CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	0.7056	0.7036	-0.0020	-0.3%	0.7088
High	0.7071	0.7069	-0.0002	0.0%	0.7130
Low	0.7022	0.7027	0.0005	0.1%	0.6949
Close	0.7037	0.7062	0.0025	0.4%	0.7062
Range	0.0049	0.0043	-0.0007	-13.3%	0.0182
ATR	0.0087	0.0084	-0.0003	-3.6%	0.0000
Volume	112,436	145,914	33,478	29.8%	630,462

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7180	0.7164	0.7085
R3	0.7138	0.7121	0.7074
R2	0.7095	0.7095	0.7070
R1	0.7079	0.7079	0.7066	0.7087
PP	0.7053	0.7053	0.7053	0.7057
S1	0.7036	0.7036	0.7058	0.7044
S2	0.7010	0.7010	0.7054
S3	0.6968	0.6994	0.7050
S4	0.6925	0.6951	0.7039

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7508	0.7162
R3	0.7410	0.7327	0.7112
R2	0.7228	0.7228	0.7095
R1	0.7145	0.7145	0.7079	0.7096
PP	0.7047	0.7047	0.7047	0.7022
S1	0.6964	0.6964	0.7045	0.6915
S2	0.6865	0.6865	0.7029
S3	0.6684	0.6782	0.7012
S4	0.6502	0.6601	0.6962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7130	0.6949	0.0182	2.6%	0.0091	1.3%	63%	False	False	126,092
10	0.7222	0.6949	0.0273	3.9%	0.0095	1.3%	42%	False	False	72,972
20	0.7448	0.6949	0.0500	7.1%	0.0079	1.1%	23%	False	False	38,349
40	0.7758	0.6949	0.0810	11.5%	0.0084	1.2%	14%	False	False	19,336
60	0.7758	0.6949	0.0810	11.5%	0.0075	1.1%	14%	False	False	13,048
80	0.8000	0.6949	0.1052	14.9%	0.0074	1.0%	11%	False	False	9,856
100	0.8000	0.6949	0.1052	14.9%	0.0067	0.9%	11%	False	False	7,903
120	0.8345	0.6949	0.1397	19.8%	0.0061	0.9%	8%	False	False	6,587

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7250
2.618	0.7180
1.618	0.7138
1.000	0.7112
0.618	0.7095
HIGH	0.7069
0.618	0.7053
0.500	0.7048
0.382	0.7043
LOW	0.7027
0.618	0.7000
1.000	0.6984
1.618	0.6958
2.618	0.6915
4.250	0.6846

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	0.7057	0.7050
PP	0.7053	0.7039
S1	0.7048	0.7027

Download as Excel Spreadsheet

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

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