CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	0.7049	0.7022	-0.0027	-0.4%	0.7088
High	0.7064	0.7041	-0.0023	-0.3%	0.7130
Low	0.7015	0.6974	-0.0041	-0.6%	0.6949
Close	0.7028	0.7035	0.0007	0.1%	0.7062
Range	0.0049	0.0068	0.0019	37.8%	0.0182
ATR	0.0079	0.0078	-0.0001	-1.0%	0.0000
Volume	131,976	205,466	73,490	55.7%	630,462

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7219	0.7194	0.7072
R3	0.7151	0.7127	0.7053
R2	0.7084	0.7084	0.7047
R1	0.7059	0.7059	0.7041	0.7072
PP	0.7016	0.7016	0.7016	0.7023
S1	0.6992	0.6992	0.7028	0.7004
S2	0.6949	0.6949	0.7022
S3	0.6881	0.6924	0.7016
S4	0.6814	0.6857	0.6997

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	0.7078	0.6974	0.0105	1.5%	0.0052	0.7%	58%	False	True	136,486
10	0.7136	0.6949	0.0187	2.7%	0.0081	1.2%	46%	False	False	110,509
20	0.7423	0.6949	0.0475	6.7%	0.0076	1.1%	18%	False	False	59,349
40	0.7758	0.6949	0.0810	11.5%	0.0083	1.2%	11%	False	False	29,919
60	0.7758	0.6949	0.0810	11.5%	0.0074	1.1%	11%	False	False	20,090
80	0.7994	0.6949	0.1045	14.9%	0.0074	1.0%	8%	False	False	15,156
100	0.8000	0.6949	0.1052	14.9%	0.0066	0.9%	8%	False	False	12,144
120	0.8335	0.6949	0.1387	19.7%	0.0061	0.9%	6%	False	False	10,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7328
2.618	0.7218
1.618	0.7150
1.000	0.7109
0.618	0.7083
HIGH	0.7041
0.618	0.7015
0.500	0.7007
0.382	0.6999
LOW	0.6974
0.618	0.6932
1.000	0.6906
1.618	0.6864
2.618	0.6797
4.250	0.6687

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	0.7025	0.7032
PP	0.7016	0.7029
S1	0.7007	0.7026

Download as Excel Spreadsheet

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

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