CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	0.7103	0.7185	0.0082	1.1%	0.7145
High	0.7208	0.7263	0.0055	0.8%	0.7263
Low	0.7083	0.7182	0.0099	1.4%	0.7051
Close	0.7195	0.7205	0.0010	0.1%	0.7205
Range	0.0126	0.0082	-0.0044	-35.1%	0.0213
ATR	0.0103	0.0101	-0.0002	-1.5%	0.0000
Volume	119,972	163,151	43,179	36.0%	463,071

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7461	0.7414	0.7249
R3	0.7379	0.7333	0.7227
R2	0.7298	0.7298	0.7219
R1	0.7251	0.7251	0.7212	0.7275
PP	0.7216	0.7216	0.7216	0.7228
S1	0.7170	0.7170	0.7197	0.7193
S2	0.7135	0.7135	0.7190
S3	0.7053	0.7088	0.7182
S4	0.6972	0.7007	0.7160

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7720	0.7321
R3	0.7598	0.7507	0.7263
R2	0.7385	0.7385	0.7243
R1	0.7295	0.7295	0.7224	0.7340
PP	0.7173	0.7173	0.7173	0.7195
S1	0.7082	0.7082	0.7185	0.7128
S2	0.6960	0.6960	0.7166
S3	0.6748	0.6870	0.7146
S4	0.6535	0.6657	0.7088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7263	0.7051	0.0213	2.9%	0.0083	1.2%	72%	True	False	110,045
10	0.7293	0.7048	0.0245	3.4%	0.0105	1.5%	64%	False	False	141,760
20	0.7293	0.6755	0.0538	7.5%	0.0106	1.5%	84%	False	False	145,731
40	0.7293	0.6624	0.0669	9.3%	0.0090	1.3%	87%	False	False	160,002
60	0.7293	0.6624	0.0669	9.3%	0.0089	1.2%	87%	False	False	146,545
80	0.7675	0.6624	0.1052	14.6%	0.0086	1.2%	55%	False	False	110,366
100	0.7758	0.6624	0.1135	15.7%	0.0083	1.1%	51%	False	False	88,341
120	0.7758	0.6624	0.1135	15.7%	0.0081	1.1%	51%	False	False	73,717

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7476
1.618	0.7395
1.000	0.7345
0.618	0.7313
HIGH	0.7263
0.618	0.7232
0.500	0.7222
0.382	0.7213
LOW	0.7182
0.618	0.7131
1.000	0.7100
1.618	0.7050
2.618	0.6968
4.250	0.6835

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	0.7222	0.7189
PP	0.7216	0.7173
S1	0.7210	0.7157

Download as Excel Spreadsheet

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

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