CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6968 |
0.6972 |
0.0004 |
0.1% |
0.7033 |
| High |
0.6994 |
0.7006 |
0.0012 |
0.2% |
0.7042 |
| Low |
0.6938 |
0.6956 |
0.0018 |
0.3% |
0.6931 |
| Close |
0.6965 |
0.7004 |
0.0039 |
0.6% |
0.6964 |
| Range |
0.0057 |
0.0051 |
-0.0006 |
-10.6% |
0.0111 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
155,271 |
156,441 |
1,170 |
0.8% |
772,220 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7140 |
0.7122 |
0.7031 |
|
| R3 |
0.7089 |
0.7072 |
0.7017 |
|
| R2 |
0.7039 |
0.7039 |
0.7013 |
|
| R1 |
0.7021 |
0.7021 |
0.7008 |
0.7030 |
| PP |
0.6988 |
0.6988 |
0.6988 |
0.6993 |
| S1 |
0.6971 |
0.6971 |
0.6999 |
0.6980 |
| S2 |
0.6938 |
0.6938 |
0.6994 |
|
| S3 |
0.6887 |
0.6920 |
0.6990 |
|
| S4 |
0.6837 |
0.6870 |
0.6976 |
|
|
| 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% |
0.0050 |
0.7% |
93% |
False |
False |
154,766 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0080 |
1.1% |
32% |
False |
False |
190,743 |
| 20 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0083 |
1.2% |
32% |
False |
False |
141,241 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0078 |
1.1% |
12% |
False |
False |
72,405 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0078 |
1.1% |
10% |
False |
False |
48,350 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0077 |
1.1% |
10% |
False |
False |
36,420 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.5% |
0.0072 |
1.0% |
8% |
False |
False |
29,162 |
| 120 |
0.8097 |
0.6915 |
0.1182 |
16.9% |
0.0066 |
0.9% |
7% |
False |
False |
24,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7221 |
|
2.618 |
0.7138 |
|
1.618 |
0.7088 |
|
1.000 |
0.7057 |
|
0.618 |
0.7037 |
|
HIGH |
0.7006 |
|
0.618 |
0.6987 |
|
0.500 |
0.6981 |
|
0.382 |
0.6975 |
|
LOW |
0.6956 |
|
0.618 |
0.6924 |
|
1.000 |
0.6905 |
|
1.618 |
0.6874 |
|
2.618 |
0.6823 |
|
4.250 |
0.6741 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6996 |
0.6992 |
| PP |
0.6988 |
0.6980 |
| S1 |
0.6981 |
0.6968 |
|