CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.6718 0.6706 -0.0012 -0.2% 0.6781
High 0.6731 0.6891 0.0161 2.4% 0.6891
Low 0.6698 0.6624 -0.0074 -1.1% 0.6624
Close 0.6704 0.6829 0.0126 1.9% 0.6829
Range 0.0033 0.0268 0.0235 710.6% 0.0268
ATR 0.0060 0.0075 0.0015 24.5% 0.0000
Volume 155,566 583,865 428,299 275.3% 1,139,536
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7584 0.7474 0.6976
R3 0.7316 0.7206 0.6903
R2 0.7049 0.7049 0.6878
R1 0.6939 0.6939 0.6854 0.6994
PP 0.6781 0.6781 0.6781 0.6809
S1 0.6671 0.6671 0.6804 0.6726
S2 0.6514 0.6514 0.6780
S3 0.6246 0.6404 0.6755
S4 0.5979 0.6136 0.6682
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7584 0.7474 0.6976
R3 0.7316 0.7206 0.6903
R2 0.7049 0.7049 0.6878
R1 0.6939 0.6939 0.6854 0.6994
PP 0.6781 0.6781 0.6781 0.6809
S1 0.6671 0.6671 0.6804 0.6726
S2 0.6514 0.6514 0.6780
S3 0.6246 0.6404 0.6755
S4 0.5979 0.6136 0.6682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6891 0.6624 0.0268 3.9% 0.0085 1.2% 77% True True 227,907
10 0.6938 0.6624 0.0314 4.6% 0.0068 1.0% 65% False True 185,375
20 0.7042 0.6624 0.0418 6.1% 0.0062 0.9% 49% False True 165,337
40 0.7420 0.6624 0.0797 11.7% 0.0076 1.1% 26% False True 127,756
60 0.7758 0.6624 0.1135 16.6% 0.0080 1.2% 18% False True 85,354
80 0.7758 0.6624 0.1135 16.6% 0.0074 1.1% 18% False True 64,095
100 0.7832 0.6624 0.1209 17.7% 0.0074 1.1% 17% False True 51,371
120 0.8000 0.6624 0.1377 20.2% 0.0068 1.0% 15% False True 42,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7591
1.618 0.7324
1.000 0.7159
0.618 0.7056
HIGH 0.6891
0.618 0.6789
0.500 0.6757
0.382 0.6726
LOW 0.6624
0.618 0.6458
1.000 0.6356
1.618 0.6191
2.618 0.5923
4.250 0.5487
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 0.6805 0.6805
PP 0.6781 0.6781
S1 0.6757 0.6757

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

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