CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.7036	0.7062	0.0026	0.4%	0.7088
High	0.7069	0.7078	0.0009	0.1%	0.7130
Low	0.7027	0.7029	0.0002	0.0%	0.6949
Close	0.7062	0.7047	-0.0015	-0.2%	0.7062
Range	0.0043	0.0050	0.0007	16.5%	0.0182
ATR	0.0084	0.0081	-0.0002	-2.9%	0.0000
Volume	145,914	86,642	-59,272	-40.6%	630,462

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7200	0.7173	0.7074
R3	0.7150	0.7123	0.7061
R2	0.7101	0.7101	0.7056
R1	0.7074	0.7074	0.7052	0.7063
PP	0.7051	0.7051	0.7051	0.7046
S1	0.7024	0.7024	0.7042	0.7013
S2	0.7002	0.7002	0.7038
S3	0.6952	0.6975	0.7033
S4	0.6903	0.6925	0.7020

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%	0.0088	1.2%	54%	False	False	127,965
10	0.7207	0.6949	0.0258	3.7%	0.0095	1.4%	38%	False	False	80,991
20	0.7441	0.6949	0.0493	7.0%	0.0077	1.1%	20%	False	False	42,648
40	0.7758	0.6949	0.0810	11.5%	0.0082	1.2%	12%	False	False	21,495
60	0.7758	0.6949	0.0810	11.5%	0.0074	1.1%	12%	False	False	14,468
80	0.8000	0.6949	0.1052	14.9%	0.0073	1.0%	9%	False	False	10,939
100	0.8000	0.6949	0.1052	14.9%	0.0067	1.0%	9%	False	False	8,769
120	0.8345	0.6949	0.1397	19.8%	0.0061	0.9%	7%	False	False	7,309

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

Fibonacci Retracements and Extensions
4.250	0.7288
2.618	0.7208
1.618	0.7158
1.000	0.7128
0.618	0.7109
HIGH	0.7078
0.618	0.7059
0.500	0.7053
0.382	0.7047
LOW	0.7029
0.618	0.6998
1.000	0.6979
1.618	0.6948
2.618	0.6899
4.250	0.6818

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.7053	0.7050
PP	0.7051	0.7049
S1	0.7049	0.7048

Download as Excel Spreadsheet

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

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