CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	0.7385	0.7387	0.0002	0.0%	0.7459
High	0.7439	0.7397	-0.0043	-0.6%	0.7468
Low	0.7348	0.7239	-0.0109	-1.5%	0.7265
Close	0.7390	0.7261	-0.0130	-1.8%	0.7334
Range	0.0091	0.0158	0.0067	73.1%	0.0203
ATR	0.0105	0.0108	0.0004	3.6%	0.0000
Volume	217,521	166,039	-51,482	-23.7%	611,301

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7673	0.7347
R3	0.7614	0.7516	0.7304
R2	0.7456	0.7456	0.7289
R1	0.7358	0.7358	0.7275	0.7329
PP	0.7299	0.7299	0.7299	0.7284
S1	0.7201	0.7201	0.7246	0.7171
S2	0.7141	0.7141	0.7232
S3	0.6984	0.7043	0.7217
S4	0.6826	0.6886	0.7174

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	0.7239	0.0200	2.8%	0.0114	1.6%	11%	False	True	181,860
10	0.7497	0.7239	0.0258	3.6%	0.0107	1.5%	8%	False	True	160,333
20	0.7497	0.7051	0.0447	6.1%	0.0104	1.4%	47%	False	False	144,750
40	0.7497	0.6624	0.0874	12.0%	0.0111	1.5%	73%	False	False	167,128
60	0.7497	0.6624	0.0874	12.0%	0.0096	1.3%	73%	False	False	164,508
80	0.7497	0.6624	0.0874	12.0%	0.0091	1.2%	73%	False	False	138,218
100	0.7758	0.6624	0.1135	15.6%	0.0091	1.2%	56%	False	False	110,672
120	0.7758	0.6624	0.1135	15.6%	0.0085	1.2%	56%	False	False	92,299

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7809
1.618	0.7651
1.000	0.7554
0.618	0.7494
HIGH	0.7397
0.618	0.7336
0.500	0.7318
0.382	0.7299
LOW	0.7239
0.618	0.7142
1.000	0.7082
1.618	0.6984
2.618	0.6827
4.250	0.6570

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	0.7318	0.7339
PP	0.7299	0.7313
S1	0.7280	0.7287

Download as Excel Spreadsheet

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

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