CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	0.6781	0.6799	0.0019	0.3%	0.6797
High	0.6900	0.6832	-0.0068	-1.0%	0.6932
Low	0.6773	0.6770	-0.0003	0.0%	0.6722
Close	0.6840	0.6780	-0.0061	-0.9%	0.6817
Range	0.0127	0.0062	-0.0066	-51.6%	0.0210
ATR	0.0086	0.0085	-0.0001	-1.4%	0.0000
Volume	176,740	111,468	-65,272	-36.9%	988,499

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6978	0.6940	0.6813
R3	0.6917	0.6879	0.6796
R2	0.6855	0.6855	0.6791
R1	0.6817	0.6817	0.6785	0.6806
PP	0.6794	0.6794	0.6794	0.6788
S1	0.6756	0.6756	0.6774	0.6744
S2	0.6732	0.6732	0.6768
S3	0.6671	0.6694	0.6763
S4	0.6609	0.6633	0.6746

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	0.6900	0.6755	0.0145	2.1%	0.0085	1.2%	17%	False	False	154,939
10	0.6932	0.6624	0.0308	4.5%	0.0115	1.7%	51%	False	False	215,297
20	0.6981	0.6624	0.0358	5.3%	0.0083	1.2%	44%	False	False	177,591
40	0.7190	0.6624	0.0566	8.3%	0.0081	1.2%	28%	False	False	164,404
60	0.7675	0.6624	0.1052	15.5%	0.0078	1.1%	15%	False	False	111,459
80	0.7758	0.6624	0.1135	16.7%	0.0079	1.2%	14%	False	False	83,658
100	0.7758	0.6624	0.1135	16.7%	0.0078	1.1%	14%	False	False	67,041
120	0.8000	0.6624	0.1377	20.3%	0.0074	1.1%	11%	False	False	55,900

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	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7093
2.618	0.6993
1.618	0.6931
1.000	0.6893
0.618	0.6870
HIGH	0.6832
0.618	0.6808
0.500	0.6801
0.382	0.6793
LOW	0.6770
0.618	0.6732
1.000	0.6709
1.618	0.6670
2.618	0.6609
4.250	0.6509

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	0.6801	0.6827
PP	0.6794	0.6811
S1	0.6787	0.6795

Download as Excel Spreadsheet

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

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