CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	0.6968	0.6942	-0.0026	-0.4%	0.6968
High	0.6979	0.6981	0.0003	0.0%	0.7024
Low	0.6941	0.6890	-0.0051	-0.7%	0.6890
Close	0.6946	0.6932	-0.0014	-0.2%	0.6932
Range	0.0038	0.0091	0.0054	142.7%	0.0134
ATR	0.0073	0.0074	0.0001	1.8%	0.0000
Volume	107,675	128,971	21,296	19.8%	680,773

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7207	0.7160	0.6982
R3	0.7116	0.7069	0.6957
R2	0.7025	0.7025	0.6948
R1	0.6978	0.6978	0.6940	0.6956
PP	0.6934	0.6934	0.6934	0.6923
S1	0.6887	0.6887	0.6923	0.6865
S2	0.6843	0.6843	0.6915
S3	0.6752	0.6796	0.6906
S4	0.6661	0.6705	0.6881

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7349	0.7274	0.7005
R3	0.7215	0.7140	0.6968
R2	0.7082	0.7082	0.6956
R1	0.7007	0.7007	0.6944	0.6978
PP	0.6948	0.6948	0.6948	0.6934
S1	0.6873	0.6873	0.6919	0.6844
S2	0.6815	0.6815	0.6907
S3	0.6681	0.6740	0.6895
S4	0.6548	0.6606	0.6858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7024	0.6890	0.0134	1.9%	0.0060	0.9%	31%	False	True	136,154
10	0.7042	0.6890	0.0152	2.2%	0.0056	0.8%	27%	False	True	145,299
20	0.7190	0.6890	0.0300	4.3%	0.0078	1.1%	14%	False	True	156,278
40	0.7629	0.6890	0.0739	10.7%	0.0076	1.1%	6%	False	True	81,614
60	0.7758	0.6890	0.0868	12.5%	0.0077	1.1%	5%	False	True	54,494
80	0.7758	0.6890	0.0868	12.5%	0.0077	1.1%	5%	False	True	41,013
100	0.8000	0.6890	0.1110	16.0%	0.0073	1.0%	4%	False	True	32,852
120	0.8000	0.6890	0.1110	16.0%	0.0067	1.0%	4%	False	True	27,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7368
2.618	0.7219
1.618	0.7128
1.000	0.7072
0.618	0.7037
HIGH	0.6981
0.618	0.6946
0.500	0.6936
0.382	0.6925
LOW	0.6890
0.618	0.6834
1.000	0.6799
1.618	0.6743
2.618	0.6652
4.250	0.6503

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	0.6936	0.6957
PP	0.6934	0.6948
S1	0.6933	0.6940

Download as Excel Spreadsheet

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

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