CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6909 |
0.6859 |
-0.0050 |
-0.7% |
0.6968 |
| High |
0.6918 |
0.6878 |
-0.0040 |
-0.6% |
0.7024 |
| Low |
0.6854 |
0.6820 |
-0.0034 |
-0.5% |
0.6890 |
| Close |
0.6860 |
0.6845 |
-0.0015 |
-0.2% |
0.6932 |
| Range |
0.0064 |
0.0058 |
-0.0006 |
-8.7% |
0.0134 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
146,010 |
207,032 |
61,022 |
41.8% |
680,773 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7022 |
0.6991 |
0.6876 |
|
| R3 |
0.6964 |
0.6933 |
0.6860 |
|
| R2 |
0.6906 |
0.6906 |
0.6855 |
|
| R1 |
0.6875 |
0.6875 |
0.6850 |
0.6861 |
| PP |
0.6848 |
0.6848 |
0.6848 |
0.6841 |
| S1 |
0.6817 |
0.6817 |
0.6839 |
0.6803 |
| S2 |
0.6790 |
0.6790 |
0.6834 |
|
| S3 |
0.6732 |
0.6759 |
0.6829 |
|
| S4 |
0.6674 |
0.6701 |
0.6813 |
|
|
| 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 |
0.6820 |
0.0161 |
2.4% |
0.0053 |
0.8% |
15% |
False |
True |
133,703 |
| 10 |
0.7024 |
0.6820 |
0.0204 |
3.0% |
0.0053 |
0.8% |
12% |
False |
True |
137,686 |
| 20 |
0.7190 |
0.6820 |
0.0370 |
5.4% |
0.0065 |
1.0% |
7% |
False |
True |
159,028 |
| 40 |
0.7506 |
0.6820 |
0.0686 |
10.0% |
0.0073 |
1.1% |
4% |
False |
True |
95,056 |
| 60 |
0.7758 |
0.6820 |
0.0938 |
13.7% |
0.0078 |
1.1% |
3% |
False |
True |
63,471 |
| 80 |
0.7758 |
0.6820 |
0.0938 |
13.7% |
0.0073 |
1.1% |
3% |
False |
True |
47,730 |
| 100 |
0.8000 |
0.6820 |
0.1180 |
17.2% |
0.0072 |
1.1% |
2% |
False |
True |
38,232 |
| 120 |
0.8000 |
0.6820 |
0.1180 |
17.2% |
0.0066 |
1.0% |
2% |
False |
True |
31,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7125 |
|
2.618 |
0.7030 |
|
1.618 |
0.6972 |
|
1.000 |
0.6936 |
|
0.618 |
0.6914 |
|
HIGH |
0.6878 |
|
0.618 |
0.6856 |
|
0.500 |
0.6849 |
|
0.382 |
0.6842 |
|
LOW |
0.6820 |
|
0.618 |
0.6784 |
|
1.000 |
0.6762 |
|
1.618 |
0.6726 |
|
2.618 |
0.6668 |
|
4.250 |
0.6574 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6849 |
0.6874 |
| PP |
0.6848 |
0.6864 |
| S1 |
0.6846 |
0.6854 |
|