CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.7327	0.7274	-0.0054	-0.7%	0.7459
High	0.7329	0.7433	0.0104	1.4%	0.7468
Low	0.7260	0.7254	-0.0007	-0.1%	0.7265
Close	0.7265	0.7387	0.0123	1.7%	0.7334
Range	0.0069	0.0179	0.0110	159.4%	0.0203
ATR	0.0100	0.0106	0.0006	5.7%	0.0000
Volume	111,137	273,844	162,707	146.4%	611,301

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7820	0.7485
R3	0.7716	0.7641	0.7436
R2	0.7537	0.7537	0.7420
R1	0.7462	0.7462	0.7403	0.7499
PP	0.7358	0.7358	0.7358	0.7376
S1	0.7283	0.7283	0.7371	0.7320
S2	0.7179	0.7179	0.7354
S3	0.7000	0.7104	0.7338
S4	0.6821	0.6925	0.7289

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7852	0.7446
R3	0.7761	0.7649	0.7390
R2	0.7558	0.7558	0.7371
R1	0.7446	0.7446	0.7353	0.7401
PP	0.7355	0.7355	0.7355	0.7333
S1	0.7243	0.7243	0.7315	0.7198
S2	0.7152	0.7152	0.7297
S3	0.6949	0.7040	0.7278
S4	0.6746	0.6837	0.7222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7433	0.7254	0.0179	2.4%	0.0092	1.2%	75%	True	True	148,080
10	0.7497	0.7164	0.0334	4.5%	0.0113	1.5%	67%	False	False	159,707
20	0.7497	0.7051	0.0447	6.0%	0.0103	1.4%	75%	False	False	142,221
40	0.7497	0.6624	0.0874	11.8%	0.0107	1.4%	87%	False	False	164,319
60	0.7497	0.6624	0.0874	11.8%	0.0093	1.3%	87%	False	False	163,739
80	0.7497	0.6624	0.0874	11.8%	0.0089	1.2%	87%	False	False	133,467
100	0.7758	0.6624	0.1135	15.4%	0.0089	1.2%	67%	False	False	106,842
120	0.7758	0.6624	0.1135	15.4%	0.0084	1.1%	67%	False	False	89,104

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

Fibonacci Retracements and Extensions
4.250	0.8193
2.618	0.7901
1.618	0.7722
1.000	0.7612
0.618	0.7543
HIGH	0.7433
0.618	0.7364
0.500	0.7343
0.382	0.7322
LOW	0.7254
0.618	0.7143
1.000	0.7075
1.618	0.6964
2.618	0.6785
4.250	0.6493

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.7372	0.7372
PP	0.7358	0.7358
S1	0.7343	0.7343

Download as Excel Spreadsheet

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

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