CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	0.7367	0.7407	0.0040	0.5%	0.7379
High	0.7413	0.7420	0.0007	0.1%	0.7441
Low	0.7367	0.7333	-0.0035	-0.5%	0.7333
Close	0.7407	0.7356	-0.0051	-0.7%	0.7356
Range	0.0046	0.0088	0.0042	90.2%	0.0109
ATR	0.0076	0.0077	0.0001	1.1%	0.0000
Volume	824	3,113	2,289	277.8%	8,050

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7582	0.7404
R3	0.7545	0.7494	0.7380
R2	0.7457	0.7457	0.7372
R1	0.7407	0.7407	0.7364	0.7388
PP	0.7370	0.7370	0.7370	0.7360
S1	0.7319	0.7319	0.7348	0.7301
S2	0.7282	0.7282	0.7340
S3	0.7195	0.7232	0.7332
S4	0.7107	0.7144	0.7308

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7638	0.7416
R3	0.7594	0.7529	0.7386
R2	0.7485	0.7485	0.7376
R1	0.7421	0.7421	0.7366	0.7399
PP	0.7377	0.7377	0.7377	0.7366
S1	0.7312	0.7312	0.7346	0.7290
S2	0.7268	0.7268	0.7336
S3	0.7160	0.7204	0.7326
S4	0.7051	0.7095	0.7296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7441	0.7333	0.0109	1.5%	0.0066	0.9%	22%	False	True	1,610
10	0.7629	0.7333	0.0297	4.0%	0.0071	1.0%	8%	False	True	1,096
20	0.7758	0.7333	0.0426	5.8%	0.0086	1.2%	6%	False	True	699
40	0.7758	0.7280	0.0478	6.5%	0.0074	1.0%	16%	False	False	477
60	0.7807	0.7280	0.0527	7.2%	0.0074	1.0%	14%	False	False	498
80	0.8000	0.7280	0.0720	9.8%	0.0065	0.9%	11%	False	False	400
100	0.8198	0.7280	0.0918	12.5%	0.0059	0.8%	8%	False	False	321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7649
1.618	0.7562
1.000	0.7508
0.618	0.7474
HIGH	0.7420
0.618	0.7387
0.500	0.7376
0.382	0.7366
LOW	0.7333
0.618	0.7278
1.000	0.7245
1.618	0.7191
2.618	0.7103
4.250	0.6961

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	0.7376	0.7378
PP	0.7370	0.7371
S1	0.7363	0.7363

Download as Excel Spreadsheet

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

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