CME Japanese Yen Future December 2022


Trading Metrics calculated at close of trading on 12-Sep-2022
Day Change Summary
Previous Current
09-Sep-2022 12-Sep-2022 Change Change % Previous Week
Open 0.7006 0.7088 0.0082 1.2% 0.7201
High 0.7136 0.7103 -0.0033 -0.5% 0.7207
Low 0.7006 0.7037 0.0031 0.4% 0.6967
Close 0.7076 0.7076 -0.0001 0.0% 0.7076
Range 0.0130 0.0066 -0.0064 -49.4% 0.0240
ATR 0.0082 0.0080 -0.0001 -1.4% 0.0000
Volume 27,736 77,276 49,540 178.6% 92,812
Daily Pivots for day following 12-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7268 0.7237 0.7112
R3 0.7203 0.7172 0.7094
R2 0.7137 0.7137 0.7088
R1 0.7106 0.7106 0.7082 0.7089
PP 0.7072 0.7072 0.7072 0.7063
S1 0.7041 0.7041 0.7069 0.7024
S2 0.7006 0.7006 0.7063
S3 0.6941 0.6975 0.7057
S4 0.6875 0.6910 0.7039
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7803 0.7680 0.7208
R3 0.7563 0.7440 0.7142
R2 0.7323 0.7323 0.7120
R1 0.7200 0.7200 0.7098 0.7141
PP 0.7083 0.7083 0.7083 0.7054
S1 0.6960 0.6960 0.7054 0.6901
S2 0.6843 0.6843 0.7032
S3 0.6603 0.6720 0.7010
S4 0.6363 0.6480 0.6944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7207 0.6967 0.0240 3.4% 0.0102 1.4% 45% False False 34,017
10 0.7332 0.6967 0.0366 5.2% 0.0077 1.1% 30% False False 20,509
20 0.7629 0.6967 0.0663 9.4% 0.0074 1.0% 16% False False 10,802
40 0.7758 0.6967 0.0792 11.2% 0.0078 1.1% 14% False False 5,530
60 0.7758 0.6967 0.0792 11.2% 0.0077 1.1% 14% False False 3,874
80 0.8000 0.6967 0.1034 14.6% 0.0072 1.0% 11% False False 2,961
100 0.8000 0.6967 0.1034 14.6% 0.0065 0.9% 11% False False 2,371
120 0.8436 0.6967 0.1470 20.8% 0.0059 0.8% 7% False False 1,978
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7381
2.618 0.7274
1.618 0.7208
1.000 0.7168
0.618 0.7143
HIGH 0.7103
0.618 0.7077
0.500 0.7070
0.382 0.7062
LOW 0.7037
0.618 0.6997
1.000 0.6972
1.618 0.6931
2.618 0.6866
4.250 0.6759
Fisher Pivots for day following 12-Sep-2022
Pivot 1 day 3 day
R1 0.7074 0.7071
PP 0.7072 0.7066
S1 0.7070 0.7061

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

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