CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 06-Dec-2022

Day Change Summary
	Previous	Current
	05-Dec-2022	06-Dec-2022	Change	Change %	Previous Week
Open	0.7459	0.7326	-0.0134	-1.8%	0.7199
High	0.7468	0.7366	-0.0102	-1.4%	0.7497
Low	0.7319	0.7288	-0.0031	-0.4%	0.7164
Close	0.7330	0.7316	-0.0014	-0.2%	0.7452
Range	0.0149	0.0078	-0.0071	-47.5%	0.0334
ATR	0.0112	0.0110	-0.0002	-2.2%	0.0000
Volume	131,215	124,666	-6,549	-5.0%	856,841

Daily Pivots for day following 06-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7514	0.7358
R3	0.7479	0.7436	0.7337
R2	0.7401	0.7401	0.7330
R1	0.7358	0.7358	0.7323	0.7341
PP	0.7323	0.7323	0.7323	0.7314
S1	0.7280	0.7280	0.7308	0.7263
S2	0.7245	0.7245	0.7301
S3	0.7167	0.7202	0.7294
S4	0.7089	0.7124	0.7273

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%	46%	False	False	171,334
10	0.7497	0.7051	0.0447	6.1%	0.0112	1.5%	59%	False	False	146,999
20	0.7497	0.6838	0.0660	9.0%	0.0119	1.6%	72%	False	False	150,425
40	0.7497	0.6624	0.0874	11.9%	0.0102	1.4%	79%	False	False	165,061
60	0.7497	0.6624	0.0874	11.9%	0.0093	1.3%	79%	False	False	162,063
80	0.7629	0.6624	0.1006	13.7%	0.0088	1.2%	69%	False	False	124,248
100	0.7758	0.6624	0.1135	15.5%	0.0087	1.2%	61%	False	False	99,450
120	0.7758	0.6624	0.1135	15.5%	0.0085	1.2%	61%	False	False	82,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7698
2.618	0.7570
1.618	0.7492
1.000	0.7444
0.618	0.7414
HIGH	0.7366
0.618	0.7336
0.500	0.7327
0.382	0.7318
LOW	0.7288
0.618	0.7240
1.000	0.7210
1.618	0.7162
2.618	0.7084
4.250	0.6957

Fisher Pivots for day following 06-Dec-2022
Pivot	1 day	3 day
R1	0.7327	0.7393
PP	0.7323	0.7367
S1	0.7319	0.7341

Download as Excel Spreadsheet

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

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