CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	0.6895	0.6858	-0.0037	-0.5%	0.6807
High	0.6918	0.7164	0.0246	3.5%	0.6900
Low	0.6842	0.6851	0.0010	0.1%	0.6755
Close	0.6848	0.7082	0.0234	3.4%	0.6847
Range	0.0077	0.0313	0.0236	308.5%	0.0145
ATR	0.0084	0.0100	0.0017	19.7%	0.0000
Volume	121,238	259,305	138,067	113.9%	731,291

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7838	0.7254
R3	0.7657	0.7526	0.7168
R2	0.7345	0.7345	0.7139
R1	0.7213	0.7213	0.7111	0.7279
PP	0.7032	0.7032	0.7032	0.7065
S1	0.6901	0.6901	0.7053	0.6967
S2	0.6720	0.6720	0.7025
S3	0.6407	0.6588	0.6996
S4	0.6095	0.6276	0.6910

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	0.7164	0.6760	0.0404	5.7%	0.0127	1.8%	80%	True	False	144,464
10	0.7164	0.6755	0.0409	5.8%	0.0106	1.5%	80%	True	False	149,701
20	0.7164	0.6624	0.0540	7.6%	0.0101	1.4%	85%	True	False	180,282
40	0.7190	0.6624	0.0566	8.0%	0.0083	1.2%	81%	False	False	169,655
60	0.7506	0.6624	0.0882	12.5%	0.0082	1.2%	52%	False	False	123,465
80	0.7758	0.6624	0.1135	16.0%	0.0084	1.2%	40%	False	False	92,674
100	0.7758	0.6624	0.1135	16.0%	0.0078	1.1%	40%	False	False	74,240
120	0.8000	0.6624	0.1377	19.4%	0.0077	1.1%	33%	False	False	61,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	0.8492
2.618	0.7982
1.618	0.7669
1.000	0.7476
0.618	0.7357
HIGH	0.7164
0.618	0.7044
0.500	0.7007
0.382	0.6970
LOW	0.6851
0.618	0.6658
1.000	0.6539
1.618	0.6345
2.618	0.6033
4.250	0.5523

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	0.7057	0.7055
PP	0.7032	0.7028
S1	0.7007	0.7001

Download as Excel Spreadsheet

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

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