CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	0.6972	0.6990	0.0018	0.3%	0.7033
High	0.7006	0.7024	0.0018	0.2%	0.7042
Low	0.6956	0.6959	0.0004	0.1%	0.6931
Close	0.7004	0.6977	-0.0027	-0.4%	0.6964
Range	0.0051	0.0065	0.0014	27.7%	0.0111
ATR	0.0076	0.0076	-0.0001	-1.1%	0.0000
Volume	156,441	132,415	-24,026	-15.4%	772,220

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7180	0.7143	0.7012
R3	0.7115	0.7078	0.6994
R2	0.7051	0.7051	0.6988
R1	0.7014	0.7014	0.6982	0.7000
PP	0.6986	0.6986	0.6986	0.6980
S1	0.6949	0.6949	0.6971	0.6936
S2	0.6922	0.6922	0.6965
S3	0.6857	0.6885	0.6959
S4	0.6793	0.6820	0.6941

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	0.7024	0.6931	0.0093	1.3%	0.0054	0.8%	49%	True	False	147,471
10	0.7190	0.6915	0.0275	3.9%	0.0080	1.1%	22%	False	False	183,438
20	0.7190	0.6915	0.0275	3.9%	0.0081	1.2%	22%	False	False	146,973
40	0.7675	0.6915	0.0760	10.9%	0.0079	1.1%	8%	False	False	75,712
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	7%	False	False	50,556
80	0.7758	0.6915	0.0843	12.1%	0.0077	1.1%	7%	False	False	38,070
100	0.8000	0.6915	0.1085	15.6%	0.0072	1.0%	6%	False	False	30,485
120	0.8097	0.6915	0.1182	16.9%	0.0066	0.9%	5%	False	False	25,406

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7298
2.618	0.7192
1.618	0.7128
1.000	0.7088
0.618	0.7063
HIGH	0.7024
0.618	0.6999
0.500	0.6991
0.382	0.6984
LOW	0.6959
0.618	0.6919
1.000	0.6895
1.618	0.6855
2.618	0.6790
4.250	0.6685

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	0.6991	0.6981
PP	0.6986	0.6979
S1	0.6981	0.6978

Download as Excel Spreadsheet

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

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