CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.7263	0.7207	-0.0056	-0.8%	0.7332
High	0.7267	0.7222	-0.0046	-0.6%	0.7332
Low	0.7203	0.7175	-0.0029	-0.4%	0.7175
Close	0.7204	0.7207	0.0003	0.0%	0.7207
Range	0.0064	0.0047	-0.0017	-26.6%	0.0158
ATR	0.0073	0.0071	-0.0002	-2.6%	0.0000
Volume	5,100	6,453	1,353	26.5%	35,010

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7342	0.7322	0.7233
R3	0.7295	0.7275	0.7220
R2	0.7248	0.7248	0.7216
R1	0.7228	0.7228	0.7211	0.7231
PP	0.7201	0.7201	0.7201	0.7203
S1	0.7181	0.7181	0.7203	0.7184
S2	0.7154	0.7154	0.7198
S3	0.7107	0.7134	0.7194
S4	0.7060	0.7087	0.7181

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7710	0.7616	0.7294
R3	0.7553	0.7459	0.7250
R2	0.7395	0.7395	0.7236
R1	0.7301	0.7301	0.7221	0.7270
PP	0.7238	0.7238	0.7238	0.7222
S1	0.7144	0.7144	0.7193	0.7112
S2	0.7080	0.7080	0.7178
S3	0.6923	0.6986	0.7164
S4	0.6765	0.6829	0.7120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7332	0.7175	0.0158	2.2%	0.0052	0.7%	21%	False	True	7,002
10	0.7441	0.7175	0.0267	3.7%	0.0059	0.8%	12%	False	True	4,306
20	0.7675	0.7175	0.0501	6.9%	0.0068	0.9%	6%	False	True	2,374
40	0.7758	0.7175	0.0584	8.1%	0.0073	1.0%	6%	False	True	1,310
60	0.7758	0.7175	0.0584	8.1%	0.0074	1.0%	6%	False	True	1,080
80	0.8000	0.7175	0.0826	11.5%	0.0067	0.9%	4%	False	True	837
100	0.8097	0.7175	0.0923	12.8%	0.0061	0.8%	4%	False	True	671

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7421
2.618	0.7345
1.618	0.7298
1.000	0.7269
0.618	0.7251
HIGH	0.7222
0.618	0.7204
0.500	0.7198
0.382	0.7192
LOW	0.7175
0.618	0.7145
1.000	0.7128
1.618	0.7098
2.618	0.7051
4.250	0.6975

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.7204	0.7241
PP	0.7201	0.7230
S1	0.7198	0.7218

Download as Excel Spreadsheet

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

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