CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6915 |
0.6909 |
-0.0006 |
-0.1% |
0.6968 |
| High |
0.6928 |
0.6918 |
-0.0011 |
-0.2% |
0.7024 |
| Low |
0.6905 |
0.6854 |
-0.0051 |
-0.7% |
0.6890 |
| Close |
0.6909 |
0.6860 |
-0.0049 |
-0.7% |
0.6932 |
| Range |
0.0023 |
0.0064 |
0.0041 |
176.1% |
0.0134 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
113,434 |
146,010 |
32,576 |
28.7% |
680,773 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7027 |
0.6894 |
|
| R3 |
0.7004 |
0.6964 |
0.6877 |
|
| R2 |
0.6941 |
0.6941 |
0.6871 |
|
| R1 |
0.6900 |
0.6900 |
0.6865 |
0.6889 |
| PP |
0.6877 |
0.6877 |
0.6877 |
0.6871 |
| S1 |
0.6837 |
0.6837 |
0.6854 |
0.6825 |
| S2 |
0.6814 |
0.6814 |
0.6848 |
|
| S3 |
0.6750 |
0.6773 |
0.6842 |
|
| S4 |
0.6687 |
0.6710 |
0.6825 |
|
|
| 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 |
0.6981 |
0.6854 |
0.0127 |
1.9% |
0.0049 |
0.7% |
4% |
False |
True |
113,831 |
| 10 |
0.7024 |
0.6854 |
0.0170 |
2.5% |
0.0051 |
0.7% |
3% |
False |
True |
130,651 |
| 20 |
0.7190 |
0.6854 |
0.0336 |
4.9% |
0.0065 |
0.9% |
2% |
False |
True |
154,298 |
| 40 |
0.7551 |
0.6854 |
0.0697 |
10.2% |
0.0073 |
1.1% |
1% |
False |
True |
89,907 |
| 60 |
0.7758 |
0.6854 |
0.0904 |
13.2% |
0.0078 |
1.1% |
1% |
False |
True |
60,023 |
| 80 |
0.7758 |
0.6854 |
0.0904 |
13.2% |
0.0073 |
1.1% |
1% |
False |
True |
45,156 |
| 100 |
0.8000 |
0.6854 |
0.1146 |
16.7% |
0.0072 |
1.0% |
0% |
False |
True |
36,162 |
| 120 |
0.8000 |
0.6854 |
0.1146 |
16.7% |
0.0066 |
1.0% |
0% |
False |
True |
30,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7187 |
|
2.618 |
0.7084 |
|
1.618 |
0.7020 |
|
1.000 |
0.6981 |
|
0.618 |
0.6957 |
|
HIGH |
0.6918 |
|
0.618 |
0.6893 |
|
0.500 |
0.6886 |
|
0.382 |
0.6878 |
|
LOW |
0.6854 |
|
0.618 |
0.6815 |
|
1.000 |
0.6791 |
|
1.618 |
0.6751 |
|
2.618 |
0.6688 |
|
4.250 |
0.6584 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6886 |
0.6896 |
| PP |
0.6877 |
0.6884 |
| S1 |
0.6868 |
0.6872 |
|