CME Japanese Yen Future December 2022

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

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	0.7595	0.7575	-0.0020	-0.3%	0.7488
High	0.7612	0.7629	0.0018	0.2%	0.7675
Low	0.7555	0.7575	0.0020	0.3%	0.7474
Close	0.7578	0.7587	0.0010	0.1%	0.7578
Range	0.0057	0.0054	-0.0003	-4.4%	0.0201
ATR	0.0084	0.0082	-0.0002	-2.5%	0.0000
Volume	231	258	27	11.7%	1,517

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7759	0.7727	0.7617
R3	0.7705	0.7673	0.7602
R2	0.7651	0.7651	0.7597
R1	0.7619	0.7619	0.7592	0.7635
PP	0.7597	0.7597	0.7597	0.7605
S1	0.7565	0.7565	0.7582	0.7581
S2	0.7543	0.7543	0.7577
S3	0.7489	0.7511	0.7572
S4	0.7435	0.7457	0.7557

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	0.7484	0.0191	2.5%	0.0078	1.0%	54%	False	False	240
10	0.7758	0.7470	0.0288	3.8%	0.0096	1.3%	41%	False	False	302
20	0.7758	0.7301	0.0457	6.0%	0.0084	1.1%	63%	False	False	245
40	0.7758	0.7280	0.0478	6.3%	0.0075	1.0%	64%	False	False	407
60	0.8000	0.7280	0.0720	9.5%	0.0071	0.9%	43%	False	False	344
80	0.8000	0.7280	0.0720	9.5%	0.0062	0.8%	43%	False	False	267
100	0.8364	0.7280	0.1084	14.3%	0.0056	0.7%	28%	False	False	216

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7859
2.618	0.7770
1.618	0.7716
1.000	0.7683
0.618	0.7662
HIGH	0.7629
0.618	0.7608
0.500	0.7602
0.382	0.7596
LOW	0.7575
0.618	0.7542
1.000	0.7521
1.618	0.7488
2.618	0.7434
4.250	0.7346

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	0.7602	0.7615
PP	0.7597	0.7606
S1	0.7592	0.7596

Download as Excel Spreadsheet

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

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