CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	0.6706	0.6797	0.0092	1.4%	0.6781
High	0.6891	0.6918	0.0027	0.4%	0.6891
Low	0.6624	0.6722	0.0099	1.5%	0.6624
Close	0.6829	0.6762	-0.0068	-1.0%	0.6829
Range	0.0268	0.0196	-0.0072	-26.9%	0.0268
ATR	0.0075	0.0084	0.0009	11.4%	0.0000
Volume	583,865	252,622	-331,243	-56.7%	1,139,536

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7387	0.7270	0.6869
R3	0.7191	0.7074	0.6815
R2	0.6996	0.6996	0.6797
R1	0.6879	0.6879	0.6779	0.6840
PP	0.6800	0.6800	0.6800	0.6781
S1	0.6683	0.6683	0.6744	0.6644
S2	0.6605	0.6605	0.6726
S3	0.6409	0.6488	0.6708
S4	0.6214	0.6292	0.6654

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	0.6918	0.6624	0.0294	4.3%	0.0118	1.7%	47%	True	False	252,648
10	0.6928	0.6624	0.0305	4.5%	0.0085	1.3%	45%	False	False	203,330
20	0.7024	0.6624	0.0400	5.9%	0.0068	1.0%	35%	False	False	168,732
40	0.7332	0.6624	0.0709	10.5%	0.0078	1.2%	19%	False	False	133,994
60	0.7758	0.6624	0.1135	16.8%	0.0081	1.2%	12%	False	False	89,562
80	0.7758	0.6624	0.1135	16.8%	0.0076	1.1%	12%	False	False	67,235
100	0.7807	0.6624	0.1184	17.5%	0.0076	1.1%	12%	False	False	53,896
120	0.8000	0.6624	0.1377	20.4%	0.0070	1.0%	10%	False	False	44,931

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7429
1.618	0.7234
1.000	0.7113
0.618	0.7038
HIGH	0.6918
0.618	0.6843
0.500	0.6820
0.382	0.6797
LOW	0.6722
0.618	0.6601
1.000	0.6527
1.618	0.6406
2.618	0.6210
4.250	0.5891

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	0.6820	0.6771
PP	0.6800	0.6768
S1	0.6781	0.6765

Download as Excel Spreadsheet

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

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