CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	0.7332	0.7295	-0.0037	-0.5%	0.7379
High	0.7332	0.7319	-0.0013	-0.2%	0.7441
Low	0.7273	0.7267	-0.0007	-0.1%	0.7333
Close	0.7280	0.7288	0.0008	0.1%	0.7356
Range	0.0059	0.0053	-0.0007	-11.0%	0.0109
ATR	0.0077	0.0075	-0.0002	-2.3%	0.0000
Volume	1,772	2,693	921	52.0%	8,050

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7421	0.7316
R3	0.7396	0.7368	0.7302
R2	0.7344	0.7344	0.7297
R1	0.7316	0.7316	0.7292	0.7303
PP	0.7291	0.7291	0.7291	0.7285
S1	0.7263	0.7263	0.7283	0.7251
S2	0.7239	0.7239	0.7278
S3	0.7186	0.7211	0.7273
S4	0.7134	0.7158	0.7259

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	0.7423	0.7267	0.0157	2.1%	0.0060	0.8%	13%	False	True	1,817
10	0.7551	0.7267	0.0284	3.9%	0.0067	0.9%	7%	False	True	1,484
20	0.7675	0.7267	0.0409	5.6%	0.0079	1.1%	5%	False	True	897
40	0.7758	0.7267	0.0492	6.7%	0.0073	1.0%	4%	False	True	563
60	0.7758	0.7267	0.0492	6.7%	0.0074	1.0%	4%	False	True	572
80	0.8000	0.7267	0.0734	10.1%	0.0066	0.9%	3%	False	True	455
100	0.8192	0.7267	0.0926	12.7%	0.0060	0.8%	2%	False	True	365

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7456
1.618	0.7404
1.000	0.7372
0.618	0.7351
HIGH	0.7319
0.618	0.7299
0.500	0.7293
0.382	0.7287
LOW	0.7267
0.618	0.7234
1.000	0.7214
1.618	0.7182
2.618	0.7129
4.250	0.7043

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	0.7293	0.7343
PP	0.7291	0.7325
S1	0.7289	0.7306

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols