CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	0.6799	0.6781	-0.0019	-0.3%	0.6807
High	0.6832	0.6860	0.0028	0.4%	0.6900
Low	0.6770	0.6760	-0.0010	-0.1%	0.6755
Close	0.6780	0.6847	0.0067	1.0%	0.6847
Range	0.0062	0.0100	0.0038	61.8%	0.0145
ATR	0.0085	0.0086	0.0001	1.2%	0.0000
Volume	111,468	150,678	39,210	35.2%	731,291

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7121	0.7083	0.6901
R3	0.7021	0.6984	0.6874
R2	0.6922	0.6922	0.6865
R1	0.6884	0.6884	0.6856	0.6903
PP	0.6822	0.6822	0.6822	0.6831
S1	0.6785	0.6785	0.6837	0.6803
S2	0.6723	0.6723	0.6828
S3	0.6623	0.6685	0.6819
S4	0.6524	0.6586	0.6792

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7267	0.7201	0.6926
R3	0.7123	0.7057	0.6886
R2	0.6978	0.6978	0.6873
R1	0.6912	0.6912	0.6860	0.6945
PP	0.6834	0.6834	0.6834	0.6850
S1	0.6768	0.6768	0.6833	0.6801
S2	0.6689	0.6689	0.6820
S3	0.6545	0.6623	0.6807
S4	0.6400	0.6479	0.6767

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%	0.0087	1.3%	63%	False	False	146,258
10	0.6932	0.6722	0.0210	3.1%	0.0098	1.4%	59%	False	False	171,979
20	0.6938	0.6624	0.0314	4.6%	0.0083	1.2%	71%	False	False	178,677
40	0.7190	0.6624	0.0566	8.3%	0.0080	1.2%	39%	False	False	167,477
60	0.7629	0.6624	0.1006	14.7%	0.0078	1.1%	22%	False	False	113,968
80	0.7758	0.6624	0.1135	16.6%	0.0079	1.2%	20%	False	False	85,539
100	0.7758	0.6624	0.1135	16.6%	0.0078	1.1%	20%	False	False	68,546
120	0.8000	0.6624	0.1377	20.1%	0.0074	1.1%	16%	False	False	57,156

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7282
2.618	0.7120
1.618	0.7020
1.000	0.6959
0.618	0.6921
HIGH	0.6860
0.618	0.6821
0.500	0.6810
0.382	0.6798
LOW	0.6760
0.618	0.6699
1.000	0.6661
1.618	0.6599
2.618	0.6500
4.250	0.6337

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	0.6834	0.6841
PP	0.6822	0.6835
S1	0.6810	0.6830

Download as Excel Spreadsheet

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

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