CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 28-Sep-2022

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	0.6971	0.6967	-0.0005	-0.1%	0.7062
High	0.7002	0.7009	0.0007	0.1%	0.7190
Low	0.6960	0.6962	0.0002	0.0%	0.6915
Close	0.6969	0.7007	0.0038	0.5%	0.7038
Range	0.0042	0.0047	0.0005	11.9%	0.0275
ATR	0.0087	0.0085	-0.0003	-3.3%	0.0000
Volume	125,383	168,887	43,504	34.7%	1,042,117

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7134	0.7117	0.7032
R3	0.7087	0.7070	0.7019
R2	0.7040	0.7040	0.7015
R1	0.7023	0.7023	0.7011	0.7031
PP	0.6993	0.6993	0.6993	0.6997
S1	0.6976	0.6976	0.7002	0.6984
S2	0.6946	0.6946	0.6998
S3	0.6899	0.6929	0.6994
S4	0.6852	0.6882	0.6981

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%	0.0106	1.5%	33%	False	False	219,404
10	0.7190	0.6915	0.0275	3.9%	0.0079	1.1%	33%	False	False	177,945
20	0.7307	0.6915	0.0392	5.6%	0.0087	1.2%	23%	False	False	113,746
40	0.7675	0.6915	0.0760	10.8%	0.0083	1.2%	12%	False	False	57,321
60	0.7758	0.6915	0.0843	12.0%	0.0078	1.1%	11%	False	False	38,290
80	0.7758	0.6915	0.0843	12.0%	0.0077	1.1%	11%	False	False	28,866
100	0.8000	0.6915	0.1085	15.5%	0.0070	1.0%	8%	False	False	23,113
120	0.8192	0.6915	0.1277	18.2%	0.0065	0.9%	7%	False	False	19,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7209
2.618	0.7132
1.618	0.7085
1.000	0.7056
0.618	0.7038
HIGH	0.7009
0.618	0.6991
0.500	0.6986
0.382	0.6980
LOW	0.6962
0.618	0.6933
1.000	0.6915
1.618	0.6886
2.618	0.6839
4.250	0.6762

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	0.7000	0.7005
PP	0.6993	0.7003
S1	0.6986	0.7001

Download as Excel Spreadsheet

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

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