CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	0.7090	0.7033	-0.0057	-0.8%	0.7062
High	0.7117	0.7042	-0.0076	-1.1%	0.7190
Low	0.7024	0.6968	-0.0056	-0.8%	0.6915
Close	0.7038	0.6977	-0.0061	-0.9%	0.7038
Range	0.0094	0.0074	-0.0020	-21.4%	0.0275
ATR	0.0092	0.0091	-0.0001	-1.5%	0.0000
Volume	193,331	184,718	-8,613	-4.5%	1,042,117

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7216	0.7170	0.7017
R3	0.7142	0.7096	0.6997
R2	0.7069	0.7069	0.6990
R1	0.7023	0.7023	0.6983	0.7009
PP	0.6995	0.6995	0.6995	0.6989
S1	0.6949	0.6949	0.6970	0.6936
S2	0.6922	0.6922	0.6963
S3	0.6848	0.6876	0.6956
S4	0.6775	0.6802	0.6936

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%	0.0112	1.6%	22%	False	False	228,038
10	0.7190	0.6915	0.0275	3.9%	0.0100	1.4%	22%	False	False	178,002
20	0.7332	0.6915	0.0417	6.0%	0.0088	1.3%	15%	False	False	99,255
40	0.7758	0.6915	0.0843	12.1%	0.0087	1.3%	7%	False	False	49,977
60	0.7758	0.6915	0.0843	12.1%	0.0079	1.1%	7%	False	False	33,403
80	0.7807	0.6915	0.0892	12.8%	0.0077	1.1%	7%	False	False	25,188
100	0.8000	0.6915	0.1085	15.6%	0.0070	1.0%	6%	False	False	20,171
120	0.8198	0.6915	0.1283	18.4%	0.0064	0.9%	5%	False	False	16,810

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7354
2.618	0.7234
1.618	0.7160
1.000	0.7115
0.618	0.7087
HIGH	0.7042
0.618	0.7013
0.500	0.7005
0.382	0.6996
LOW	0.6968
0.618	0.6923
1.000	0.6895
1.618	0.6849
2.618	0.6776
4.250	0.6656

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	0.7005	0.7052
PP	0.6995	0.7027
S1	0.6986	0.7002

Download as Excel Spreadsheet

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

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