CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	0.6781	0.6757	-0.0024	-0.4%	0.6932
High	0.6785	0.6797	0.0013	0.2%	0.6938
Low	0.6754	0.6740	-0.0015	-0.2%	0.6765
Close	0.6763	0.6749	-0.0014	-0.2%	0.6773
Range	0.0031	0.0058	0.0027	88.5%	0.0173
ATR	0.0065	0.0064	-0.0001	-0.8%	0.0000
Volume	128,916	140,942	12,026	9.3%	714,218

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6934	0.6899	0.6780
R3	0.6877	0.6841	0.6764
R2	0.6819	0.6819	0.6759
R1	0.6784	0.6784	0.6754	0.6773
PP	0.6762	0.6762	0.6762	0.6756
S1	0.6726	0.6726	0.6743	0.6715
S2	0.6704	0.6704	0.6738
S3	0.6647	0.6669	0.6733
S4	0.6589	0.6611	0.6717

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	0.6918	0.6740	0.0178	2.6%	0.0058	0.9%	5%	False	True	159,514
10	0.7024	0.6740	0.0284	4.2%	0.0053	0.8%	3%	False	True	135,313
20	0.7190	0.6740	0.0450	6.7%	0.0067	1.0%	2%	False	True	163,028
40	0.7441	0.6740	0.0702	10.4%	0.0072	1.1%	1%	False	True	106,114
60	0.7758	0.6740	0.1019	15.1%	0.0077	1.1%	1%	False	True	70,868
80	0.7758	0.6740	0.1019	15.1%	0.0072	1.1%	1%	False	True	53,256
100	0.8000	0.6740	0.1261	18.7%	0.0072	1.1%	1%	False	True	42,676
120	0.8000	0.6740	0.1261	18.7%	0.0067	1.0%	1%	False	True	35,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7041
2.618	0.6948
1.618	0.6890
1.000	0.6855
0.618	0.6833
HIGH	0.6797
0.618	0.6775
0.500	0.6768
0.382	0.6761
LOW	0.6740
0.618	0.6704
1.000	0.6682
1.618	0.6646
2.618	0.6589
4.250	0.6495

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	0.6768	0.6793
PP	0.6762	0.6778
S1	0.6755	0.6763

Download as Excel Spreadsheet

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

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