CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6942 |
0.6932 |
-0.0011 |
-0.2% |
0.6968 |
| High |
0.6981 |
0.6938 |
-0.0044 |
-0.6% |
0.7024 |
| Low |
0.6890 |
0.6910 |
0.0020 |
0.3% |
0.6890 |
| Close |
0.6932 |
0.6915 |
-0.0017 |
-0.2% |
0.6932 |
| Range |
0.0091 |
0.0028 |
-0.0064 |
-69.8% |
0.0134 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
128,971 |
73,068 |
-55,903 |
-43.3% |
680,773 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7003 |
0.6987 |
0.6930 |
|
| R3 |
0.6976 |
0.6959 |
0.6923 |
|
| R2 |
0.6948 |
0.6948 |
0.6920 |
|
| R1 |
0.6932 |
0.6932 |
0.6918 |
0.6926 |
| PP |
0.6921 |
0.6921 |
0.6921 |
0.6918 |
| S1 |
0.6904 |
0.6904 |
0.6912 |
0.6899 |
| S2 |
0.6893 |
0.6893 |
0.6910 |
|
| S3 |
0.6866 |
0.6877 |
0.6907 |
|
| S4 |
0.6838 |
0.6849 |
0.6900 |
|
|
| 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% |
0.0054 |
0.8% |
19% |
False |
False |
119,714 |
| 10 |
0.7024 |
0.6890 |
0.0134 |
1.9% |
0.0051 |
0.7% |
19% |
False |
False |
134,134 |
| 20 |
0.7190 |
0.6890 |
0.0300 |
4.3% |
0.0076 |
1.1% |
8% |
False |
False |
156,068 |
| 40 |
0.7629 |
0.6890 |
0.0739 |
10.7% |
0.0075 |
1.1% |
3% |
False |
False |
83,435 |
| 60 |
0.7758 |
0.6890 |
0.0868 |
12.6% |
0.0077 |
1.1% |
3% |
False |
False |
55,709 |
| 80 |
0.7758 |
0.6890 |
0.0868 |
12.6% |
0.0076 |
1.1% |
3% |
False |
False |
41,923 |
| 100 |
0.8000 |
0.6890 |
0.1110 |
16.1% |
0.0072 |
1.0% |
2% |
False |
False |
33,582 |
| 120 |
0.8000 |
0.6890 |
0.1110 |
16.1% |
0.0067 |
1.0% |
2% |
False |
False |
27,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7054 |
|
2.618 |
0.7009 |
|
1.618 |
0.6982 |
|
1.000 |
0.6965 |
|
0.618 |
0.6954 |
|
HIGH |
0.6938 |
|
0.618 |
0.6927 |
|
0.500 |
0.6924 |
|
0.382 |
0.6921 |
|
LOW |
0.6910 |
|
0.618 |
0.6893 |
|
1.000 |
0.6883 |
|
1.618 |
0.6866 |
|
2.618 |
0.6838 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6924 |
0.6936 |
| PP |
0.6921 |
0.6929 |
| S1 |
0.6918 |
0.6922 |
|