CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	0.6757	0.6748	-0.0009	-0.1%	0.6932
High	0.6797	0.6753	-0.0045	-0.7%	0.6938
Low	0.6740	0.6716	-0.0024	-0.4%	0.6765
Close	0.6749	0.6717	-0.0032	-0.5%	0.6773
Range	0.0058	0.0037	-0.0021	-35.7%	0.0173
ATR	0.0064	0.0062	-0.0002	-3.0%	0.0000
Volume	140,942	130,247	-10,695	-7.6%	714,218

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6839	0.6815	0.6737
R3	0.6802	0.6778	0.6727
R2	0.6765	0.6765	0.6723
R1	0.6741	0.6741	0.6720	0.6735
PP	0.6728	0.6728	0.6728	0.6725
S1	0.6704	0.6704	0.6713	0.6698
S2	0.6691	0.6691	0.6710
S3	0.6654	0.6667	0.6706
S4	0.6617	0.6630	0.6696

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	0.6878	0.6716	0.0163	2.4%	0.0053	0.8%	1%	False	True	156,362
10	0.6981	0.6716	0.0266	4.0%	0.0051	0.8%	0%	False	True	135,096
20	0.7190	0.6716	0.0474	7.1%	0.0065	1.0%	0%	False	True	159,267
40	0.7423	0.6716	0.0708	10.5%	0.0071	1.1%	0%	False	True	109,308
60	0.7758	0.6716	0.1043	15.5%	0.0077	1.2%	0%	False	True	73,035
80	0.7758	0.6716	0.1043	15.5%	0.0072	1.1%	0%	False	True	54,884
100	0.7994	0.6716	0.1278	19.0%	0.0072	1.1%	0%	False	True	43,978
120	0.8000	0.6716	0.1285	19.1%	0.0066	1.0%	0%	False	True	36,664

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6910
2.618	0.6849
1.618	0.6812
1.000	0.6790
0.618	0.6775
HIGH	0.6753
0.618	0.6738
0.500	0.6734
0.382	0.6730
LOW	0.6716
0.618	0.6693
1.000	0.6679
1.618	0.6656
2.618	0.6619
4.250	0.6558

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	0.6734	0.6756
PP	0.6728	0.6743
S1	0.6722	0.6730

Download as Excel Spreadsheet

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

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