CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 13-Oct-2022

Day Change Summary
	Previous	Current
	12-Oct-2022	13-Oct-2022	Change	Change %	Previous Week
Open	0.6909	0.6859	-0.0050	-0.7%	0.6968
High	0.6918	0.6878	-0.0040	-0.6%	0.7024
Low	0.6854	0.6820	-0.0034	-0.5%	0.6890
Close	0.6860	0.6845	-0.0015	-0.2%	0.6932
Range	0.0064	0.0058	-0.0006	-8.7%	0.0134
ATR	0.0067	0.0066	-0.0001	-1.0%	0.0000
Volume	146,010	207,032	61,022	41.8%	680,773

Daily Pivots for day following 13-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7022	0.6991	0.6876
R3	0.6964	0.6933	0.6860
R2	0.6906	0.6906	0.6855
R1	0.6875	0.6875	0.6850	0.6861
PP	0.6848	0.6848	0.6848	0.6841
S1	0.6817	0.6817	0.6839	0.6803
S2	0.6790	0.6790	0.6834
S3	0.6732	0.6759	0.6829
S4	0.6674	0.6701	0.6813

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	0.6820	0.0161	2.4%	0.0053	0.8%	15%	False	True	133,703
10	0.7024	0.6820	0.0204	3.0%	0.0053	0.8%	12%	False	True	137,686
20	0.7190	0.6820	0.0370	5.4%	0.0065	1.0%	7%	False	True	159,028
40	0.7506	0.6820	0.0686	10.0%	0.0073	1.1%	4%	False	True	95,056
60	0.7758	0.6820	0.0938	13.7%	0.0078	1.1%	3%	False	True	63,471
80	0.7758	0.6820	0.0938	13.7%	0.0073	1.1%	3%	False	True	47,730
100	0.8000	0.6820	0.1180	17.2%	0.0072	1.1%	2%	False	True	38,232
120	0.8000	0.6820	0.1180	17.2%	0.0066	1.0%	2%	False	True	31,874

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7125
2.618	0.7030
1.618	0.6972
1.000	0.6936
0.618	0.6914
HIGH	0.6878
0.618	0.6856
0.500	0.6849
0.382	0.6842
LOW	0.6820
0.618	0.6784
1.000	0.6762
1.618	0.6726
2.618	0.6668
4.250	0.6574

Fisher Pivots for day following 13-Oct-2022
Pivot	1 day	3 day
R1	0.6849	0.6874
PP	0.6848	0.6864
S1	0.6846	0.6854

Download as Excel Spreadsheet

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

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