CME Japanese Yen Future December 2022

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

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.7261	0.7348	0.0088	1.2%	0.7327
High	0.7338	0.7366	0.0028	0.4%	0.7439
Low	0.7258	0.7311	0.0054	0.7%	0.7239
Close	0.7325	0.7322	-0.0003	0.0%	0.7325
Range	0.0081	0.0055	-0.0026	-32.3%	0.0200
ATR	0.0106	0.0103	-0.0004	-3.5%	0.0000
Volume	23,041	616	-22,425	-97.3%	791,582

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7464	0.7352
R3	0.7442	0.7409	0.7337
R2	0.7387	0.7387	0.7332
R1	0.7355	0.7355	0.7327	0.7344
PP	0.7333	0.7333	0.7333	0.7327
S1	0.7300	0.7300	0.7317	0.7289
S2	0.7278	0.7278	0.7312
S3	0.7224	0.7246	0.7307
S4	0.7169	0.7191	0.7292

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%	0.0113	1.5%	42%	False	False	136,212
10	0.7439	0.7239	0.0200	2.7%	0.0092	1.3%	42%	False	False	127,228
20	0.7497	0.7051	0.0447	6.1%	0.0103	1.4%	61%	False	False	136,170
40	0.7497	0.6722	0.0775	10.6%	0.0107	1.5%	77%	False	False	149,234
60	0.7497	0.6624	0.0874	11.9%	0.0092	1.3%	80%	False	False	154,602
80	0.7497	0.6624	0.0874	11.9%	0.0091	1.2%	80%	False	False	138,495
100	0.7758	0.6624	0.1135	15.5%	0.0090	1.2%	62%	False	False	110,906
120	0.7758	0.6624	0.1135	15.5%	0.0085	1.2%	62%	False	False	92,475

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.0019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7508
1.618	0.7454
1.000	0.7420
0.618	0.7399
HIGH	0.7366
0.618	0.7345
0.500	0.7338
0.382	0.7332
LOW	0.7311
0.618	0.7277
1.000	0.7257
1.618	0.7223
2.618	0.7168
4.250	0.7079

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.7338	0.7321
PP	0.7333	0.7319
S1	0.7327	0.7318

Download as Excel Spreadsheet

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

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