CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.6997 0.6979 -0.0018 -0.3% 0.7033
High 0.6999 0.6992 -0.0007 -0.1% 0.7042
Low 0.6963 0.6931 -0.0033 -0.5% 0.6931
Close 0.6982 0.6964 -0.0019 -0.3% 0.6964
Range 0.0036 0.0062 0.0026 70.8% 0.0111
ATR 0.0082 0.0080 -0.0001 -1.8% 0.0000
Volume 136,688 156,350 19,662 14.4% 772,026
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7147 0.7117 0.6997
R3 0.7085 0.7055 0.6980
R2 0.7024 0.7024 0.6975
R1 0.6994 0.6994 0.6969 0.6978
PP 0.6962 0.6962 0.6962 0.6954
S1 0.6932 0.6932 0.6958 0.6916
S2 0.6901 0.6901 0.6952
S3 0.6839 0.6871 0.6947
S4 0.6778 0.6809 0.6930
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7312 0.7249 0.7025
R3 0.7201 0.7138 0.6994
R2 0.7090 0.7090 0.6984
R1 0.7027 0.7027 0.6974 0.7003
PP 0.6979 0.6979 0.6979 0.6967
S1 0.6916 0.6916 0.6953 0.6892
S2 0.6868 0.6868 0.6943
S3 0.6757 0.6805 0.6933
S4 0.6646 0.6694 0.6902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7042 0.6931 0.0111 1.6% 0.0052 0.7% 30% False True 154,405
10 0.7190 0.6915 0.0275 3.9% 0.0079 1.1% 18% False False 181,414
20 0.7222 0.6915 0.0307 4.4% 0.0087 1.3% 16% False False 127,193
40 0.7675 0.6915 0.0760 10.9% 0.0080 1.2% 6% False False 64,634
60 0.7758 0.6915 0.0843 12.1% 0.0078 1.1% 6% False False 43,172
80 0.7758 0.6915 0.0843 12.1% 0.0077 1.1% 6% False False 32,528
100 0.8000 0.6915 0.1085 15.6% 0.0071 1.0% 4% False False 26,043
120 0.8097 0.6915 0.1182 17.0% 0.0065 0.9% 4% False False 21,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7253
2.618 0.7153
1.618 0.7092
1.000 0.7054
0.618 0.7030
HIGH 0.6992
0.618 0.6969
0.500 0.6961
0.382 0.6954
LOW 0.6931
0.618 0.6892
1.000 0.6869
1.618 0.6831
2.618 0.6769
4.250 0.6669
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.6963 0.6970
PP 0.6962 0.6968
S1 0.6961 0.6966

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

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