CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6932 |
0.6915 |
-0.0017 |
-0.2% |
0.6968 |
| High |
0.6938 |
0.6928 |
-0.0010 |
-0.1% |
0.7024 |
| Low |
0.6910 |
0.6905 |
-0.0005 |
-0.1% |
0.6890 |
| Close |
0.6915 |
0.6909 |
-0.0007 |
-0.1% |
0.6932 |
| Range |
0.0028 |
0.0023 |
-0.0005 |
-16.4% |
0.0134 |
| ATR |
0.0071 |
0.0067 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
73,068 |
113,434 |
40,366 |
55.2% |
680,773 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6983 |
0.6969 |
0.6921 |
|
| R3 |
0.6960 |
0.6946 |
0.6915 |
|
| R2 |
0.6937 |
0.6937 |
0.6913 |
|
| R1 |
0.6923 |
0.6923 |
0.6911 |
0.6918 |
| PP |
0.6914 |
0.6914 |
0.6914 |
0.6912 |
| S1 |
0.6900 |
0.6900 |
0.6906 |
0.6895 |
| S2 |
0.6891 |
0.6891 |
0.6904 |
|
| S3 |
0.6868 |
0.6877 |
0.6902 |
|
| S4 |
0.6845 |
0.6854 |
0.6896 |
|
|
| 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% |
0.0049 |
0.7% |
14% |
False |
False |
111,112 |
| 10 |
0.7024 |
0.6890 |
0.0134 |
1.9% |
0.0050 |
0.7% |
14% |
False |
False |
132,939 |
| 20 |
0.7190 |
0.6890 |
0.0300 |
4.3% |
0.0068 |
1.0% |
6% |
False |
False |
155,959 |
| 40 |
0.7605 |
0.6890 |
0.0715 |
10.3% |
0.0074 |
1.1% |
3% |
False |
False |
86,264 |
| 60 |
0.7758 |
0.6890 |
0.0868 |
12.6% |
0.0077 |
1.1% |
2% |
False |
False |
57,591 |
| 80 |
0.7758 |
0.6890 |
0.0868 |
12.6% |
0.0075 |
1.1% |
2% |
False |
False |
43,336 |
| 100 |
0.8000 |
0.6890 |
0.1110 |
16.1% |
0.0072 |
1.0% |
2% |
False |
False |
34,712 |
| 120 |
0.8000 |
0.6890 |
0.1110 |
16.1% |
0.0066 |
1.0% |
2% |
False |
False |
28,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7026 |
|
2.618 |
0.6988 |
|
1.618 |
0.6965 |
|
1.000 |
0.6951 |
|
0.618 |
0.6942 |
|
HIGH |
0.6928 |
|
0.618 |
0.6919 |
|
0.500 |
0.6917 |
|
0.382 |
0.6914 |
|
LOW |
0.6905 |
|
0.618 |
0.6891 |
|
1.000 |
0.6882 |
|
1.618 |
0.6868 |
|
2.618 |
0.6845 |
|
4.250 |
0.6807 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6917 |
0.6936 |
| PP |
0.6914 |
0.6927 |
| S1 |
0.6911 |
0.6918 |
|