CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	0.6942	0.6932	-0.0011	-0.2%	0.6968
High	0.6981	0.6938	-0.0044	-0.6%	0.7024
Low	0.6890	0.6910	0.0020	0.3%	0.6890
Close	0.6932	0.6915	-0.0017	-0.2%	0.6932
Range	0.0091	0.0028	-0.0064	-69.8%	0.0134
ATR	0.0074	0.0071	-0.0003	-4.5%	0.0000
Volume	128,971	73,068	-55,903	-43.3%	680,773

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7003	0.6987	0.6930
R3	0.6976	0.6959	0.6923
R2	0.6948	0.6948	0.6920
R1	0.6932	0.6932	0.6918	0.6926
PP	0.6921	0.6921	0.6921	0.6918
S1	0.6904	0.6904	0.6912	0.6899
S2	0.6893	0.6893	0.6910
S3	0.6866	0.6877	0.6907
S4	0.6838	0.6849	0.6900

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%	0.0054	0.8%	19%	False	False	119,714
10	0.7024	0.6890	0.0134	1.9%	0.0051	0.7%	19%	False	False	134,134
20	0.7190	0.6890	0.0300	4.3%	0.0076	1.1%	8%	False	False	156,068
40	0.7629	0.6890	0.0739	10.7%	0.0075	1.1%	3%	False	False	83,435
60	0.7758	0.6890	0.0868	12.6%	0.0077	1.1%	3%	False	False	55,709
80	0.7758	0.6890	0.0868	12.6%	0.0076	1.1%	3%	False	False	41,923
100	0.8000	0.6890	0.1110	16.1%	0.0072	1.0%	2%	False	False	33,582
120	0.8000	0.6890	0.1110	16.1%	0.0067	1.0%	2%	False	False	27,987

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	0.7054
2.618	0.7009
1.618	0.6982
1.000	0.6965
0.618	0.6954
HIGH	0.6938
0.618	0.6927
0.500	0.6924
0.382	0.6921
LOW	0.6910
0.618	0.6893
1.000	0.6883
1.618	0.6866
2.618	0.6838
4.250	0.6793

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	0.6924	0.6936
PP	0.6921	0.6929
S1	0.6918	0.6922

Download as Excel Spreadsheet

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

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