CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	0.7228	0.7257	0.0030	0.4%	0.7145
High	0.7281	0.7455	0.0175	2.4%	0.7263
Low	0.7164	0.7257	0.0093	1.3%	0.7051
Close	0.7265	0.7406	0.0142	1.9%	0.7205
Range	0.0117	0.0199	0.0082	69.7%	0.0213
ATR	0.0101	0.0108	0.0007	6.9%	0.0000
Volume	168,138	209,165	41,027	24.4%	463,071

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7968	0.7886	0.7515
R3	0.7770	0.7687	0.7461
R2	0.7571	0.7571	0.7442
R1	0.7489	0.7489	0.7424	0.7530
PP	0.7373	0.7373	0.7373	0.7393
S1	0.7290	0.7290	0.7388	0.7331
S2	0.7174	0.7174	0.7370
S3	0.6976	0.7092	0.7351
S4	0.6777	0.6893	0.7297

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	0.7455	0.7164	0.0292	3.9%	0.0116	1.6%	83%	True	False	159,300
10	0.7455	0.7051	0.0405	5.5%	0.0101	1.4%	88%	True	False	129,168
20	0.7455	0.6760	0.0695	9.4%	0.0112	1.5%	93%	True	False	144,237
40	0.7455	0.6624	0.0832	11.2%	0.0097	1.3%	94%	True	False	160,819
60	0.7455	0.6624	0.0832	11.2%	0.0091	1.2%	94%	True	False	156,204
80	0.7675	0.6624	0.1052	14.2%	0.0088	1.2%	74%	False	False	118,266
100	0.7758	0.6624	0.1135	15.3%	0.0085	1.2%	69%	False	False	94,661
120	0.7758	0.6624	0.1135	15.3%	0.0084	1.1%	69%	False	False	78,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8299
2.618	0.7975
1.618	0.7776
1.000	0.7654
0.618	0.7578
HIGH	0.7455
0.618	0.7379
0.500	0.7356
0.382	0.7332
LOW	0.7257
0.618	0.7134
1.000	0.7058
1.618	0.6935
2.618	0.6737
4.250	0.6413

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	0.7389	0.7374
PP	0.7373	0.7342
S1	0.7356	0.7309

Download as Excel Spreadsheet

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

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