CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.6982	0.7056	0.0074	1.1%	0.7201
High	0.7086	0.7071	-0.0015	-0.2%	0.7207
Low	0.6969	0.7022	0.0054	0.8%	0.6967
Close	0.7058	0.7037	-0.0021	-0.3%	0.7076
Range	0.0118	0.0049	-0.0069	-58.3%	0.0240
ATR	0.0090	0.0087	-0.0003	-3.2%	0.0000
Volume	179,227	112,436	-66,791	-37.3%	92,812

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7190	0.7163	0.7064
R3	0.7141	0.7114	0.7050
R2	0.7092	0.7092	0.7046
R1	0.7065	0.7065	0.7041	0.7054
PP	0.7043	0.7043	0.7043	0.7038
S1	0.7016	0.7016	0.7033	0.7005
S2	0.6994	0.6994	0.7028
S3	0.6945	0.6967	0.7024
S4	0.6896	0.6918	0.7010

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	1.5%	47%	False	False	102,456
10	0.7267	0.6949	0.0319	4.5%	0.0097	1.4%	28%	False	False	58,891
20	0.7506	0.6949	0.0557	7.9%	0.0080	1.1%	16%	False	False	31,084
40	0.7758	0.6949	0.0810	11.5%	0.0085	1.2%	11%	False	False	15,692
60	0.7758	0.6949	0.0810	11.5%	0.0075	1.1%	11%	False	False	10,631
80	0.8000	0.6949	0.1052	14.9%	0.0074	1.0%	8%	False	False	8,033
100	0.8000	0.6949	0.1052	14.9%	0.0066	0.9%	8%	False	False	6,444
120	0.8347	0.6949	0.1398	19.9%	0.0061	0.9%	6%	False	False	5,372

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

Fibonacci Retracements and Extensions
4.250	0.7279
2.618	0.7199
1.618	0.7150
1.000	0.7120
0.618	0.7101
HIGH	0.7071
0.618	0.7052
0.500	0.7047
0.382	0.7041
LOW	0.7022
0.618	0.6992
1.000	0.6973
1.618	0.6943
2.618	0.6894
4.250	0.6814

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.7047	0.7039
PP	0.7043	0.7039
S1	0.7040	0.7038

Download as Excel Spreadsheet

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

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