CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	0.6874	0.6807	-0.0068	-1.0%	0.6797
High	0.6891	0.6817	-0.0074	-1.1%	0.6932
Low	0.6802	0.6756	-0.0046	-0.7%	0.6722
Close	0.6817	0.6766	-0.0051	-0.7%	0.6817
Range	0.0089	0.0061	-0.0028	-31.5%	0.0210
ATR	0.0085	0.0083	-0.0002	-2.0%	0.0000
Volume	194,083	126,528	-67,555	-34.8%	988,499

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6962	0.6925	0.6800
R3	0.6901	0.6864	0.6783
R2	0.6840	0.6840	0.6777
R1	0.6803	0.6803	0.6772	0.6791
PP	0.6779	0.6779	0.6779	0.6773
S1	0.6742	0.6742	0.6760	0.6730
S2	0.6718	0.6718	0.6755
S3	0.6657	0.6681	0.6749
S4	0.6596	0.6620	0.6732

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7452	0.7344	0.6932
R3	0.7243	0.7135	0.6875
R2	0.7033	0.7033	0.6855
R1	0.6925	0.6925	0.6836	0.6979
PP	0.6824	0.6824	0.6824	0.6851
S1	0.6716	0.6716	0.6798	0.6770
S2	0.6614	0.6614	0.6779
S3	0.6405	0.6506	0.6759
S4	0.6195	0.6297	0.6702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6932	0.6748	0.0184	2.7%	0.0082	1.2%	10%	False	False	172,481
10	0.6932	0.6624	0.0308	4.6%	0.0100	1.5%	46%	False	False	212,564
20	0.7024	0.6624	0.0400	5.9%	0.0076	1.1%	36%	False	False	174,714
40	0.7207	0.6624	0.0583	8.6%	0.0082	1.2%	24%	False	False	154,679
60	0.7675	0.6624	0.1052	15.5%	0.0077	1.1%	14%	False	False	103,910
80	0.7758	0.6624	0.1135	16.8%	0.0078	1.1%	13%	False	False	77,994
100	0.7758	0.6624	0.1135	16.8%	0.0077	1.1%	13%	False	False	62,519
120	0.8000	0.6624	0.1377	20.3%	0.0072	1.1%	10%	False	False	52,117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0027
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7076
2.618	0.6976
1.618	0.6915
1.000	0.6878
0.618	0.6854
HIGH	0.6817
0.618	0.6793
0.500	0.6786
0.382	0.6779
LOW	0.6756
0.618	0.6718
1.000	0.6695
1.618	0.6657
2.618	0.6596
4.250	0.6496

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	0.6786	0.6844
PP	0.6779	0.6818
S1	0.6773	0.6792

Download as Excel Spreadsheet

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

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