CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	0.7033	0.6971	-0.0062	-0.9%	0.7062
High	0.7042	0.7002	-0.0040	-0.6%	0.7190
Low	0.6968	0.6960	-0.0008	-0.1%	0.6915
Close	0.6977	0.6969	-0.0008	-0.1%	0.7038
Range	0.0074	0.0042	-0.0032	-42.9%	0.0275
ATR	0.0091	0.0087	-0.0003	-3.8%	0.0000
Volume	184,718	125,383	-59,335	-32.1%	1,042,117

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7103	0.7078	0.6992
R3	0.7061	0.7036	0.6981
R2	0.7019	0.7019	0.6977
R1	0.6994	0.6994	0.6973	0.6986
PP	0.6977	0.6977	0.6977	0.6973
S1	0.6952	0.6952	0.6965	0.6944
S2	0.6935	0.6935	0.6961
S3	0.6893	0.6910	0.6957
S4	0.6851	0.6868	0.6946

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%	0.0110	1.6%	20%	False	False	226,720
10	0.7190	0.6915	0.0275	3.9%	0.0086	1.2%	20%	False	False	178,979
20	0.7319	0.6915	0.0404	5.8%	0.0088	1.3%	13%	False	False	105,436
40	0.7758	0.6915	0.0843	12.1%	0.0086	1.2%	6%	False	False	53,105
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	6%	False	False	35,490
80	0.7807	0.6915	0.0892	12.8%	0.0078	1.1%	6%	False	False	26,755
100	0.8000	0.6915	0.1085	15.6%	0.0070	1.0%	5%	False	False	21,425
120	0.8192	0.6915	0.1277	18.3%	0.0064	0.9%	4%	False	False	17,855

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7181
2.618	0.7112
1.618	0.7070
1.000	0.7044
0.618	0.7028
HIGH	0.7002
0.618	0.6986
0.500	0.6981
0.382	0.6976
LOW	0.6960
0.618	0.6934
1.000	0.6918
1.618	0.6892
2.618	0.6850
4.250	0.6782

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	0.6981	0.7039
PP	0.6977	0.7015
S1	0.6973	0.6992

Download as Excel Spreadsheet

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

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