CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	0.6979	0.6968	-0.0011	-0.2%	0.7033
High	0.6992	0.6994	0.0002	0.0%	0.7042
Low	0.6931	0.6938	0.0007	0.1%	0.6931
Close	0.6964	0.6965	0.0002	0.0%	0.6964
Range	0.0062	0.0057	-0.0005	-8.1%	0.0111
ATR	0.0080	0.0078	-0.0002	-2.1%	0.0000
Volume	156,544	155,271	-1,273	-0.8%	772,220

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7135	0.7107	0.6996
R3	0.7079	0.7050	0.6981
R2	0.7022	0.7022	0.6975
R1	0.6994	0.6994	0.6970	0.6980
PP	0.6966	0.6966	0.6966	0.6959
S1	0.6937	0.6937	0.6960	0.6923
S2	0.6909	0.6909	0.6955
S3	0.6853	0.6881	0.6949
S4	0.6796	0.6824	0.6934

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	0.7009	0.6931	0.0079	1.1%	0.0049	0.7%	44%	False	False	148,554
10	0.7190	0.6915	0.0275	3.9%	0.0080	1.2%	18%	False	False	188,296
20	0.7207	0.6915	0.0292	4.2%	0.0088	1.3%	17%	False	False	134,644
40	0.7675	0.6915	0.0760	10.9%	0.0078	1.1%	7%	False	False	68,509
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	6%	False	False	45,754
80	0.7758	0.6915	0.0843	12.1%	0.0077	1.1%	6%	False	False	34,471
100	0.8000	0.6915	0.1085	15.6%	0.0071	1.0%	5%	False	False	27,598
120	0.8097	0.6915	0.1182	17.0%	0.0065	0.9%	4%	False	False	22,999

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7234
2.618	0.7142
1.618	0.7085
1.000	0.7051
0.618	0.7029
HIGH	0.6994
0.618	0.6972
0.500	0.6966
0.382	0.6959
LOW	0.6938
0.618	0.6903
1.000	0.6881
1.618	0.6846
2.618	0.6790
4.250	0.6697

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	0.6966	0.6965
PP	0.6966	0.6965
S1	0.6965	0.6965

Download as Excel Spreadsheet

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

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