CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.7274	0.7385	0.0112	1.5%	0.7459
High	0.7433	0.7439	0.0007	0.1%	0.7468
Low	0.7254	0.7348	0.0095	1.3%	0.7265
Close	0.7387	0.7390	0.0003	0.0%	0.7334
Range	0.0179	0.0091	-0.0088	-49.2%	0.0203
ATR	0.0106	0.0105	-0.0001	-1.0%	0.0000
Volume	273,844	217,521	-56,323	-20.6%	611,301

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7619	0.7440
R3	0.7574	0.7528	0.7415
R2	0.7483	0.7483	0.7407
R1	0.7437	0.7437	0.7398	0.7460
PP	0.7392	0.7392	0.7392	0.7404
S1	0.7346	0.7346	0.7382	0.7369
S2	0.7301	0.7301	0.7373
S3	0.7210	0.7255	0.7365
S4	0.7119	0.7164	0.7340

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	0.7439	0.7254	0.0186	2.5%	0.0093	1.3%	74%	True	False	166,954
10	0.7497	0.7254	0.0244	3.3%	0.0111	1.5%	56%	False	False	164,645
20	0.7497	0.7051	0.0447	6.0%	0.0100	1.4%	76%	False	False	142,765
40	0.7497	0.6624	0.0874	11.8%	0.0108	1.5%	88%	False	False	166,234
60	0.7497	0.6624	0.0874	11.8%	0.0094	1.3%	88%	False	False	165,165
80	0.7497	0.6624	0.0874	11.8%	0.0090	1.2%	88%	False	False	136,174
100	0.7758	0.6624	0.1135	15.4%	0.0089	1.2%	68%	False	False	109,014
120	0.7758	0.6624	0.1135	15.4%	0.0084	1.1%	68%	False	False	90,915

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7826
2.618	0.7677
1.618	0.7586
1.000	0.7530
0.618	0.7495
HIGH	0.7439
0.618	0.7404
0.500	0.7394
0.382	0.7383
LOW	0.7348
0.618	0.7292
1.000	0.7257
1.618	0.7201
2.618	0.7110
4.250	0.6961

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.7394	0.7375
PP	0.7392	0.7361
S1	0.7391	0.7346

Download as Excel Spreadsheet

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

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