CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	0.7058	0.7103	0.0045	0.6%	0.7195
High	0.7109	0.7208	0.0099	1.4%	0.7293
Low	0.7051	0.7083	0.0032	0.5%	0.7130
Close	0.7103	0.7195	0.0092	1.3%	0.7147
Range	0.0059	0.0126	0.0067	114.5%	0.0163
ATR	0.0101	0.0103	0.0002	1.7%	0.0000
Volume	74,149	119,972	45,823	61.8%	714,262

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7492	0.7264
R3	0.7413	0.7367	0.7230
R2	0.7287	0.7287	0.7218
R1	0.7241	0.7241	0.7207	0.7264
PP	0.7162	0.7162	0.7162	0.7173
S1	0.7116	0.7116	0.7183	0.7139
S2	0.7036	0.7036	0.7172
S3	0.6911	0.6990	0.7160
S4	0.6785	0.6865	0.7126

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	0.7226	0.7051	0.0175	2.4%	0.0086	1.2%	83%	False	False	99,036
10	0.7293	0.6851	0.0442	6.1%	0.0128	1.8%	78%	False	False	151,376
20	0.7293	0.6755	0.0538	7.5%	0.0106	1.5%	82%	False	False	147,516
40	0.7293	0.6624	0.0669	9.3%	0.0089	1.2%	85%	False	False	159,341
60	0.7307	0.6624	0.0684	9.5%	0.0088	1.2%	84%	False	False	144,142
80	0.7675	0.6624	0.1052	14.6%	0.0086	1.2%	54%	False	False	108,331
100	0.7758	0.6624	0.1135	15.8%	0.0082	1.1%	50%	False	False	86,710
120	0.7758	0.6624	0.1135	15.8%	0.0081	1.1%	50%	False	False	72,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7741
2.618	0.7537
1.618	0.7411
1.000	0.7334
0.618	0.7286
HIGH	0.7208
0.618	0.7160
0.500	0.7145
0.382	0.7130
LOW	0.7083
0.618	0.7005
1.000	0.6957
1.618	0.6879
2.618	0.6754
4.250	0.6549

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	0.7178	0.7173
PP	0.7162	0.7151
S1	0.7145	0.7129

Download as Excel Spreadsheet

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

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