CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	0.7153	0.7145	-0.0008	-0.1%	0.7195
High	0.7186	0.7156	-0.0030	-0.4%	0.7293
Low	0.7142	0.7051	-0.0091	-1.3%	0.7130
Close	0.7147	0.7056	-0.0092	-1.3%	0.7147
Range	0.0044	0.0105	0.0061	138.6%	0.0163
ATR	0.0104	0.0104	0.0000	0.1%	0.0000
Volume	87,157	105,799	18,642	21.4%	714,262

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7403	0.7334	0.7113
R3	0.7298	0.7229	0.7084
R2	0.7193	0.7193	0.7075
R1	0.7124	0.7124	0.7065	0.7106
PP	0.7088	0.7088	0.7088	0.7078
S1	0.7019	0.7019	0.7046	0.7001
S2	0.6983	0.6983	0.7036
S3	0.6878	0.6914	0.7027
S4	0.6773	0.6809	0.6998

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	0.7051	0.0242	3.4%	0.0096	1.4%	2%	False	True	126,806
10	0.7293	0.6838	0.0455	6.4%	0.0125	1.8%	48%	False	False	153,851
20	0.7293	0.6748	0.0545	7.7%	0.0105	1.5%	56%	False	False	154,957
40	0.7293	0.6624	0.0669	9.5%	0.0087	1.2%	65%	False	False	161,844
60	0.7332	0.6624	0.0709	10.0%	0.0087	1.2%	61%	False	False	140,981
80	0.7758	0.6624	0.1135	16.1%	0.0087	1.2%	38%	False	False	105,911
100	0.7758	0.6624	0.1135	16.1%	0.0082	1.2%	38%	False	False	84,780
120	0.7807	0.6624	0.1184	16.8%	0.0081	1.1%	37%	False	False	70,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7602
2.618	0.7431
1.618	0.7326
1.000	0.7261
0.618	0.7221
HIGH	0.7156
0.618	0.7116
0.500	0.7104
0.382	0.7091
LOW	0.7051
0.618	0.6986
1.000	0.6946
1.618	0.6881
2.618	0.6776
4.250	0.6605

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	0.7104	0.7138
PP	0.7088	0.7111
S1	0.7072	0.7083

Download as Excel Spreadsheet

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

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