CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 22-Nov-2022

Day Change Summary
	Previous	Current
	21-Nov-2022	22-Nov-2022	Change	Change %	Previous Week
Open	0.7145	0.7058	-0.0087	-1.2%	0.7195
High	0.7156	0.7109	-0.0047	-0.7%	0.7293
Low	0.7051	0.7051	-0.0001	0.0%	0.7130
Close	0.7056	0.7103	0.0048	0.7%	0.7147
Range	0.0105	0.0059	-0.0047	-44.3%	0.0163
ATR	0.0104	0.0101	-0.0003	-3.1%	0.0000
Volume	105,799	74,149	-31,650	-29.9%	714,262

Daily Pivots for day following 22-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7263	0.7242	0.7135
R3	0.7205	0.7183	0.7119
R2	0.7146	0.7146	0.7114
R1	0.7125	0.7125	0.7108	0.7135
PP	0.7088	0.7088	0.7088	0.7093
S1	0.7066	0.7066	0.7098	0.7077
S2	0.7029	0.7029	0.7092
S3	0.6971	0.7008	0.7087
S4	0.6912	0.6949	0.7071

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	0.7236	0.7051	0.0185	2.6%	0.0077	1.1%	28%	False	True	100,307
10	0.7293	0.6842	0.0451	6.3%	0.0123	1.7%	58%	False	False	151,502
20	0.7293	0.6755	0.0538	7.6%	0.0105	1.5%	65%	False	False	150,784
40	0.7293	0.6624	0.0669	9.4%	0.0087	1.2%	72%	False	False	160,564
60	0.7319	0.6624	0.0696	9.8%	0.0087	1.2%	69%	False	False	142,188
80	0.7758	0.6624	0.1135	16.0%	0.0086	1.2%	42%	False	False	106,834
100	0.7758	0.6624	0.1135	16.0%	0.0082	1.2%	42%	False	False	85,519
120	0.7807	0.6624	0.1184	16.7%	0.0081	1.1%	41%	False	False	71,358

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7358
2.618	0.7262
1.618	0.7204
1.000	0.7168
0.618	0.7145
HIGH	0.7109
0.618	0.7087
0.500	0.7080
0.382	0.7073
LOW	0.7051
0.618	0.7014
1.000	0.6992
1.618	0.6956
2.618	0.6897
4.250	0.6802

Fisher Pivots for day following 22-Nov-2022
Pivot	1 day	3 day
R1	0.7095	0.7118
PP	0.7088	0.7113
S1	0.7080	0.7108

Download as Excel Spreadsheet

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

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