CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	0.7215	0.7228	0.0013	0.2%	0.7145
High	0.7270	0.7281	0.0011	0.1%	0.7263
Low	0.7192	0.7164	-0.0029	-0.4%	0.7051
Close	0.7230	0.7265	0.0035	0.5%	0.7205
Range	0.0078	0.0117	0.0039	50.0%	0.0213
ATR	0.0100	0.0101	0.0001	1.3%	0.0000
Volume	107,915	168,138	60,223	55.8%	463,071

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7587	0.7543	0.7329
R3	0.7470	0.7426	0.7297
R2	0.7353	0.7353	0.7286
R1	0.7309	0.7309	0.7275	0.7331
PP	0.7236	0.7236	0.7236	0.7247
S1	0.7192	0.7192	0.7254	0.7214
S2	0.7119	0.7119	0.7243
S3	0.7002	0.7075	0.7232
S4	0.6885	0.6958	0.7200

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	0.7083	0.0210	2.9%	0.0101	1.4%	87%	False	False	141,462
10	0.7292	0.7051	0.0242	3.3%	0.0089	1.2%	89%	False	False	120,884
20	0.7293	0.6760	0.0533	7.3%	0.0109	1.5%	95%	False	False	142,616
40	0.7293	0.6624	0.0669	9.2%	0.0093	1.3%	96%	False	False	158,901
60	0.7293	0.6624	0.0669	9.2%	0.0090	1.2%	96%	False	False	153,014
80	0.7675	0.6624	0.1052	14.5%	0.0086	1.2%	61%	False	False	115,653
100	0.7758	0.6624	0.1135	15.6%	0.0084	1.2%	57%	False	False	92,570
120	0.7758	0.6624	0.1135	15.6%	0.0082	1.1%	57%	False	False	77,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7587
1.618	0.7470
1.000	0.7398
0.618	0.7353
HIGH	0.7281
0.618	0.7236
0.500	0.7222
0.382	0.7208
LOW	0.7164
0.618	0.7091
1.000	0.7047
1.618	0.6974
2.618	0.6857
4.250	0.6666

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	0.7250	0.7252
PP	0.7236	0.7240
S1	0.7222	0.7228

Download as Excel Spreadsheet

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

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