CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	0.7326	0.7310	-0.0016	-0.2%	0.7199
High	0.7366	0.7352	-0.0015	-0.2%	0.7497
Low	0.7288	0.7265	-0.0024	-0.3%	0.7164
Close	0.7316	0.7348	0.0032	0.4%	0.7452
Range	0.0078	0.0087	0.0009	11.5%	0.0334
ATR	0.0110	0.0108	-0.0002	-1.5%	0.0000
Volume	124,666	123,149	-1,517	-1.2%	856,841

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7552	0.7395
R3	0.7495	0.7465	0.7371
R2	0.7408	0.7408	0.7363
R1	0.7378	0.7378	0.7355	0.7393
PP	0.7321	0.7321	0.7321	0.7329
S1	0.7291	0.7291	0.7340	0.7306
S2	0.7234	0.7234	0.7332
S3	0.7147	0.7204	0.7324
S4	0.7060	0.7117	0.7300

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	0.7257	0.0241	3.3%	0.0129	1.7%	38%	False	False	162,336
10	0.7497	0.7083	0.0415	5.6%	0.0115	1.6%	64%	False	False	151,899
20	0.7497	0.6842	0.0656	8.9%	0.0119	1.6%	77%	False	False	151,701
40	0.7497	0.6624	0.0874	11.9%	0.0103	1.4%	83%	False	False	165,304
60	0.7497	0.6624	0.0874	11.9%	0.0091	1.2%	83%	False	False	162,189
80	0.7605	0.6624	0.0981	13.4%	0.0089	1.2%	74%	False	False	125,784
100	0.7758	0.6624	0.1135	15.4%	0.0088	1.2%	64%	False	False	100,676
120	0.7758	0.6624	0.1135	15.4%	0.0084	1.1%	64%	False	False	83,992

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7579
1.618	0.7492
1.000	0.7439
0.618	0.7405
HIGH	0.7352
0.618	0.7318
0.500	0.7308
0.382	0.7298
LOW	0.7265
0.618	0.7211
1.000	0.7178
1.618	0.7124
2.618	0.7037
4.250	0.6895

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	0.7334	0.7366
PP	0.7321	0.7360
S1	0.7308	0.7354

Download as Excel Spreadsheet

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

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