CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	0.6748	0.6718	-0.0031	-0.5%	0.6932
High	0.6753	0.6731	-0.0022	-0.3%	0.6938
Low	0.6716	0.6698	-0.0018	-0.3%	0.6765
Close	0.6717	0.6704	-0.0013	-0.2%	0.6773
Range	0.0037	0.0033	-0.0004	-10.8%	0.0173
ATR	0.0062	0.0060	-0.0002	-3.4%	0.0000
Volume	130,247	155,566	25,319	19.4%	714,218

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6810	0.6790	0.6722
R3	0.6777	0.6757	0.6713
R2	0.6744	0.6744	0.6710
R1	0.6724	0.6724	0.6707	0.6717
PP	0.6711	0.6711	0.6711	0.6707
S1	0.6691	0.6691	0.6700	0.6684
S2	0.6678	0.6678	0.6697
S3	0.6645	0.6658	0.6694
S4	0.6612	0.6625	0.6685

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	0.6847	0.6698	0.0149	2.2%	0.0048	0.7%	4%	False	True	146,069
10	0.6981	0.6698	0.0284	4.2%	0.0050	0.7%	2%	False	True	139,886
20	0.7117	0.6698	0.0420	6.3%	0.0053	0.8%	1%	False	True	145,810
40	0.7420	0.6698	0.0723	10.8%	0.0070	1.0%	1%	False	True	113,180
60	0.7758	0.6698	0.1061	15.8%	0.0077	1.2%	1%	False	True	75,627
80	0.7758	0.6698	0.1061	15.8%	0.0072	1.1%	1%	False	True	56,803
100	0.7935	0.6698	0.1238	18.5%	0.0072	1.1%	0%	False	True	45,534
120	0.8000	0.6698	0.1303	19.4%	0.0066	1.0%	0%	False	True	37,960

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6871
2.618	0.6817
1.618	0.6784
1.000	0.6764
0.618	0.6751
HIGH	0.6731
0.618	0.6718
0.500	0.6714
0.382	0.6710
LOW	0.6698
0.618	0.6677
1.000	0.6665
1.618	0.6644
2.618	0.6611
4.250	0.6557

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	0.6714	0.6747
PP	0.6711	0.6733
S1	0.6707	0.6718

Download as Excel Spreadsheet

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

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