CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	0.6915	0.6909	-0.0006	-0.1%	0.6968
High	0.6928	0.6918	-0.0011	-0.2%	0.7024
Low	0.6905	0.6854	-0.0051	-0.7%	0.6890
Close	0.6909	0.6860	-0.0049	-0.7%	0.6932
Range	0.0023	0.0064	0.0041	176.1%	0.0134
ATR	0.0067	0.0067	0.0000	-0.4%	0.0000
Volume	113,434	146,010	32,576	28.7%	680,773

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7068	0.7027	0.6894
R3	0.7004	0.6964	0.6877
R2	0.6941	0.6941	0.6871
R1	0.6900	0.6900	0.6865	0.6889
PP	0.6877	0.6877	0.6877	0.6871
S1	0.6837	0.6837	0.6854	0.6825
S2	0.6814	0.6814	0.6848
S3	0.6750	0.6773	0.6842
S4	0.6687	0.6710	0.6825

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	0.6981	0.6854	0.0127	1.9%	0.0049	0.7%	4%	False	True	113,831
10	0.7024	0.6854	0.0170	2.5%	0.0051	0.7%	3%	False	True	130,651
20	0.7190	0.6854	0.0336	4.9%	0.0065	0.9%	2%	False	True	154,298
40	0.7551	0.6854	0.0697	10.2%	0.0073	1.1%	1%	False	True	89,907
60	0.7758	0.6854	0.0904	13.2%	0.0078	1.1%	1%	False	True	60,023
80	0.7758	0.6854	0.0904	13.2%	0.0073	1.1%	1%	False	True	45,156
100	0.8000	0.6854	0.1146	16.7%	0.0072	1.0%	0%	False	True	36,162
120	0.8000	0.6854	0.1146	16.7%	0.0066	1.0%	0%	False	True	30,149

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

Fibonacci Retracements and Extensions
4.250	0.7187
2.618	0.7084
1.618	0.7020
1.000	0.6981
0.618	0.6957
HIGH	0.6918
0.618	0.6893
0.500	0.6886
0.382	0.6878
LOW	0.6854
0.618	0.6815
1.000	0.6791
1.618	0.6751
2.618	0.6688
4.250	0.6584

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	0.6886	0.6896
PP	0.6877	0.6884
S1	0.6868	0.6872

Download as Excel Spreadsheet

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

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