.0077	1.0%	51%	False	False	303
10	0.7758	0.7470	0.0288	3.8%	0.0101	1.3%	37%	False	False	301
20	0.7758	0.7301	0.0457	6.0%	0.0082	1.1%	61%	False	False	257
40	0.7758	0.7280	0.0478	6.3%	0.0078	1.0%	62%	False	False	410
60	0.8000	0.7280	0.0720	9.5%	0.0071	0.9%	41%	False	False	347
80	0.8000	0.7280	0.0720	9.5%	0.0062	0.8%	41%	False	False	264
100	0.8436	0.7280	0.1156	15.3%	0.0056	0.7%	26%	False	False	213

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7852
2.618	0.7759
1.618	0.7703
1.000	0.7668
0.618	0.7646
HIGH	0.7612
0.618	0.7590
0.500	0.7583
0.382	0.7577
LOW	0.7555
0.618	0.7520
1.000	0.7499
1.618	0.7464
2.618	0.7407
4.250	0.7315

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	0.7583	0.7580
PP	0.7581	0.7579
S1	0.7579	0.7578

Download as Excel Spreadsheet

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

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