CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	0.7022	0.7004	-0.0019	-0.3%	0.7088
High	0.7041	0.7190	0.0149	2.1%	0.7130
Low	0.6974	0.6915	-0.0059	-0.8%	0.6949
Close	0.7035	0.7082	0.0047	0.7%	0.7062
Range	0.0068	0.0275	0.0207	306.7%	0.0182
ATR	0.0078	0.0092	0.0014	18.0%	0.0000
Volume	205,466	424,702	219,236	106.7%	630,462

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7758	0.7232
R3	0.7611	0.7484	0.7157
R2	0.7337	0.7337	0.7132
R1	0.7209	0.7209	0.7107	0.7273
PP	0.7062	0.7062	0.7062	0.7094
S1	0.6935	0.6935	0.7056	0.6998
S2	0.6788	0.6788	0.7031
S3	0.6513	0.6660	0.7006
S4	0.6239	0.6386	0.6931

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	0.7190	0.6915	0.0275	3.9%	0.0097	1.4%	61%	True	True	198,940
10	0.7190	0.6915	0.0275	3.9%	0.0103	1.4%	61%	True	True	150,698
20	0.7420	0.6915	0.0505	7.1%	0.0087	1.2%	33%	False	True	80,550
40	0.7758	0.6915	0.0843	11.9%	0.0089	1.3%	20%	False	True	40,535
60	0.7758	0.6915	0.0843	11.9%	0.0078	1.1%	20%	False	True	27,134
80	0.7935	0.6915	0.1020	14.4%	0.0077	1.1%	16%	False	True	20,465
100	0.8000	0.6915	0.1085	15.3%	0.0068	1.0%	15%	False	True	16,391
120	0.8290	0.6915	0.1375	19.4%	0.0063	0.9%	12%	False	True	13,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	0.8356
2.618	0.7908
1.618	0.7634
1.000	0.7464
0.618	0.7359
HIGH	0.7190
0.618	0.7085
0.500	0.7052
0.382	0.7020
LOW	0.6915
0.618	0.6745
1.000	0.6641
1.618	0.6471
2.618	0.6196
4.250	0.5748

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	0.7072	0.7072
PP	0.7062	0.7062
S1	0.7052	0.7052

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols