CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	0.7192	0.7153	-0.0040	-0.5%	0.7195
High	0.7226	0.7186	-0.0040	-0.6%	0.7293
Low	0.7130	0.7142	0.0012	0.2%	0.7130
Close	0.7157	0.7147	-0.0010	-0.1%	0.7147
Range	0.0096	0.0044	-0.0052	-54.2%	0.0163
ATR	0.0109	0.0104	-0.0005	-4.3%	0.0000
Volume	108,105	87,157	-20,948	-19.4%	714,262

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7290	0.7263	0.7171
R3	0.7246	0.7219	0.7159
R2	0.7202	0.7202	0.7155
R1	0.7175	0.7175	0.7151	0.7166
PP	0.7158	0.7158	0.7158	0.7154
S1	0.7131	0.7131	0.7143	0.7122
S2	0.7114	0.7114	0.7139
S3	0.7070	0.7087	0.7135
S4	0.7026	0.7043	0.7123

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7679	0.7576	0.7237
R3	0.7516	0.7413	0.7192
R2	0.7353	0.7353	0.7177
R1	0.7250	0.7250	0.7162	0.7220
PP	0.7190	0.7190	0.7190	0.7175
S1	0.7087	0.7087	0.7132	0.7057
S2	0.7027	0.7027	0.7117
S3	0.6864	0.6924	0.7102
S4	0.6701	0.6761	0.7057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7293	0.7130	0.0163	2.3%	0.0095	1.3%	11%	False	False	142,852
10	0.7293	0.6809	0.0484	6.8%	0.0122	1.7%	70%	False	False	152,618
20	0.7293	0.6722	0.0571	8.0%	0.0110	1.5%	74%	False	False	162,298
40	0.7293	0.6624	0.0669	9.4%	0.0086	1.2%	78%	False	False	163,817
60	0.7420	0.6624	0.0797	11.1%	0.0087	1.2%	66%	False	False	139,270
80	0.7758	0.6624	0.1135	15.9%	0.0087	1.2%	46%	False	False	104,590
100	0.7758	0.6624	0.1135	15.9%	0.0081	1.1%	46%	False	False	83,736
120	0.7832	0.6624	0.1209	16.9%	0.0080	1.1%	43%	False	False	69,858

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7373
2.618	0.7301
1.618	0.7257
1.000	0.7230
0.618	0.7213
HIGH	0.7186
0.618	0.7169
0.500	0.7164
0.382	0.7158
LOW	0.7142
0.618	0.7114
1.000	0.7098
1.618	0.7070
2.618	0.7026
4.250	0.6955

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	0.7164	0.7183
PP	0.7158	0.7171
S1	0.7153	0.7159

Download as Excel Spreadsheet

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

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