CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6990 |
0.6968 |
-0.0022 |
-0.3% |
0.7033 |
| High |
0.7024 |
0.6979 |
-0.0045 |
-0.6% |
0.7042 |
| Low |
0.6959 |
0.6941 |
-0.0018 |
-0.3% |
0.6931 |
| Close |
0.6977 |
0.6946 |
-0.0031 |
-0.4% |
0.6964 |
| Range |
0.0065 |
0.0038 |
-0.0027 |
-41.9% |
0.0111 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
132,415 |
107,675 |
-24,740 |
-18.7% |
772,220 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7044 |
0.6966 |
|
| R3 |
0.7030 |
0.7007 |
0.6956 |
|
| R2 |
0.6993 |
0.6993 |
0.6952 |
|
| R1 |
0.6969 |
0.6969 |
0.6949 |
0.6962 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6952 |
| S1 |
0.6932 |
0.6932 |
0.6942 |
0.6925 |
| S2 |
0.6918 |
0.6918 |
0.6939 |
|
| S3 |
0.6880 |
0.6894 |
0.6935 |
|
| S4 |
0.6843 |
0.6857 |
0.6925 |
|
|
| 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% |
16% |
False |
False |
141,669 |
| 10 |
0.7117 |
0.6931 |
0.0187 |
2.7% |
0.0056 |
0.8% |
8% |
False |
False |
151,735 |
| 20 |
0.7190 |
0.6915 |
0.0275 |
4.0% |
0.0079 |
1.1% |
11% |
False |
False |
151,216 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0075 |
1.1% |
4% |
False |
False |
78,393 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
4% |
False |
False |
52,347 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0077 |
1.1% |
4% |
False |
False |
39,403 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0072 |
1.0% |
3% |
False |
False |
31,562 |
| 120 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0066 |
0.9% |
3% |
False |
False |
26,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7138 |
|
2.618 |
0.7077 |
|
1.618 |
0.7039 |
|
1.000 |
0.7016 |
|
0.618 |
0.7002 |
|
HIGH |
0.6979 |
|
0.618 |
0.6964 |
|
0.500 |
0.6960 |
|
0.382 |
0.6955 |
|
LOW |
0.6941 |
|
0.618 |
0.6918 |
|
1.000 |
0.6904 |
|
1.618 |
0.6880 |
|
2.618 |
0.6843 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6960 |
0.6982 |
| PP |
0.6955 |
0.6970 |
| S1 |
0.6950 |
0.6958 |
|