CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6859 |
0.6842 |
-0.0018 |
-0.3% |
0.6932 |
| High |
0.6878 |
0.6847 |
-0.0032 |
-0.5% |
0.6938 |
| Low |
0.6820 |
0.6765 |
-0.0055 |
-0.8% |
0.6765 |
| Close |
0.6845 |
0.6773 |
-0.0072 |
-1.1% |
0.6773 |
| Range |
0.0058 |
0.0082 |
0.0024 |
40.5% |
0.0173 |
| ATR |
0.0066 |
0.0068 |
0.0001 |
1.6% |
0.0000 |
| Volume |
207,032 |
174,674 |
-32,358 |
-15.6% |
714,218 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7039 |
0.6987 |
0.6817 |
|
| R3 |
0.6958 |
0.6906 |
0.6795 |
|
| R2 |
0.6876 |
0.6876 |
0.6787 |
|
| R1 |
0.6824 |
0.6824 |
0.6780 |
0.6810 |
| PP |
0.6795 |
0.6795 |
0.6795 |
0.6787 |
| S1 |
0.6743 |
0.6743 |
0.6765 |
0.6728 |
| S2 |
0.6713 |
0.6713 |
0.6758 |
|
| S3 |
0.6632 |
0.6661 |
0.6750 |
|
| S4 |
0.6550 |
0.6580 |
0.6728 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7230 |
0.6867 |
|
| R3 |
0.7170 |
0.7058 |
0.6820 |
|
| R2 |
0.6998 |
0.6998 |
0.6804 |
|
| R1 |
0.6885 |
0.6885 |
0.6788 |
0.6855 |
| PP |
0.6825 |
0.6825 |
0.6825 |
0.6810 |
| S1 |
0.6713 |
0.6713 |
0.6757 |
0.6683 |
| S2 |
0.6653 |
0.6653 |
0.6741 |
|
| S3 |
0.6480 |
0.6540 |
0.6725 |
|
| S4 |
0.6308 |
0.6368 |
0.6678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6938 |
0.6765 |
0.0173 |
2.5% |
0.0051 |
0.7% |
4% |
False |
True |
142,843 |
| 10 |
0.7024 |
0.6765 |
0.0259 |
3.8% |
0.0055 |
0.8% |
3% |
False |
True |
139,499 |
| 20 |
0.7190 |
0.6765 |
0.0425 |
6.3% |
0.0067 |
1.0% |
2% |
False |
True |
160,466 |
| 40 |
0.7448 |
0.6765 |
0.0683 |
10.1% |
0.0073 |
1.1% |
1% |
False |
True |
99,408 |
| 60 |
0.7758 |
0.6765 |
0.0993 |
14.7% |
0.0078 |
1.2% |
1% |
False |
True |
66,379 |
| 80 |
0.7758 |
0.6765 |
0.0993 |
14.7% |
0.0073 |
1.1% |
1% |
False |
True |
49,903 |
| 100 |
0.8000 |
0.6765 |
0.1235 |
18.2% |
0.0073 |
1.1% |
1% |
False |
True |
39,978 |
| 120 |
0.8000 |
0.6765 |
0.1235 |
18.2% |
0.0067 |
1.0% |
1% |
False |
True |
33,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7193 |
|
2.618 |
0.7060 |
|
1.618 |
0.6978 |
|
1.000 |
0.6928 |
|
0.618 |
0.6897 |
|
HIGH |
0.6847 |
|
0.618 |
0.6815 |
|
0.500 |
0.6806 |
|
0.382 |
0.6796 |
|
LOW |
0.6765 |
|
0.618 |
0.6715 |
|
1.000 |
0.6684 |
|
1.618 |
0.6633 |
|
2.618 |
0.6552 |
|
4.250 |
0.6419 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6841 |
| PP |
0.6795 |
0.6818 |
| S1 |
0.6784 |
0.6795 |
|