CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 25-Oct-2022

Day Change Summary
	Previous	Current
	24-Oct-2022	25-Oct-2022	Change	Change %	Previous Week
Open	0.6797	0.6754	-0.0044	-0.6%	0.6781
High	0.6918	0.6821	-0.0097	-1.4%	0.6891
Low	0.6722	0.6748	0.0026	0.4%	0.6624
Close	0.6762	0.6800	0.0038	0.6%	0.6829
Range	0.0196	0.0073	-0.0123	-62.9%	0.0268
ATR	0.0084	0.0083	-0.0001	-1.0%	0.0000
Volume	252,622	157,617	-95,005	-37.6%	1,139,536

Daily Pivots for day following 25-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7007	0.6976	0.6839
R3	0.6934	0.6903	0.6819
R2	0.6862	0.6862	0.6813
R1	0.6831	0.6831	0.6806	0.6846
PP	0.6789	0.6789	0.6789	0.6797
S1	0.6758	0.6758	0.6793	0.6774
S2	0.6717	0.6717	0.6786
S3	0.6644	0.6686	0.6780
S4	0.6572	0.6613	0.6760

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%	0.0121	1.8%	60%	False	False	255,983
10	0.6918	0.6624	0.0294	4.3%	0.0090	1.3%	60%	False	False	207,749
20	0.7024	0.6624	0.0400	5.9%	0.0070	1.0%	44%	False	False	170,344
40	0.7319	0.6624	0.0696	10.2%	0.0079	1.2%	25%	False	False	137,890
60	0.7758	0.6624	0.1135	16.7%	0.0080	1.2%	16%	False	False	92,185
80	0.7758	0.6624	0.1135	16.7%	0.0076	1.1%	16%	False	False	69,203
100	0.7807	0.6624	0.1184	17.4%	0.0076	1.1%	15%	False	False	55,472
120	0.8000	0.6624	0.1377	20.2%	0.0070	1.0%	13%	False	False	46,244

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7129
2.618	0.7010
1.618	0.6938
1.000	0.6893
0.618	0.6865
HIGH	0.6821
0.618	0.6793
0.500	0.6784
0.382	0.6776
LOW	0.6748
0.618	0.6703
1.000	0.6676
1.618	0.6631
2.618	0.6558
4.250	0.6440

Fisher Pivots for day following 25-Oct-2022
Pivot	1 day	3 day
R1	0.6794	0.6790
PP	0.6789	0.6780
S1	0.6784	0.6771

Download as Excel Spreadsheet

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

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