CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	0.7282	0.7263	-0.0019	-0.3%	0.7379
High	0.7307	0.7267	-0.0040	-0.5%	0.7441
Low	0.7270	0.7203	-0.0067	-0.9%	0.7333
Close	0.7284	0.7204	-0.0080	-1.1%	0.7356
Range	0.0038	0.0064	0.0027	70.7%	0.0109
ATR	0.0073	0.0073	0.0001	0.8%	0.0000
Volume	18,992	5,100	-13,892	-73.1%	8,050

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7374	0.7239
R3	0.7353	0.7310	0.7222
R2	0.7289	0.7289	0.7216
R1	0.7246	0.7246	0.7210	0.7236
PP	0.7225	0.7225	0.7225	0.7219
S1	0.7182	0.7182	0.7198	0.7172
S2	0.7161	0.7161	0.7192
S3	0.7097	0.7118	0.7186
S4	0.7033	0.7054	0.7169

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	0.7420	0.7203	0.0217	3.0%	0.0060	0.8%	0%	False	True	6,334
10	0.7448	0.7203	0.0245	3.4%	0.0062	0.9%	0%	False	True	3,726
20	0.7675	0.7203	0.0472	6.6%	0.0074	1.0%	0%	False	True	2,075
40	0.7758	0.7203	0.0555	7.7%	0.0074	1.0%	0%	False	True	1,162
60	0.7758	0.7203	0.0555	7.7%	0.0074	1.0%	0%	False	True	973
80	0.8000	0.7203	0.0797	11.1%	0.0067	0.9%	0%	False	True	756
100	0.8097	0.7203	0.0894	12.4%	0.0061	0.8%	0%	False	True	606

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7435
1.618	0.7371
1.000	0.7331
0.618	0.7307
HIGH	0.7267
0.618	0.7243
0.500	0.7235
0.382	0.7227
LOW	0.7203
0.618	0.7163
1.000	0.7139
1.618	0.7099
2.618	0.7035
4.250	0.6931

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	0.7235	0.7261
PP	0.7225	0.7242
S1	0.7214	0.7223

Download as Excel Spreadsheet

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

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