CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	0.6997	0.6979	-0.0018	-0.3%	0.7033
High	0.6999	0.6992	-0.0007	-0.1%	0.7042
Low	0.6963	0.6931	-0.0033	-0.5%	0.6931
Close	0.6982	0.6964	-0.0019	-0.3%	0.6964
Range	0.0036	0.0062	0.0026	70.8%	0.0111
ATR	0.0082	0.0080	-0.0001	-1.8%	0.0000
Volume	136,688	156,544	19,856	14.5%	772,220

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7147	0.7117	0.6997
R3	0.7085	0.7055	0.6980
R2	0.7024	0.7024	0.6975
R1	0.6994	0.6994	0.6969	0.6978
PP	0.6962	0.6962	0.6962	0.6954
S1	0.6932	0.6932	0.6958	0.6916
S2	0.6901	0.6901	0.6952
S3	0.6839	0.6871	0.6947
S4	0.6778	0.6809	0.6930

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7312	0.7249	0.7025
R3	0.7201	0.7138	0.6994
R2	0.7090	0.7090	0.6984
R1	0.7027	0.7027	0.6974	0.7003
PP	0.6979	0.6979	0.6979	0.6967
S1	0.6916	0.6916	0.6953	0.6892
S2	0.6868	0.6868	0.6943
S3	0.6757	0.6805	0.6933
S4	0.6646	0.6694	0.6902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7042	0.6931	0.0111	1.6%	0.0052	0.7%	30%	False	True	154,444
10	0.7190	0.6915	0.0275	3.9%	0.0079	1.1%	18%	False	False	181,433
20	0.7222	0.6915	0.0307	4.4%	0.0087	1.3%	16%	False	False	127,203
40	0.7675	0.6915	0.0760	10.9%	0.0080	1.2%	6%	False	False	64,639
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	6%	False	False	43,176
80	0.7758	0.6915	0.0843	12.1%	0.0077	1.1%	6%	False	False	32,530
100	0.8000	0.6915	0.1085	15.6%	0.0071	1.0%	4%	False	False	26,045
120	0.8097	0.6915	0.1182	17.0%	0.0065	0.9%	4%	False	False	21,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7253
2.618	0.7153
1.618	0.7092
1.000	0.7054
0.618	0.7030
HIGH	0.6992
0.618	0.6969
0.500	0.6961
0.382	0.6954
LOW	0.6931
0.618	0.6892
1.000	0.6869
1.618	0.6831
2.618	0.6769
4.250	0.6669

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	0.6963	0.6970
PP	0.6962	0.6968
S1	0.6961	0.6966

Download as Excel Spreadsheet

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

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