CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6979 |
0.6968 |
-0.0011 |
-0.2% |
0.7033 |
| High |
0.6992 |
0.6994 |
0.0002 |
0.0% |
0.7042 |
| Low |
0.6931 |
0.6938 |
0.0007 |
0.1% |
0.6931 |
| Close |
0.6964 |
0.6965 |
0.0002 |
0.0% |
0.6964 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0111 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
156,544 |
155,271 |
-1,273 |
-0.8% |
772,220 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7135 |
0.7107 |
0.6996 |
|
| R3 |
0.7079 |
0.7050 |
0.6981 |
|
| R2 |
0.7022 |
0.7022 |
0.6975 |
|
| R1 |
0.6994 |
0.6994 |
0.6970 |
0.6980 |
| PP |
0.6966 |
0.6966 |
0.6966 |
0.6959 |
| S1 |
0.6937 |
0.6937 |
0.6960 |
0.6923 |
| S2 |
0.6909 |
0.6909 |
0.6955 |
|
| S3 |
0.6853 |
0.6881 |
0.6949 |
|
| S4 |
0.6796 |
0.6824 |
0.6934 |
|
|
| 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 |
0.7009 |
0.6931 |
0.0079 |
1.1% |
0.0049 |
0.7% |
44% |
False |
False |
148,554 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0080 |
1.2% |
18% |
False |
False |
188,296 |
| 20 |
0.7207 |
0.6915 |
0.0292 |
4.2% |
0.0088 |
1.3% |
17% |
False |
False |
134,644 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0078 |
1.1% |
7% |
False |
False |
68,509 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
6% |
False |
False |
45,754 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0077 |
1.1% |
6% |
False |
False |
34,471 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0071 |
1.0% |
5% |
False |
False |
27,598 |
| 120 |
0.8097 |
0.6915 |
0.1182 |
17.0% |
0.0065 |
0.9% |
4% |
False |
False |
22,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7234 |
|
2.618 |
0.7142 |
|
1.618 |
0.7085 |
|
1.000 |
0.7051 |
|
0.618 |
0.7029 |
|
HIGH |
0.6994 |
|
0.618 |
0.6972 |
|
0.500 |
0.6966 |
|
0.382 |
0.6959 |
|
LOW |
0.6938 |
|
0.618 |
0.6903 |
|
1.000 |
0.6881 |
|
1.618 |
0.6846 |
|
2.618 |
0.6790 |
|
4.250 |
0.6697 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6966 |
0.6965 |
| PP |
0.6966 |
0.6965 |
| S1 |
0.6965 |
0.6965 |
|