CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	0.7004	0.7090	0.0087	1.2%	0.7062
High	0.7190	0.7117	-0.0073	-1.0%	0.7190
Low	0.6915	0.7024	0.0109	1.6%	0.6915
Close	0.7082	0.7038	-0.0044	-0.6%	0.7038
Range	0.0275	0.0094	-0.0181	-65.9%	0.0275
ATR	0.0092	0.0092	0.0000	0.1%	0.0000
Volume	424,702	193,331	-231,371	-54.5%	1,042,117

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7340	0.7282	0.7089
R3	0.7246	0.7189	0.7063
R2	0.7153	0.7153	0.7055
R1	0.7095	0.7095	0.7046	0.7077
PP	0.7059	0.7059	0.7059	0.7050
S1	0.7002	0.7002	0.7029	0.6984
S2	0.6966	0.6966	0.7020
S3	0.6872	0.6908	0.7012
S4	0.6779	0.6815	0.6986

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7729	0.7188
R3	0.7596	0.7454	0.7113
R2	0.7322	0.7322	0.7088
R1	0.7180	0.7180	0.7063	0.7114
PP	0.7047	0.7047	0.7047	0.7014
S1	0.6905	0.6905	0.7012	0.6839
S2	0.6773	0.6773	0.6987
S3	0.6498	0.6631	0.6962
S4	0.6224	0.6356	0.6887

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%	0.0107	1.5%	45%	False	False	208,423
10	0.7190	0.6915	0.0275	3.9%	0.0099	1.4%	45%	False	False	167,257
20	0.7420	0.6915	0.0505	7.2%	0.0089	1.3%	24%	False	False	90,175
40	0.7758	0.6915	0.0843	12.0%	0.0088	1.3%	15%	False	False	45,362
60	0.7758	0.6915	0.0843	12.0%	0.0078	1.1%	15%	False	False	30,348
80	0.7832	0.6915	0.0917	13.0%	0.0077	1.1%	13%	False	False	22,879
100	0.8000	0.6915	0.1085	15.4%	0.0069	1.0%	11%	False	False	18,324
120	0.8250	0.6915	0.1335	19.0%	0.0063	0.9%	9%	False	False	15,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7514
2.618	0.7362
1.618	0.7268
1.000	0.7211
0.618	0.7175
HIGH	0.7117
0.618	0.7081
0.500	0.7070
0.382	0.7059
LOW	0.7024
0.618	0.6966
1.000	0.6930
1.618	0.6872
2.618	0.6779
4.250	0.6626

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	0.7070	0.7052
PP	0.7059	0.7047
S1	0.7048	0.7042

Download as Excel Spreadsheet

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

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