CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 29-Nov-2022

Day Change Summary
	Previous	Current
	28-Nov-2022	29-Nov-2022	Change	Change %	Previous Week
Open	0.7199	0.7215	0.0017	0.2%	0.7145
High	0.7292	0.7270	-0.0022	-0.3%	0.7263
Low	0.7190	0.7192	0.0003	0.0%	0.7051
Close	0.7218	0.7230	0.0012	0.2%	0.7205
Range	0.0103	0.0078	-0.0025	-23.9%	0.0213
ATR	0.0101	0.0100	-0.0002	-1.6%	0.0000
Volume	148,135	107,915	-40,220	-27.2%	463,071

Daily Pivots for day following 29-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7425	0.7272
R3	0.7387	0.7347	0.7251
R2	0.7309	0.7309	0.7244
R1	0.7269	0.7269	0.7237	0.7289
PP	0.7231	0.7231	0.7231	0.7240
S1	0.7191	0.7191	0.7222	0.7211
S2	0.7153	0.7153	0.7215
S3	0.7075	0.7113	0.7208
S4	0.6997	0.7035	0.7187

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%	0.0089	1.2%	74%	False	False	122,664
10	0.7293	0.7051	0.0242	3.3%	0.0092	1.3%	74%	False	False	124,735
20	0.7293	0.6755	0.0538	7.4%	0.0107	1.5%	88%	False	False	142,503
40	0.7293	0.6624	0.0669	9.3%	0.0092	1.3%	91%	False	False	158,608
60	0.7293	0.6624	0.0669	9.3%	0.0090	1.2%	91%	False	False	150,620
80	0.7675	0.6624	0.1052	14.5%	0.0085	1.2%	58%	False	False	113,558
100	0.7758	0.6624	0.1135	15.7%	0.0084	1.2%	53%	False	False	90,896
120	0.7758	0.6624	0.1135	15.7%	0.0082	1.1%	53%	False	False	75,850

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7602
2.618	0.7474
1.618	0.7396
1.000	0.7348
0.618	0.7318
HIGH	0.7270
0.618	0.7240
0.500	0.7231
0.382	0.7222
LOW	0.7192
0.618	0.7144
1.000	0.7114
1.618	0.7066
2.618	0.6988
4.250	0.6861

Fisher Pivots for day following 29-Nov-2022
Pivot	1 day	3 day
R1	0.7231	0.7237
PP	0.7231	0.7234
S1	0.7230	0.7232

Download as Excel Spreadsheet

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

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