CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6972 |
0.6990 |
0.0018 |
0.3% |
0.7033 |
| High |
0.7006 |
0.7024 |
0.0018 |
0.2% |
0.7042 |
| Low |
0.6956 |
0.6959 |
0.0004 |
0.1% |
0.6931 |
| Close |
0.7004 |
0.6977 |
-0.0027 |
-0.4% |
0.6964 |
| Range |
0.0051 |
0.0065 |
0.0014 |
27.7% |
0.0111 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
156,441 |
132,415 |
-24,026 |
-15.4% |
772,220 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7180 |
0.7143 |
0.7012 |
|
| R3 |
0.7115 |
0.7078 |
0.6994 |
|
| R2 |
0.7051 |
0.7051 |
0.6988 |
|
| R1 |
0.7014 |
0.7014 |
0.6982 |
0.7000 |
| PP |
0.6986 |
0.6986 |
0.6986 |
0.6980 |
| S1 |
0.6949 |
0.6949 |
0.6971 |
0.6936 |
| S2 |
0.6922 |
0.6922 |
0.6965 |
|
| S3 |
0.6857 |
0.6885 |
0.6959 |
|
| S4 |
0.6793 |
0.6820 |
0.6941 |
|
|
| 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 |
0.7024 |
0.6931 |
0.0093 |
1.3% |
0.0054 |
0.8% |
49% |
True |
False |
147,471 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0080 |
1.1% |
22% |
False |
False |
183,438 |
| 20 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0081 |
1.2% |
22% |
False |
False |
146,973 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0079 |
1.1% |
8% |
False |
False |
75,712 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
7% |
False |
False |
50,556 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0077 |
1.1% |
7% |
False |
False |
38,070 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0072 |
1.0% |
6% |
False |
False |
30,485 |
| 120 |
0.8097 |
0.6915 |
0.1182 |
16.9% |
0.0066 |
0.9% |
5% |
False |
False |
25,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7298 |
|
2.618 |
0.7192 |
|
1.618 |
0.7128 |
|
1.000 |
0.7088 |
|
0.618 |
0.7063 |
|
HIGH |
0.7024 |
|
0.618 |
0.6999 |
|
0.500 |
0.6991 |
|
0.382 |
0.6984 |
|
LOW |
0.6959 |
|
0.618 |
0.6919 |
|
1.000 |
0.6895 |
|
1.618 |
0.6855 |
|
2.618 |
0.6790 |
|
4.250 |
0.6685 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6991 |
0.6981 |
| PP |
0.6986 |
0.6979 |
| S1 |
0.6981 |
0.6978 |
|