CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	0.7201	0.7076	-0.0125	-1.7%	0.7332
High	0.7207	0.7076	-0.0131	-1.8%	0.7332
Low	0.7059	0.6967	-0.0093	-1.3%	0.7175
Close	0.7069	0.7009	-0.0060	-0.8%	0.7207
Range	0.0148	0.0109	-0.0039	-26.1%	0.0158
ATR	0.0077	0.0079	0.0002	3.0%	0.0000
Volume	24,494	17,770	-6,724	-27.5%	35,010

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7285	0.7068
R3	0.7235	0.7176	0.7038
R2	0.7126	0.7126	0.7028
R1	0.7067	0.7067	0.7018	0.7042
PP	0.7017	0.7017	0.7017	0.7004
S1	0.6958	0.6958	0.6999	0.6933
S2	0.6908	0.6908	0.6989
S3	0.6799	0.6849	0.6979
S4	0.6690	0.6740	0.6949

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	0.7307	0.6967	0.0341	4.9%	0.0081	1.2%	12%	False	True	14,561
10	0.7423	0.6967	0.0457	6.5%	0.0071	1.0%	9%	False	True	8,189
20	0.7675	0.6967	0.0709	10.1%	0.0077	1.1%	6%	False	True	4,451
40	0.7758	0.6967	0.0792	11.3%	0.0076	1.1%	5%	False	True	2,348
60	0.7758	0.6967	0.0792	11.3%	0.0076	1.1%	5%	False	True	1,769
80	0.8000	0.6967	0.1034	14.7%	0.0069	1.0%	4%	False	True	1,363
100	0.8097	0.6967	0.1131	16.1%	0.0063	0.9%	4%	False	True	1,093

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7361
1.618	0.7252
1.000	0.7185
0.618	0.7143
HIGH	0.7076
0.618	0.7034
0.500	0.7021
0.382	0.7008
LOW	0.6967
0.618	0.6899
1.000	0.6858
1.618	0.6790
2.618	0.6681
4.250	0.6503

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	0.7021	0.7094
PP	0.7017	0.7066
S1	0.7013	0.7037

Download as Excel Spreadsheet

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

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