CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.7310	0.7337	0.0027	0.4%	0.7199
High	0.7352	0.7348	-0.0004	-0.1%	0.7497
Low	0.7265	0.7294	0.0030	0.4%	0.7164
Close	0.7348	0.7325	-0.0023	-0.3%	0.7452
Range	0.0087	0.0054	-0.0034	-38.5%	0.0334
ATR	0.0108	0.0104	-0.0004	-3.6%	0.0000
Volume	123,149	91,511	-31,638	-25.7%	856,841

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7483	0.7457	0.7354
R3	0.7429	0.7404	0.7340
R2	0.7376	0.7376	0.7335
R1	0.7350	0.7350	0.7330	0.7336
PP	0.7322	0.7322	0.7322	0.7315
S1	0.7297	0.7297	0.7320	0.7283
S2	0.7269	0.7269	0.7315
S3	0.7215	0.7243	0.7310
S4	0.7162	0.7190	0.7296

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	0.7265	0.0233	3.2%	0.0100	1.4%	26%	False	False	138,805
10	0.7497	0.7164	0.0334	4.6%	0.0108	1.5%	48%	False	False	149,053
20	0.7497	0.6851	0.0646	8.8%	0.0118	1.6%	73%	False	False	150,214
40	0.7497	0.6624	0.0874	11.9%	0.0103	1.4%	80%	False	False	163,941
60	0.7497	0.6624	0.0874	11.9%	0.0090	1.2%	80%	False	False	160,727
80	0.7551	0.6624	0.0927	12.7%	0.0088	1.2%	76%	False	False	126,924
100	0.7758	0.6624	0.1135	15.5%	0.0088	1.2%	62%	False	False	101,590
120	0.7758	0.6624	0.1135	15.5%	0.0083	1.1%	62%	False	False	84,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7575
2.618	0.7488
1.618	0.7434
1.000	0.7401
0.618	0.7381
HIGH	0.7348
0.618	0.7327
0.500	0.7321
0.382	0.7314
LOW	0.7294
0.618	0.7261
1.000	0.7241
1.618	0.7207
2.618	0.7154
4.250	0.7067

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.7324	0.7322
PP	0.7322	0.7319
S1	0.7321	0.7315

Download as Excel Spreadsheet

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

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