CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	0.7207	0.7201	-0.0007	-0.1%	0.7332
High	0.7222	0.7207	-0.0015	-0.2%	0.7332
Low	0.7175	0.7059	-0.0116	-1.6%	0.7175
Close	0.7207	0.7069	-0.0139	-1.9%	0.7207
Range	0.0047	0.0148	0.0101	213.8%	0.0158
ATR	0.0071	0.0077	0.0005	7.7%	0.0000
Volume	6,453	24,494	18,041	279.6%	35,010

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7459	0.7150
R3	0.7406	0.7311	0.7109
R2	0.7259	0.7259	0.7096
R1	0.7164	0.7164	0.7082	0.7138
PP	0.7111	0.7111	0.7111	0.7098
S1	0.7016	0.7016	0.7055	0.6990
S2	0.6964	0.6964	0.7041
S3	0.6816	0.6869	0.7028
S4	0.6669	0.6721	0.6987

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	0.7319	0.7059	0.0260	3.7%	0.0070	1.0%	4%	False	True	11,546
10	0.7441	0.7059	0.0382	5.4%	0.0069	1.0%	2%	False	True	6,660
20	0.7675	0.7059	0.0616	8.7%	0.0073	1.0%	2%	False	True	3,570
40	0.7758	0.7059	0.0699	9.9%	0.0075	1.1%	1%	False	True	1,905
60	0.7758	0.7059	0.0699	9.9%	0.0075	1.1%	1%	False	True	1,480
80	0.8000	0.7059	0.0941	13.3%	0.0069	1.0%	1%	False	True	1,143
100	0.8097	0.7059	0.1038	14.7%	0.0062	0.9%	1%	False	True	915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7833
2.618	0.7593
1.618	0.7445
1.000	0.7354
0.618	0.7298
HIGH	0.7207
0.618	0.7150
0.500	0.7133
0.382	0.7115
LOW	0.7059
0.618	0.6968
1.000	0.6912
1.618	0.6820
2.618	0.6673
4.250	0.6432

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	0.7133	0.7163
PP	0.7111	0.7132
S1	0.7090	0.7100

Download as Excel Spreadsheet

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

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