CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	0.7257	0.7402	0.0145	2.0%	0.7199
High	0.7455	0.7497	0.0042	0.6%	0.7497
Low	0.7257	0.7367	0.0110	1.5%	0.7164
Close	0.7406	0.7452	0.0046	0.6%	0.7452
Range	0.0199	0.0131	-0.0068	-34.3%	0.0334
ATR	0.0108	0.0109	0.0002	1.5%	0.0000
Volume	209,165	223,488	14,323	6.8%	856,841

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7772	0.7524
R3	0.7700	0.7641	0.7488
R2	0.7569	0.7569	0.7476
R1	0.7511	0.7511	0.7464	0.7540
PP	0.7439	0.7439	0.7439	0.7453
S1	0.7380	0.7380	0.7440	0.7409
S2	0.7308	0.7308	0.7428
S3	0.7178	0.7250	0.7416
S4	0.7047	0.7119	0.7380

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8371	0.8245	0.7635
R3	0.8038	0.7912	0.7544
R2	0.7704	0.7704	0.7513
R1	0.7578	0.7578	0.7483	0.7641
PP	0.7371	0.7371	0.7371	0.7402
S1	0.7245	0.7245	0.7421	0.7308
S2	0.7037	0.7037	0.7391
S3	0.6704	0.6911	0.7360
S4	0.6370	0.6578	0.7269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7497	0.7164	0.0334	4.5%	0.0125	1.7%	87%	True	False	171,368
10	0.7497	0.7051	0.0447	6.0%	0.0104	1.4%	90%	True	False	140,706
20	0.7497	0.6760	0.0737	9.9%	0.0116	1.6%	94%	True	False	149,838
40	0.7497	0.6624	0.0874	11.7%	0.0099	1.3%	95%	True	False	163,715
60	0.7497	0.6624	0.0874	11.7%	0.0093	1.2%	95%	True	False	159,549
80	0.7675	0.6624	0.1052	14.1%	0.0087	1.2%	79%	False	False	121,054
100	0.7758	0.6624	0.1135	15.2%	0.0086	1.2%	73%	False	False	96,894
120	0.7758	0.6624	0.1135	15.2%	0.0084	1.1%	73%	False	False	80,840

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7839
1.618	0.7708
1.000	0.7628
0.618	0.7578
HIGH	0.7497
0.618	0.7447
0.500	0.7432
0.382	0.7416
LOW	0.7367
0.618	0.7286
1.000	0.7236
1.618	0.7155
2.618	0.7025
4.250	0.6812

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	0.7445	0.7411
PP	0.7439	0.7371
S1	0.7432	0.7330

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols