CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	0.7072	0.6982	-0.0090	-1.3%	0.7201
High	0.7130	0.7086	-0.0044	-0.6%	0.7207
Low	0.6949	0.6969	0.0020	0.3%	0.6967
Close	0.6996	0.7058	0.0062	0.9%	0.7076
Range	0.0182	0.0118	-0.0064	-35.3%	0.0240
ATR	0.0088	0.0090	0.0002	2.4%	0.0000
Volume	115,609	179,227	63,618	55.0%	92,812

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7390	0.7342	0.7123
R3	0.7273	0.7224	0.7090
R2	0.7155	0.7155	0.7080
R1	0.7107	0.7107	0.7069	0.7131
PP	0.7038	0.7038	0.7038	0.7050
S1	0.6989	0.6989	0.7047	0.7013
S2	0.6920	0.6920	0.7036
S3	0.6803	0.6872	0.7026
S4	0.6685	0.6754	0.6993

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	2.6%	0.0111	1.6%	59%	False	False	84,532
10	0.7307	0.6949	0.0359	5.1%	0.0096	1.4%	31%	False	False	49,546
20	0.7551	0.6949	0.0602	8.5%	0.0082	1.2%	18%	False	False	25,515
40	0.7758	0.6949	0.0810	11.5%	0.0084	1.2%	14%	False	False	12,886
60	0.7758	0.6949	0.0810	11.5%	0.0076	1.1%	14%	False	False	8,775
80	0.8000	0.6949	0.1052	14.9%	0.0074	1.0%	10%	False	False	6,628
100	0.8000	0.6949	0.1052	14.9%	0.0066	0.9%	10%	False	False	5,319
120	0.8350	0.6949	0.1401	19.8%	0.0061	0.9%	8%	False	False	4,435

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7394
1.618	0.7276
1.000	0.7204
0.618	0.7159
HIGH	0.7086
0.618	0.7041
0.500	0.7027
0.382	0.7013
LOW	0.6969
0.618	0.6896
1.000	0.6851
1.618	0.6778
2.618	0.6661
4.250	0.6469

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	0.7048	0.7052
PP	0.7038	0.7046
S1	0.7027	0.7039

Download as Excel Spreadsheet

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

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