CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 06-Oct-2022

Day Change Summary
	Previous	Current
	05-Oct-2022	06-Oct-2022	Change	Change %	Previous Week
Open	0.6990	0.6968	-0.0022	-0.3%	0.7033
High	0.7024	0.6979	-0.0045	-0.6%	0.7042
Low	0.6959	0.6941	-0.0018	-0.3%	0.6931
Close	0.6977	0.6946	-0.0031	-0.4%	0.6964
Range	0.0065	0.0038	-0.0027	-41.9%	0.0111
ATR	0.0076	0.0073	-0.0003	-3.6%	0.0000
Volume	132,415	107,675	-24,740	-18.7%	772,220

Daily Pivots for day following 06-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7068	0.7044	0.6966
R3	0.7030	0.7007	0.6956
R2	0.6993	0.6993	0.6952
R1	0.6969	0.6969	0.6949	0.6962
PP	0.6955	0.6955	0.6955	0.6952
S1	0.6932	0.6932	0.6942	0.6925
S2	0.6918	0.6918	0.6939
S3	0.6880	0.6894	0.6935
S4	0.6843	0.6857	0.6925

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%	16%	False	False	141,669
10	0.7117	0.6931	0.0187	2.7%	0.0056	0.8%	8%	False	False	151,735
20	0.7190	0.6915	0.0275	4.0%	0.0079	1.1%	11%	False	False	151,216
40	0.7675	0.6915	0.0760	10.9%	0.0075	1.1%	4%	False	False	78,393
60	0.7758	0.6915	0.0843	12.1%	0.0078	1.1%	4%	False	False	52,347
80	0.7758	0.6915	0.0843	12.1%	0.0077	1.1%	4%	False	False	39,403
100	0.8000	0.6915	0.1085	15.6%	0.0072	1.0%	3%	False	False	31,562
120	0.8000	0.6915	0.1085	15.6%	0.0066	0.9%	3%	False	False	26,304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7138
2.618	0.7077
1.618	0.7039
1.000	0.7016
0.618	0.7002
HIGH	0.6979
0.618	0.6964
0.500	0.6960
0.382	0.6955
LOW	0.6941
0.618	0.6918
1.000	0.6904
1.618	0.6880
2.618	0.6843
4.250	0.6782

Fisher Pivots for day following 06-Oct-2022
Pivot	1 day	3 day
R1	0.6960	0.6982
PP	0.6955	0.6970
S1	0.6950	0.6958

Download as Excel Spreadsheet

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

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