CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 01-Nov-2022

Day Change Summary
	Previous	Current
	31-Oct-2022	01-Nov-2022	Change	Change %	Previous Week
Open	0.6807	0.6759	-0.0048	-0.7%	0.6797
High	0.6817	0.6840	0.0024	0.3%	0.6932
Low	0.6756	0.6755	-0.0001	0.0%	0.6722
Close	0.6766	0.6786	0.0020	0.3%	0.6817
Range	0.0061	0.0085	0.0024	39.3%	0.0210
ATR	0.0083	0.0083	0.0000	0.2%	0.0000
Volume	126,528	165,877	39,349	31.1%	988,499

Daily Pivots for day following 01-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7049	0.7002	0.6832
R3	0.6964	0.6917	0.6809
R2	0.6879	0.6879	0.6801
R1	0.6832	0.6832	0.6793	0.6855
PP	0.6794	0.6794	0.6794	0.6805
S1	0.6747	0.6747	0.6778	0.6770
S2	0.6709	0.6709	0.6770
S3	0.6624	0.6662	0.6762
S4	0.6539	0.6577	0.6739

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	0.6755	0.0177	2.6%	0.0085	1.2%	17%	False	True	174,133
10	0.6932	0.6624	0.0308	4.5%	0.0103	1.5%	53%	False	False	215,058
20	0.7024	0.6624	0.0400	5.9%	0.0078	1.2%	41%	False	False	175,185
40	0.7190	0.6624	0.0566	8.3%	0.0080	1.2%	29%	False	False	158,213
60	0.7675	0.6624	0.1052	15.5%	0.0078	1.1%	15%	False	False	106,665
80	0.7758	0.6624	0.1135	16.7%	0.0078	1.1%	14%	False	False	80,059
100	0.7758	0.6624	0.1135	16.7%	0.0077	1.1%	14%	False	False	64,173
120	0.8000	0.6624	0.1377	20.3%	0.0073	1.1%	12%	False	False	53,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7201
2.618	0.7063
1.618	0.6978
1.000	0.6925
0.618	0.6893
HIGH	0.6840
0.618	0.6808
0.500	0.6798
0.382	0.6787
LOW	0.6755
0.618	0.6702
1.000	0.6670
1.618	0.6617
2.618	0.6532
4.250	0.6394

Fisher Pivots for day following 01-Nov-2022
Pivot	1 day	3 day
R1	0.6798	0.6823
PP	0.6794	0.6810
S1	0.6790	0.6798

Download as Excel Spreadsheet

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

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