CME Japanese Yen Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	0.7387	0.7261	-0.0126	-1.7%	0.7327
High	0.7397	0.7338	-0.0059	-0.8%	0.7439
Low	0.7239	0.7258	0.0019	0.3%	0.7239
Close	0.7261	0.7325	0.0064	0.9%	0.7325
Range	0.0158	0.0081	-0.0077	-48.9%	0.0200
ATR	0.0108	0.0106	-0.0002	-1.8%	0.0000
Volume	166,039	23,041	-142,998	-86.1%	791,582

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7517	0.7369
R3	0.7468	0.7436	0.7347
R2	0.7387	0.7387	0.7339
R1	0.7356	0.7356	0.7332	0.7372
PP	0.7307	0.7307	0.7307	0.7315
S1	0.7275	0.7275	0.7317	0.7291
S2	0.7226	0.7226	0.7310
S3	0.7146	0.7195	0.7302
S4	0.7065	0.7114	0.7280

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7934	0.7829	0.7435
R3	0.7734	0.7629	0.7380
R2	0.7534	0.7534	0.7361
R1	0.7429	0.7429	0.7343	0.7382
PP	0.7334	0.7334	0.7334	0.7310
S1	0.7229	0.7229	0.7306	0.7182
S2	0.7134	0.7134	0.7288
S3	0.6934	0.7029	0.7270
S4	0.6734	0.6829	0.7215

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	2.7%	0.0115	1.6%	43%	False	False	158,316
10	0.7468	0.7239	0.0229	3.1%	0.0102	1.4%	37%	False	False	140,288
20	0.7497	0.7051	0.0447	6.1%	0.0103	1.4%	61%	False	False	140,497
40	0.7497	0.6624	0.0874	11.9%	0.0112	1.5%	80%	False	False	163,815
60	0.7497	0.6624	0.0874	11.9%	0.0092	1.3%	80%	False	False	157,814
80	0.7497	0.6624	0.0874	11.9%	0.0091	1.2%	80%	False	False	138,498
100	0.7758	0.6624	0.1135	15.5%	0.0091	1.2%	62%	False	False	110,902
120	0.7758	0.6624	0.1135	15.5%	0.0085	1.2%	62%	False	False	92,474

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7680
2.618	0.7549
1.618	0.7468
1.000	0.7419
0.618	0.7388
HIGH	0.7338
0.618	0.7307
0.500	0.7298
0.382	0.7288
LOW	0.7258
0.618	0.7208
1.000	0.7177
1.618	0.7127
2.618	0.7047
4.250	0.6915

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	0.7316	0.7339
PP	0.7307	0.7334
S1	0.7298	0.7329

Download as Excel Spreadsheet

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

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