CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	0.6794	0.6871	0.0077	1.1%	0.6781
High	0.6881	0.6932	0.0051	0.7%	0.6891
Low	0.6779	0.6845	0.0067	1.0%	0.6624
Close	0.6879	0.6877	-0.0002	0.0%	0.6829
Range	0.0102	0.0087	-0.0016	-15.2%	0.0268
ATR	0.0084	0.0084	0.0000	0.2%	0.0000
Volume	185,322	198,855	13,533	7.3%	1,139,536

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7144	0.7097	0.6924
R3	0.7057	0.7010	0.6900
R2	0.6971	0.6971	0.6892
R1	0.6924	0.6924	0.6884	0.6947
PP	0.6884	0.6884	0.6884	0.6896
S1	0.6837	0.6837	0.6869	0.6861
S2	0.6798	0.6798	0.6861
S3	0.6711	0.6751	0.6853
S4	0.6625	0.6664	0.6829

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	0.6932	0.6624	0.0308	4.5%	0.0145	2.1%	82%	True	False	275,656
10	0.6932	0.6624	0.0308	4.5%	0.0096	1.4%	82%	True	False	210,862
20	0.7024	0.6624	0.0400	5.8%	0.0075	1.1%	63%	False	False	174,274
40	0.7267	0.6624	0.0644	9.4%	0.0081	1.2%	39%	False	False	146,952
60	0.7675	0.6624	0.1052	15.3%	0.0079	1.1%	24%	False	False	98,578
80	0.7758	0.6624	0.1135	16.5%	0.0077	1.1%	22%	False	False	73,994
100	0.7758	0.6624	0.1135	16.5%	0.0077	1.1%	22%	False	False	59,314
120	0.8000	0.6624	0.1377	20.0%	0.0071	1.0%	18%	False	False	49,446

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7299
2.618	0.7158
1.618	0.7071
1.000	0.7018
0.618	0.6985
HIGH	0.6932
0.618	0.6898
0.500	0.6888
0.382	0.6878
LOW	0.6845
0.618	0.6792
1.000	0.6759
1.618	0.6705
2.618	0.6619
4.250	0.6477

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	0.6888	0.6864
PP	0.6884	0.6852
S1	0.6880	0.6840

Download as Excel Spreadsheet

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

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