CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 08-Nov-2022

Day Change Summary
	Previous	Current
	07-Nov-2022	08-Nov-2022	Change	Change %	Previous Week
Open	0.6838	0.6856	0.0018	0.3%	0.6807
High	0.6879	0.6915	0.0036	0.5%	0.6900
Low	0.6809	0.6838	0.0029	0.4%	0.6755
Close	0.6855	0.6903	0.0048	0.7%	0.6847
Range	0.0070	0.0077	0.0008	10.8%	0.0145
ATR	0.0085	0.0084	-0.0001	-0.7%	0.0000
Volume	93,467	97,633	4,166	4.5%	731,291

Daily Pivots for day following 08-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7116	0.7086	0.6945
R3	0.7039	0.7009	0.6924
R2	0.6962	0.6962	0.6917
R1	0.6932	0.6932	0.6910	0.6947
PP	0.6885	0.6885	0.6885	0.6892
S1	0.6855	0.6855	0.6895	0.6870
S2	0.6808	0.6808	0.6888
S3	0.6731	0.6778	0.6881
S4	0.6654	0.6701	0.6860

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	0.6915	0.6760	0.0155	2.2%	0.0087	1.3%	92%	True	False	125,997
10	0.6932	0.6755	0.0177	2.6%	0.0086	1.2%	84%	False	False	150,065
20	0.6932	0.6624	0.0308	4.5%	0.0088	1.3%	91%	False	False	178,907
40	0.7190	0.6624	0.0566	8.2%	0.0078	1.1%	49%	False	False	167,433
60	0.7605	0.6624	0.0981	14.2%	0.0079	1.1%	28%	False	False	117,145
80	0.7758	0.6624	0.1135	16.4%	0.0080	1.2%	25%	False	False	87,920
100	0.7758	0.6624	0.1135	16.4%	0.0077	1.1%	25%	False	False	70,450
120	0.8000	0.6624	0.1377	19.9%	0.0075	1.1%	20%	False	False	58,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7242
2.618	0.7116
1.618	0.7039
1.000	0.6992
0.618	0.6962
HIGH	0.6915
0.618	0.6885
0.500	0.6876
0.382	0.6867
LOW	0.6838
0.618	0.6790
1.000	0.6761
1.618	0.6713
2.618	0.6636
4.250	0.6510

Fisher Pivots for day following 08-Nov-2022
Pivot	1 day	3 day
R1	0.6894	0.6881
PP	0.6885	0.6859
S1	0.6876	0.6837

Download as Excel Spreadsheet

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

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