CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	0.6856	0.6895	0.0040	0.6%	0.6807
High	0.6915	0.6918	0.0004	0.1%	0.6900
Low	0.6838	0.6842	0.0004	0.1%	0.6755
Close	0.6903	0.6848	-0.0055	-0.8%	0.6847
Range	0.0077	0.0077	-0.0001	-0.6%	0.0145
ATR	0.0084	0.0084	-0.0001	-0.7%	0.0000
Volume	97,633	121,238	23,605	24.2%	731,291

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7099	0.7050	0.6890
R3	0.7022	0.6973	0.6869
R2	0.6946	0.6946	0.6862
R1	0.6897	0.6897	0.6855	0.6883
PP	0.6869	0.6869	0.6869	0.6862
S1	0.6820	0.6820	0.6841	0.6807
S2	0.6793	0.6793	0.6834
S3	0.6716	0.6744	0.6827
S4	0.6640	0.6667	0.6806

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	0.6918	0.6760	0.0158	2.3%	0.0077	1.1%	56%	True	False	114,896
10	0.6932	0.6755	0.0177	2.6%	0.0083	1.2%	53%	False	False	143,656
20	0.6932	0.6624	0.0308	4.5%	0.0088	1.3%	73%	False	False	177,668
40	0.7190	0.6624	0.0566	8.3%	0.0077	1.1%	40%	False	False	165,983
60	0.7551	0.6624	0.0927	13.5%	0.0078	1.1%	24%	False	False	119,160
80	0.7758	0.6624	0.1135	16.6%	0.0080	1.2%	20%	False	False	89,435
100	0.7758	0.6624	0.1135	16.6%	0.0076	1.1%	20%	False	False	71,658
120	0.8000	0.6624	0.1377	20.1%	0.0075	1.1%	16%	False	False	59,746

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7243
2.618	0.7118
1.618	0.7042
1.000	0.6995
0.618	0.6965
HIGH	0.6918
0.618	0.6889
0.500	0.6880
0.382	0.6871
LOW	0.6842
0.618	0.6794
1.000	0.6765
1.618	0.6718
2.618	0.6641
4.250	0.6516

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	0.6880	0.6864
PP	0.6869	0.6858
S1	0.6859	0.6853

Download as Excel Spreadsheet

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

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