CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	0.6967	0.6997	0.0030	0.4%	0.7062
High	0.7009	0.6999	-0.0010	-0.1%	0.7190
Low	0.6962	0.6963	0.0001	0.0%	0.6915
Close	0.7007	0.6982	-0.0025	-0.3%	0.7038
Range	0.0047	0.0036	-0.0011	-23.4%	0.0275
ATR	0.0085	0.0082	-0.0003	-3.5%	0.0000
Volume	168,887	136,688	-32,199	-19.1%	1,042,117

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7089	0.7072	0.7002
R3	0.7053	0.7036	0.6992
R2	0.7017	0.7017	0.6989
R1	0.7000	0.7000	0.6985	0.6991
PP	0.6981	0.6981	0.6981	0.6977
S1	0.6964	0.6964	0.6979	0.6955
S2	0.6945	0.6945	0.6975
S3	0.6909	0.6928	0.6972
S4	0.6873	0.6892	0.6962

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	0.7117	0.6960	0.0157	2.2%	0.0058	0.8%	14%	False	False	161,801
10	0.7190	0.6915	0.0275	3.9%	0.0078	1.1%	24%	False	False	180,370
20	0.7267	0.6915	0.0352	5.0%	0.0087	1.3%	19%	False	False	119,631
40	0.7675	0.6915	0.0760	10.9%	0.0081	1.2%	9%	False	False	60,729
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	8%	False	False	40,567
80	0.7758	0.6915	0.0843	12.1%	0.0077	1.1%	8%	False	False	30,574
100	0.8000	0.6915	0.1085	15.5%	0.0070	1.0%	6%	False	False	24,480
120	0.8192	0.6915	0.1277	18.3%	0.0065	0.9%	5%	False	False	20,401

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.7152
2.618	0.7093
1.618	0.7057
1.000	0.7035
0.618	0.7021
HIGH	0.6999
0.618	0.6985
0.500	0.6981
0.382	0.6977
LOW	0.6963
0.618	0.6941
1.000	0.6927
1.618	0.6905
2.618	0.6869
4.250	0.6810

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	0.6982	0.6985
PP	0.6981	0.6984
S1	0.6981	0.6983

Download as Excel Spreadsheet

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

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