CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	0.7076	0.7026	-0.0050	-0.7%	0.7332
High	0.7076	0.7047	-0.0029	-0.4%	0.7332
Low	0.6967	0.6987	0.0020	0.3%	0.7175
Close	0.7009	0.7013	0.0004	0.1%	0.7207
Range	0.0109	0.0060	-0.0049	-45.0%	0.0158
ATR	0.0079	0.0078	-0.0001	-1.7%	0.0000
Volume	17,770	22,812	5,042	28.4%	35,010

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7195	0.7164	0.7046
R3	0.7135	0.7104	0.7029
R2	0.7075	0.7075	0.7024
R1	0.7044	0.7044	0.7018	0.7030
PP	0.7015	0.7015	0.7015	0.7008
S1	0.6984	0.6984	0.7007	0.6970
S2	0.6955	0.6955	0.7002
S3	0.6895	0.6924	0.6996
S4	0.6835	0.6864	0.6980

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	0.7267	0.6967	0.0301	4.3%	0.0086	1.2%	15%	False	False	15,325
10	0.7420	0.6967	0.0454	6.5%	0.0071	1.0%	10%	False	False	10,402
20	0.7675	0.6967	0.0709	10.1%	0.0071	1.0%	6%	False	False	5,570
40	0.7758	0.6967	0.0792	11.3%	0.0077	1.1%	6%	False	False	2,913
60	0.7758	0.6967	0.0792	11.3%	0.0076	1.1%	6%	False	False	2,132
80	0.8000	0.6967	0.1034	14.7%	0.0070	1.0%	4%	False	False	1,648
100	0.8000	0.6967	0.1034	14.7%	0.0063	0.9%	4%	False	False	1,321

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7302
2.618	0.7204
1.618	0.7144
1.000	0.7107
0.618	0.7084
HIGH	0.7047
0.618	0.7024
0.500	0.7017
0.382	0.7009
LOW	0.6987
0.618	0.6949
1.000	0.6927
1.618	0.6889
2.618	0.6829
4.250	0.6732

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	0.7017	0.7087
PP	0.7015	0.7062
S1	0.7014	0.7037

Download as Excel Spreadsheet

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

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