CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.6970	0.6994	0.0024	0.3%	0.7023
High	0.7002	0.7010	0.0009	0.1%	0.7065
Low	0.6960	0.6962	0.0003	0.0%	0.6888
Close	0.6995	0.6968	-0.0027	-0.4%	0.6995
Range	0.0042	0.0048	0.0006	14.3%	0.0177
ATR	0.0085	0.0083	-0.0003	-3.1%	0.0000
Volume	23,302	906	-22,396	-96.1%	1,063,284

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7124	0.7094	0.6994
R3	0.7076	0.7046	0.6981
R2	0.7028	0.7028	0.6977
R1	0.6998	0.6998	0.6972	0.6989
PP	0.6980	0.6980	0.6980	0.6976
S1	0.6950	0.6950	0.6964	0.6941
S2	0.6932	0.6932	0.6959
S3	0.6884	0.6902	0.6955
S4	0.6836	0.6854	0.6942

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7431	0.7092
R3	0.7337	0.7254	0.7044
R2	0.7160	0.7160	0.7027
R1	0.7077	0.7077	0.7011	0.7030
PP	0.6983	0.6983	0.6983	0.6959
S1	0.6900	0.6900	0.6979	0.6853
S2	0.6806	0.6806	0.6963
S3	0.6629	0.6723	0.6946
S4	0.6452	0.6546	0.6898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7065	0.6888	0.0177	2.5%	0.0087	1.2%	45%	False	False	172,829
10	0.7144	0.6888	0.0256	3.7%	0.0094	1.4%	31%	False	False	209,804
20	0.7378	0.6888	0.0490	7.0%	0.0078	1.1%	16%	False	False	180,681
40	0.7696	0.6888	0.0808	11.6%	0.0086	1.2%	10%	False	False	173,322
60	0.7696	0.6888	0.0808	11.6%	0.0080	1.1%	10%	False	False	162,389
80	0.7947	0.6888	0.1059	15.2%	0.0082	1.2%	8%	False	False	148,589
100	0.7958	0.6888	0.1070	15.4%	0.0081	1.2%	7%	False	False	118,920
120	0.8295	0.6888	0.1407	20.2%	0.0078	1.1%	6%	False	False	99,114

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7214
2.618	0.7136
1.618	0.7088
1.000	0.7058
0.618	0.7040
HIGH	0.7010
0.618	0.6992
0.500	0.6986
0.382	0.6980
LOW	0.6962
0.618	0.6932
1.000	0.6914
1.618	0.6884
2.618	0.6836
4.250	0.6758

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.6986	0.6982
PP	0.6980	0.6978
S1	0.6974	0.6973

Download as Excel Spreadsheet

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

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