CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 14-Oct-2022

Day Change Summary
	Previous	Current
	13-Oct-2022	14-Oct-2022	Change	Change %	Previous Week
Open	0.6859	0.6842	-0.0018	-0.3%	0.6932
High	0.6878	0.6847	-0.0032	-0.5%	0.6938
Low	0.6820	0.6765	-0.0055	-0.8%	0.6765
Close	0.6845	0.6773	-0.0072	-1.1%	0.6773
Range	0.0058	0.0082	0.0024	40.5%	0.0173
ATR	0.0066	0.0068	0.0001	1.6%	0.0000
Volume	207,032	174,674	-32,358	-15.6%	714,218

Daily Pivots for day following 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7039	0.6987	0.6817
R3	0.6958	0.6906	0.6795
R2	0.6876	0.6876	0.6787
R1	0.6824	0.6824	0.6780	0.6810
PP	0.6795	0.6795	0.6795	0.6787
S1	0.6743	0.6743	0.6765	0.6728
S2	0.6713	0.6713	0.6758
S3	0.6632	0.6661	0.6750
S4	0.6550	0.6580	0.6728

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7230	0.6867
R3	0.7170	0.7058	0.6820
R2	0.6998	0.6998	0.6804
R1	0.6885	0.6885	0.6788	0.6855
PP	0.6825	0.6825	0.6825	0.6810
S1	0.6713	0.6713	0.6757	0.6683
S2	0.6653	0.6653	0.6741
S3	0.6480	0.6540	0.6725
S4	0.6308	0.6368	0.6678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6938	0.6765	0.0173	2.5%	0.0051	0.7%	4%	False	True	142,843
10	0.7024	0.6765	0.0259	3.8%	0.0055	0.8%	3%	False	True	139,499
20	0.7190	0.6765	0.0425	6.3%	0.0067	1.0%	2%	False	True	160,466
40	0.7448	0.6765	0.0683	10.1%	0.0073	1.1%	1%	False	True	99,408
60	0.7758	0.6765	0.0993	14.7%	0.0078	1.2%	1%	False	True	66,379
80	0.7758	0.6765	0.0993	14.7%	0.0073	1.1%	1%	False	True	49,903
100	0.8000	0.6765	0.1235	18.2%	0.0073	1.1%	1%	False	True	39,978
120	0.8000	0.6765	0.1235	18.2%	0.0067	1.0%	1%	False	True	33,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7193
2.618	0.7060
1.618	0.6978
1.000	0.6928
0.618	0.6897
HIGH	0.6847
0.618	0.6815
0.500	0.6806
0.382	0.6796
LOW	0.6765
0.618	0.6715
1.000	0.6684
1.618	0.6633
2.618	0.6552
4.250	0.6419

Fisher Pivots for day following 14-Oct-2022
Pivot	1 day	3 day
R1	0.6806	0.6841
PP	0.6795	0.6818
S1	0.6784	0.6795

Download as Excel Spreadsheet

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

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