CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	0.7062	0.7049	-0.0013	-0.2%	0.7088
High	0.7078	0.7064	-0.0015	-0.2%	0.7130
Low	0.7029	0.7015	-0.0014	-0.2%	0.6949
Close	0.7047	0.7028	-0.0020	-0.3%	0.7062
Range	0.0050	0.0049	-0.0001	-1.0%	0.0182
ATR	0.0081	0.0079	-0.0002	-2.8%	0.0000
Volume	86,642	131,976	45,334	52.3%	630,462

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7182	0.7154	0.7054
R3	0.7133	0.7105	0.7041
R2	0.7084	0.7084	0.7036
R1	0.7056	0.7056	0.7032	0.7046
PP	0.7035	0.7035	0.7035	0.7030
S1	0.7007	0.7007	0.7023	0.6997
S2	0.6986	0.6986	0.7019
S3	0.6937	0.6958	0.7014
S4	0.6888	0.6909	0.7001

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	0.7086	0.6969	0.0118	1.7%	0.0062	0.9%	50%	False	False	131,239
10	0.7136	0.6949	0.0187	2.7%	0.0085	1.2%	42%	False	False	91,739
20	0.7441	0.6949	0.0493	7.0%	0.0077	1.1%	16%	False	False	49,200
40	0.7758	0.6949	0.0810	11.5%	0.0083	1.2%	10%	False	False	24,788
60	0.7758	0.6949	0.0810	11.5%	0.0074	1.1%	10%	False	False	16,666
80	0.8000	0.6949	0.1052	15.0%	0.0074	1.0%	8%	False	False	12,588
100	0.8000	0.6949	0.1052	15.0%	0.0067	0.9%	8%	False	False	10,089
120	0.8345	0.6949	0.1397	19.9%	0.0061	0.9%	6%	False	False	8,409

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7272
2.618	0.7192
1.618	0.7143
1.000	0.7113
0.618	0.7094
HIGH	0.7064
0.618	0.7045
0.500	0.7039
0.382	0.7033
LOW	0.7015
0.618	0.6984
1.000	0.6966
1.618	0.6935
2.618	0.6886
4.250	0.6806

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	0.7039	0.7046
PP	0.7035	0.7040
S1	0.7031	0.7034

Download as Excel Spreadsheet

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

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