CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 07-Nov-2022

Day Change Summary
	Previous	Current
	04-Nov-2022	07-Nov-2022	Change	Change %	Previous Week
Open	0.6781	0.6838	0.0058	0.8%	0.6807
High	0.6860	0.6879	0.0019	0.3%	0.6900
Low	0.6760	0.6809	0.0049	0.7%	0.6755
Close	0.6847	0.6855	0.0009	0.1%	0.6847
Range	0.0100	0.0070	-0.0030	-30.2%	0.0145
ATR	0.0086	0.0085	-0.0001	-1.4%	0.0000
Volume	150,678	93,467	-57,211	-38.0%	731,291

Daily Pivots for day following 07-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7056	0.7025	0.6893
R3	0.6987	0.6956	0.6874
R2	0.6917	0.6917	0.6868
R1	0.6886	0.6886	0.6861	0.6902
PP	0.6848	0.6848	0.6848	0.6855
S1	0.6817	0.6817	0.6849	0.6832
S2	0.6778	0.6778	0.6842
S3	0.6709	0.6747	0.6836
S4	0.6639	0.6678	0.6817

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%	0.0089	1.3%	69%	False	False	139,646
10	0.6932	0.6748	0.0184	2.7%	0.0085	1.2%	58%	False	False	156,063
20	0.6932	0.6624	0.0308	4.5%	0.0085	1.2%	75%	False	False	179,697
40	0.7190	0.6624	0.0566	8.3%	0.0080	1.2%	41%	False	False	167,882
60	0.7629	0.6624	0.1006	14.7%	0.0078	1.1%	23%	False	False	115,522
80	0.7758	0.6624	0.1135	16.5%	0.0079	1.2%	20%	False	False	86,706
100	0.7758	0.6624	0.1135	16.5%	0.0078	1.1%	20%	False	False	69,477
120	0.8000	0.6624	0.1377	20.1%	0.0075	1.1%	17%	False	False	57,934

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7174
2.618	0.7060
1.618	0.6991
1.000	0.6948
0.618	0.6921
HIGH	0.6879
0.618	0.6852
0.500	0.6844
0.382	0.6836
LOW	0.6809
0.618	0.6766
1.000	0.6740
1.618	0.6697
2.618	0.6627
4.250	0.6514

Fisher Pivots for day following 07-Nov-2022
Pivot	1 day	3 day
R1	0.6851	0.6843
PP	0.6848	0.6831
S1	0.6844	0.6819

Download as Excel Spreadsheet

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

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