CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	0.6932	0.6915	-0.0017	-0.2%	0.6968
High	0.6938	0.6928	-0.0010	-0.1%	0.7024
Low	0.6910	0.6905	-0.0005	-0.1%	0.6890
Close	0.6915	0.6909	-0.0007	-0.1%	0.6932
Range	0.0028	0.0023	-0.0005	-16.4%	0.0134
ATR	0.0071	0.0067	-0.0003	-4.8%	0.0000
Volume	73,068	113,434	40,366	55.2%	680,773

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6983	0.6969	0.6921
R3	0.6960	0.6946	0.6915
R2	0.6937	0.6937	0.6913
R1	0.6923	0.6923	0.6911	0.6918
PP	0.6914	0.6914	0.6914	0.6912
S1	0.6900	0.6900	0.6906	0.6895
S2	0.6891	0.6891	0.6904
S3	0.6868	0.6877	0.6902
S4	0.6845	0.6854	0.6896

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%	0.0049	0.7%	14%	False	False	111,112
10	0.7024	0.6890	0.0134	1.9%	0.0050	0.7%	14%	False	False	132,939
20	0.7190	0.6890	0.0300	4.3%	0.0068	1.0%	6%	False	False	155,959
40	0.7605	0.6890	0.0715	10.3%	0.0074	1.1%	3%	False	False	86,264
60	0.7758	0.6890	0.0868	12.6%	0.0077	1.1%	2%	False	False	57,591
80	0.7758	0.6890	0.0868	12.6%	0.0075	1.1%	2%	False	False	43,336
100	0.8000	0.6890	0.1110	16.1%	0.0072	1.0%	2%	False	False	34,712
120	0.8000	0.6890	0.1110	16.1%	0.0066	1.0%	2%	False	False	28,933

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.7026
2.618	0.6988
1.618	0.6965
1.000	0.6951
0.618	0.6942
HIGH	0.6928
0.618	0.6919
0.500	0.6917
0.382	0.6914
LOW	0.6905
0.618	0.6891
1.000	0.6882
1.618	0.6868
2.618	0.6845
4.250	0.6807

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	0.6917	0.6936
PP	0.6914	0.6927
S1	0.6911	0.6918

Download as Excel Spreadsheet

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

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