CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	0.6968	0.6972	0.0004	0.1%	0.7033
High	0.6994	0.7006	0.0012	0.2%	0.7042
Low	0.6938	0.6956	0.0018	0.3%	0.6931
Close	0.6965	0.7004	0.0039	0.6%	0.6964
Range	0.0057	0.0051	-0.0006	-10.6%	0.0111
ATR	0.0078	0.0076	-0.0002	-2.5%	0.0000
Volume	155,271	156,441	1,170	0.8%	772,220

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7140	0.7122	0.7031
R3	0.7089	0.7072	0.7017
R2	0.7039	0.7039	0.7013
R1	0.7021	0.7021	0.7008	0.7030
PP	0.6988	0.6988	0.6988	0.6993
S1	0.6971	0.6971	0.6999	0.6980
S2	0.6938	0.6938	0.6994
S3	0.6887	0.6920	0.6990
S4	0.6837	0.6870	0.6976

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%	0.0050	0.7%	93%	False	False	154,766
10	0.7190	0.6915	0.0275	3.9%	0.0080	1.1%	32%	False	False	190,743
20	0.7190	0.6915	0.0275	3.9%	0.0083	1.2%	32%	False	False	141,241
40	0.7675	0.6915	0.0760	10.9%	0.0078	1.1%	12%	False	False	72,405
60	0.7758	0.6915	0.0843	12.0%	0.0078	1.1%	10%	False	False	48,350
80	0.7758	0.6915	0.0843	12.0%	0.0077	1.1%	10%	False	False	36,420
100	0.8000	0.6915	0.1085	15.5%	0.0072	1.0%	8%	False	False	29,162
120	0.8097	0.6915	0.1182	16.9%	0.0066	0.9%	7%	False	False	24,303

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	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7221
2.618	0.7138
1.618	0.7088
1.000	0.7057
0.618	0.7037
HIGH	0.7006
0.618	0.6987
0.500	0.6981
0.382	0.6975
LOW	0.6956
0.618	0.6924
1.000	0.6905
1.618	0.6874
2.618	0.6823
4.250	0.6741

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	0.6996	0.6992
PP	0.6988	0.6980
S1	0.6981	0.6968

Download as Excel Spreadsheet

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

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