CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	0.7090	0.7195	0.0105	1.5%	0.6838
High	0.7253	0.7234	-0.0019	-0.3%	0.7253
Low	0.7048	0.7132	0.0084	1.2%	0.6809
Close	0.7251	0.7177	-0.0074	-1.0%	0.7251
Range	0.0205	0.0103	-0.0103	-50.0%	0.0444
ATR	0.0108	0.0109	0.0001	0.8%	0.0000
Volume	240,276	186,027	-54,249	-22.6%	811,919

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7488	0.7435	0.7233
R3	0.7386	0.7333	0.7205
R2	0.7283	0.7283	0.7196
R1	0.7230	0.7230	0.7186	0.7206
PP	0.7181	0.7181	0.7181	0.7169
S1	0.7128	0.7128	0.7168	0.7103
S2	0.7078	0.7078	0.7158
S3	0.6976	0.7025	0.7149
S4	0.6873	0.6923	0.7121

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8435	0.8286	0.7495
R3	0.7991	0.7843	0.7373
R2	0.7548	0.7548	0.7332
R1	0.7399	0.7399	0.7292	0.7474
PP	0.7104	0.7104	0.7104	0.7141
S1	0.6956	0.6956	0.7210	0.7030
S2	0.6661	0.6661	0.7170
S3	0.6217	0.6512	0.7129
S4	0.5774	0.6069	0.7007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7253	0.6838	0.0415	5.8%	0.0155	2.2%	82%	False	False	180,895
10	0.7253	0.6755	0.0498	6.9%	0.0122	1.7%	85%	False	False	160,270
20	0.7253	0.6624	0.0629	8.8%	0.0111	1.5%	88%	False	False	186,417
40	0.7253	0.6624	0.0629	8.8%	0.0089	1.2%	88%	False	False	174,498
60	0.7441	0.6624	0.0818	11.4%	0.0085	1.2%	68%	False	False	130,548
80	0.7758	0.6624	0.1135	15.8%	0.0085	1.2%	49%	False	False	97,997
100	0.7758	0.6624	0.1135	15.8%	0.0080	1.1%	49%	False	False	78,480
120	0.8000	0.6624	0.1377	19.2%	0.0078	1.1%	40%	False	False	65,459

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7670
2.618	0.7502
1.618	0.7400
1.000	0.7337
0.618	0.7297
HIGH	0.7234
0.618	0.7195
0.500	0.7183
0.382	0.7171
LOW	0.7132
0.618	0.7068
1.000	0.7029
1.618	0.6966
2.618	0.6863
4.250	0.6696

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	0.7183	0.7135
PP	0.7181	0.7094
S1	0.7179	0.7052

Download as Excel Spreadsheet

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

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