CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	0.6842	0.6781	-0.0061	-0.9%	0.6932
High	0.6847	0.6785	-0.0062	-0.9%	0.6938
Low	0.6765	0.6754	-0.0011	-0.2%	0.6765
Close	0.6773	0.6763	-0.0010	-0.1%	0.6773
Range	0.0082	0.0031	-0.0051	-62.6%	0.0173
ATR	0.0068	0.0065	-0.0003	-3.9%	0.0000
Volume	174,674	128,916	-45,758	-26.2%	714,218

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6859	0.6841	0.6779
R3	0.6828	0.6811	0.6771
R2	0.6798	0.6798	0.6768
R1	0.6780	0.6780	0.6765	0.6774
PP	0.6767	0.6767	0.6767	0.6764
S1	0.6750	0.6750	0.6760	0.6743
S2	0.6737	0.6737	0.6757
S3	0.6706	0.6719	0.6754
S4	0.6676	0.6689	0.6746

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	0.6928	0.6754	0.0174	2.6%	0.0051	0.8%	5%	False	True	154,013
10	0.7024	0.6754	0.0270	4.0%	0.0053	0.8%	3%	False	True	136,863
20	0.7190	0.6754	0.0436	6.4%	0.0066	1.0%	2%	False	True	162,580
40	0.7441	0.6754	0.0687	10.2%	0.0072	1.1%	1%	False	True	102,614
60	0.7758	0.6754	0.1004	14.8%	0.0077	1.1%	1%	False	True	68,523
80	0.7758	0.6754	0.1004	14.8%	0.0072	1.1%	1%	False	True	51,496
100	0.8000	0.6754	0.1246	18.4%	0.0072	1.1%	1%	False	True	41,267
120	0.8000	0.6754	0.1246	18.4%	0.0067	1.0%	1%	False	True	34,404

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6914
2.618	0.6864
1.618	0.6834
1.000	0.6815
0.618	0.6803
HIGH	0.6785
0.618	0.6773
0.500	0.6769
0.382	0.6766
LOW	0.6754
0.618	0.6735
1.000	0.6724
1.618	0.6705
2.618	0.6674
4.250	0.6624

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	0.6769	0.6816
PP	0.6767	0.6798
S1	0.6765	0.6780

Download as Excel Spreadsheet

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

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