CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	0.7185	0.7199	0.0014	0.2%	0.7145
High	0.7263	0.7292	0.0029	0.4%	0.7263
Low	0.7182	0.7190	0.0008	0.1%	0.7051
Close	0.7205	0.7218	0.0013	0.2%	0.7205
Range	0.0082	0.0103	0.0021	25.8%	0.0213
ATR	0.0101	0.0101	0.0000	0.1%	0.0000
Volume	163,151	148,135	-15,016	-9.2%	463,071

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7482	0.7274
R3	0.7438	0.7379	0.7246
R2	0.7336	0.7336	0.7236
R1	0.7277	0.7277	0.7227	0.7306
PP	0.7233	0.7233	0.7233	0.7248
S1	0.7174	0.7174	0.7208	0.7204
S2	0.7131	0.7131	0.7199
S3	0.7028	0.7072	0.7189
S4	0.6926	0.6969	0.7161

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	0.7292	0.7051	0.0242	3.3%	0.0095	1.3%	69%	True	False	122,241
10	0.7293	0.7051	0.0242	3.4%	0.0095	1.3%	69%	False	False	132,546
20	0.7293	0.6755	0.0538	7.4%	0.0106	1.5%	86%	False	False	143,433
40	0.7293	0.6624	0.0669	9.3%	0.0091	1.3%	89%	False	False	159,792
60	0.7293	0.6624	0.0669	9.3%	0.0090	1.2%	89%	False	False	148,929
80	0.7675	0.6624	0.1052	14.6%	0.0086	1.2%	56%	False	False	112,215
100	0.7758	0.6624	0.1135	15.7%	0.0083	1.2%	52%	False	False	89,822
120	0.7758	0.6624	0.1135	15.7%	0.0082	1.1%	52%	False	False	74,951

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7728
2.618	0.7560
1.618	0.7458
1.000	0.7395
0.618	0.7355
HIGH	0.7292
0.618	0.7253
0.500	0.7241
0.382	0.7229
LOW	0.7190
0.618	0.7126
1.000	0.7087
1.618	0.7024
2.618	0.6921
4.250	0.6754

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	0.7241	0.7207
PP	0.7233	0.7197
S1	0.7225	0.7187

Download as Excel Spreadsheet

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

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