CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6842 |
0.6781 |
-0.0061 |
-0.9% |
0.6932 |
| High |
0.6847 |
0.6785 |
-0.0062 |
-0.9% |
0.6938 |
| Low |
0.6765 |
0.6754 |
-0.0011 |
-0.2% |
0.6765 |
| Close |
0.6773 |
0.6763 |
-0.0010 |
-0.1% |
0.6773 |
| Range |
0.0082 |
0.0031 |
-0.0051 |
-62.6% |
0.0173 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
174,674 |
128,916 |
-45,758 |
-26.2% |
714,218 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6859 |
0.6841 |
0.6779 |
|
| R3 |
0.6828 |
0.6811 |
0.6771 |
|
| R2 |
0.6798 |
0.6798 |
0.6768 |
|
| R1 |
0.6780 |
0.6780 |
0.6765 |
0.6774 |
| PP |
0.6767 |
0.6767 |
0.6767 |
0.6764 |
| S1 |
0.6750 |
0.6750 |
0.6760 |
0.6743 |
| S2 |
0.6737 |
0.6737 |
0.6757 |
|
| S3 |
0.6706 |
0.6719 |
0.6754 |
|
| S4 |
0.6676 |
0.6689 |
0.6746 |
|
|
| 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 |
0.6928 |
0.6754 |
0.0174 |
2.6% |
0.0051 |
0.8% |
5% |
False |
True |
154,013 |
| 10 |
0.7024 |
0.6754 |
0.0270 |
4.0% |
0.0053 |
0.8% |
3% |
False |
True |
136,863 |
| 20 |
0.7190 |
0.6754 |
0.0436 |
6.4% |
0.0066 |
1.0% |
2% |
False |
True |
162,580 |
| 40 |
0.7441 |
0.6754 |
0.0687 |
10.2% |
0.0072 |
1.1% |
1% |
False |
True |
102,614 |
| 60 |
0.7758 |
0.6754 |
0.1004 |
14.8% |
0.0077 |
1.1% |
1% |
False |
True |
68,523 |
| 80 |
0.7758 |
0.6754 |
0.1004 |
14.8% |
0.0072 |
1.1% |
1% |
False |
True |
51,496 |
| 100 |
0.8000 |
0.6754 |
0.1246 |
18.4% |
0.0072 |
1.1% |
1% |
False |
True |
41,267 |
| 120 |
0.8000 |
0.6754 |
0.1246 |
18.4% |
0.0067 |
1.0% |
1% |
False |
True |
34,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6914 |
|
2.618 |
0.6864 |
|
1.618 |
0.6834 |
|
1.000 |
0.6815 |
|
0.618 |
0.6803 |
|
HIGH |
0.6785 |
|
0.618 |
0.6773 |
|
0.500 |
0.6769 |
|
0.382 |
0.6766 |
|
LOW |
0.6754 |
|
0.618 |
0.6735 |
|
1.000 |
0.6724 |
|
1.618 |
0.6705 |
|
2.618 |
0.6674 |
|
4.250 |
0.6624 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6769 |
0.6816 |
| PP |
0.6767 |
0.6798 |
| S1 |
0.6765 |
0.6780 |
|