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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols