CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 17-Nov-2022

Day Change Summary
	Previous	Current
	16-Nov-2022	17-Nov-2022	Change	Change %	Previous Week
Open	0.7207	0.7192	-0.0015	-0.2%	0.6838
High	0.7236	0.7226	-0.0010	-0.1%	0.7253
Low	0.7155	0.7130	-0.0026	-0.4%	0.6809
Close	0.7206	0.7157	-0.0049	-0.7%	0.7251
Range	0.0081	0.0096	0.0016	19.3%	0.0444
ATR	0.0110	0.0109	-0.0001	-0.9%	0.0000
Volume	126,325	108,105	-18,220	-14.4%	811,919

Daily Pivots for day following 17-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7404	0.7209
R3	0.7363	0.7308	0.7183
R2	0.7267	0.7267	0.7174
R1	0.7212	0.7212	0.7165	0.7191
PP	0.7171	0.7171	0.7171	0.7160
S1	0.7116	0.7116	0.7148	0.7095
S2	0.7075	0.7075	0.7139
S3	0.6979	0.7020	0.7130
S4	0.6883	0.6924	0.7104

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	0.7293	0.7048	0.0245	3.4%	0.0127	1.8%	44%	False	False	173,476
10	0.7293	0.6760	0.0533	7.4%	0.0127	1.8%	74%	False	False	158,970
20	0.7293	0.6624	0.0669	9.3%	0.0121	1.7%	80%	False	False	187,133
40	0.7293	0.6624	0.0669	9.3%	0.0087	1.2%	80%	False	False	166,472
60	0.7420	0.6624	0.0797	11.1%	0.0087	1.2%	67%	False	False	137,831
80	0.7758	0.6624	0.1135	15.9%	0.0088	1.2%	47%	False	False	103,503
100	0.7758	0.6624	0.1135	15.9%	0.0082	1.1%	47%	False	False	82,869
120	0.7935	0.6624	0.1312	18.3%	0.0080	1.1%	41%	False	False	69,134

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7477
1.618	0.7381
1.000	0.7322
0.618	0.7285
HIGH	0.7226
0.618	0.7189
0.500	0.7178
0.382	0.7166
LOW	0.7130
0.618	0.7070
1.000	0.7034
1.618	0.6974
2.618	0.6878
4.250	0.6722

Fisher Pivots for day following 17-Nov-2022
Pivot	1 day	3 day
R1	0.7178	0.7211
PP	0.7171	0.7193
S1	0.7164	0.7175

Download as Excel Spreadsheet

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

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