CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	0.7402	0.7459	0.0057	0.8%	0.7199
High	0.7497	0.7468	-0.0030	-0.4%	0.7497
Low	0.7367	0.7319	-0.0048	-0.6%	0.7164
Close	0.7452	0.7330	-0.0123	-1.6%	0.7452
Range	0.0131	0.0149	0.0018	13.8%	0.0334
ATR	0.0109	0.0112	0.0003	2.6%	0.0000
Volume	223,488	131,215	-92,273	-41.3%	856,841

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7722	0.7411
R3	0.7669	0.7574	0.7370
R2	0.7521	0.7521	0.7357
R1	0.7425	0.7425	0.7343	0.7399
PP	0.7372	0.7372	0.7372	0.7359
S1	0.7277	0.7277	0.7316	0.7250
S2	0.7224	0.7224	0.7302
S3	0.7075	0.7128	0.7289
S4	0.6927	0.6980	0.7248

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	4.6%	0.0135	1.8%	50%	False	False	167,984
10	0.7497	0.7051	0.0447	6.1%	0.0115	1.6%	62%	False	False	145,112
20	0.7497	0.6809	0.0688	9.4%	0.0118	1.6%	76%	False	False	148,865
40	0.7497	0.6624	0.0874	11.9%	0.0101	1.4%	81%	False	False	163,771
60	0.7497	0.6624	0.0874	11.9%	0.0093	1.3%	81%	False	False	161,273
80	0.7629	0.6624	0.1006	13.7%	0.0088	1.2%	70%	False	False	122,692
100	0.7758	0.6624	0.1135	15.5%	0.0087	1.2%	62%	False	False	98,205
120	0.7758	0.6624	0.1135	15.5%	0.0085	1.2%	62%	False	False	81,933

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.7856
1.618	0.7708
1.000	0.7616
0.618	0.7559
HIGH	0.7468
0.618	0.7411
0.500	0.7393
0.382	0.7376
LOW	0.7319
0.618	0.7227
1.000	0.7171
1.618	0.7079
2.618	0.6930
4.250	0.6688

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	0.7393	0.7377
PP	0.7372	0.7361
S1	0.7351	0.7345

Download as Excel Spreadsheet

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

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