CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6968 |
0.6942 |
-0.0026 |
-0.4% |
0.6968 |
| High |
0.6979 |
0.6981 |
0.0003 |
0.0% |
0.7024 |
| Low |
0.6941 |
0.6890 |
-0.0051 |
-0.7% |
0.6890 |
| Close |
0.6946 |
0.6932 |
-0.0014 |
-0.2% |
0.6932 |
| Range |
0.0038 |
0.0091 |
0.0054 |
142.7% |
0.0134 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.8% |
0.0000 |
| Volume |
107,675 |
128,971 |
21,296 |
19.8% |
680,773 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7207 |
0.7160 |
0.6982 |
|
| R3 |
0.7116 |
0.7069 |
0.6957 |
|
| R2 |
0.7025 |
0.7025 |
0.6948 |
|
| R1 |
0.6978 |
0.6978 |
0.6940 |
0.6956 |
| PP |
0.6934 |
0.6934 |
0.6934 |
0.6923 |
| S1 |
0.6887 |
0.6887 |
0.6923 |
0.6865 |
| S2 |
0.6843 |
0.6843 |
0.6915 |
|
| S3 |
0.6752 |
0.6796 |
0.6906 |
|
| S4 |
0.6661 |
0.6705 |
0.6881 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7349 |
0.7274 |
0.7005 |
|
| R3 |
0.7215 |
0.7140 |
0.6968 |
|
| R2 |
0.7082 |
0.7082 |
0.6956 |
|
| R1 |
0.7007 |
0.7007 |
0.6944 |
0.6978 |
| PP |
0.6948 |
0.6948 |
0.6948 |
0.6934 |
| S1 |
0.6873 |
0.6873 |
0.6919 |
0.6844 |
| S2 |
0.6815 |
0.6815 |
0.6907 |
|
| S3 |
0.6681 |
0.6740 |
0.6895 |
|
| S4 |
0.6548 |
0.6606 |
0.6858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7024 |
0.6890 |
0.0134 |
1.9% |
0.0060 |
0.9% |
31% |
False |
True |
136,154 |
| 10 |
0.7042 |
0.6890 |
0.0152 |
2.2% |
0.0056 |
0.8% |
27% |
False |
True |
145,299 |
| 20 |
0.7190 |
0.6890 |
0.0300 |
4.3% |
0.0078 |
1.1% |
14% |
False |
True |
156,278 |
| 40 |
0.7629 |
0.6890 |
0.0739 |
10.7% |
0.0076 |
1.1% |
6% |
False |
True |
81,614 |
| 60 |
0.7758 |
0.6890 |
0.0868 |
12.5% |
0.0077 |
1.1% |
5% |
False |
True |
54,494 |
| 80 |
0.7758 |
0.6890 |
0.0868 |
12.5% |
0.0077 |
1.1% |
5% |
False |
True |
41,013 |
| 100 |
0.8000 |
0.6890 |
0.1110 |
16.0% |
0.0073 |
1.0% |
4% |
False |
True |
32,852 |
| 120 |
0.8000 |
0.6890 |
0.1110 |
16.0% |
0.0067 |
1.0% |
4% |
False |
True |
27,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7368 |
|
2.618 |
0.7219 |
|
1.618 |
0.7128 |
|
1.000 |
0.7072 |
|
0.618 |
0.7037 |
|
HIGH |
0.6981 |
|
0.618 |
0.6946 |
|
0.500 |
0.6936 |
|
0.382 |
0.6925 |
|
LOW |
0.6890 |
|
0.618 |
0.6834 |
|
1.000 |
0.6799 |
|
1.618 |
0.6743 |
|
2.618 |
0.6652 |
|
4.250 |
0.6503 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6936 |
0.6957 |
| PP |
0.6934 |
0.6948 |
| S1 |
0.6933 |
0.6940 |
|