CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	0.7088	0.7072	-0.0016	-0.2%	0.7201
High	0.7103	0.7130	0.0028	0.4%	0.7207
Low	0.7037	0.6949	-0.0089	-1.3%	0.6967
Close	0.7076	0.6996	-0.0080	-1.1%	0.7076
Range	0.0066	0.0182	0.0116	177.1%	0.0240
ATR	0.0080	0.0088	0.0007	9.0%	0.0000
Volume	77,276	115,609	38,333	49.6%	92,812

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7464	0.7096
R3	0.7388	0.7283	0.7046
R2	0.7206	0.7206	0.7029
R1	0.7101	0.7101	0.7013	0.7063
PP	0.7025	0.7025	0.7025	0.7006
S1	0.6920	0.6920	0.6979	0.6882
S2	0.6843	0.6843	0.6963
S3	0.6662	0.6738	0.6946
S4	0.6480	0.6557	0.6896

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7680	0.7208
R3	0.7563	0.7440	0.7142
R2	0.7323	0.7323	0.7120
R1	0.7200	0.7200	0.7098	0.7141
PP	0.7083	0.7083	0.7083	0.7054
S1	0.6960	0.6960	0.7054	0.6901
S2	0.6843	0.6843	0.7032
S3	0.6603	0.6720	0.7010
S4	0.6363	0.6480	0.6944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7136	0.6949	0.0187	2.7%	0.0109	1.6%	25%	False	True	52,240
10	0.7319	0.6949	0.0371	5.3%	0.0089	1.3%	13%	False	True	31,893
20	0.7605	0.6949	0.0656	9.4%	0.0081	1.2%	7%	False	True	16,570
40	0.7758	0.6949	0.0810	11.6%	0.0082	1.2%	6%	False	True	8,407
60	0.7758	0.6949	0.0810	11.6%	0.0077	1.1%	6%	False	True	5,795
80	0.8000	0.6949	0.1052	15.0%	0.0074	1.1%	5%	False	True	4,400
100	0.8000	0.6949	0.1052	15.0%	0.0066	0.9%	5%	False	True	3,527
120	0.8364	0.6949	0.1416	20.2%	0.0060	0.9%	3%	False	True	2,942

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 122 trading days

Fibonacci Retracements and Extensions
4.250	0.7901
2.618	0.7605
1.618	0.7424
1.000	0.7312
0.618	0.7242
HIGH	0.7130
0.618	0.7061
0.500	0.7039
0.382	0.7018
LOW	0.6949
0.618	0.6836
1.000	0.6767
1.618	0.6655
2.618	0.6473
4.250	0.6177

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	0.7039	0.7042
PP	0.7025	0.7027
S1	0.7010	0.7011

Download as Excel Spreadsheet

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

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