CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6781 |
0.6757 |
-0.0024 |
-0.4% |
0.6932 |
| High |
0.6785 |
0.6797 |
0.0013 |
0.2% |
0.6938 |
| Low |
0.6754 |
0.6740 |
-0.0015 |
-0.2% |
0.6765 |
| Close |
0.6763 |
0.6749 |
-0.0014 |
-0.2% |
0.6773 |
| Range |
0.0031 |
0.0058 |
0.0027 |
88.5% |
0.0173 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
128,916 |
140,942 |
12,026 |
9.3% |
714,218 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6934 |
0.6899 |
0.6780 |
|
| R3 |
0.6877 |
0.6841 |
0.6764 |
|
| R2 |
0.6819 |
0.6819 |
0.6759 |
|
| R1 |
0.6784 |
0.6784 |
0.6754 |
0.6773 |
| PP |
0.6762 |
0.6762 |
0.6762 |
0.6756 |
| S1 |
0.6726 |
0.6726 |
0.6743 |
0.6715 |
| S2 |
0.6704 |
0.6704 |
0.6738 |
|
| S3 |
0.6647 |
0.6669 |
0.6733 |
|
| S4 |
0.6589 |
0.6611 |
0.6717 |
|
|
| 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 |
0.6918 |
0.6740 |
0.0178 |
2.6% |
0.0058 |
0.9% |
5% |
False |
True |
159,514 |
| 10 |
0.7024 |
0.6740 |
0.0284 |
4.2% |
0.0053 |
0.8% |
3% |
False |
True |
135,313 |
| 20 |
0.7190 |
0.6740 |
0.0450 |
6.7% |
0.0067 |
1.0% |
2% |
False |
True |
163,028 |
| 40 |
0.7441 |
0.6740 |
0.0702 |
10.4% |
0.0072 |
1.1% |
1% |
False |
True |
106,114 |
| 60 |
0.7758 |
0.6740 |
0.1019 |
15.1% |
0.0077 |
1.1% |
1% |
False |
True |
70,868 |
| 80 |
0.7758 |
0.6740 |
0.1019 |
15.1% |
0.0072 |
1.1% |
1% |
False |
True |
53,256 |
| 100 |
0.8000 |
0.6740 |
0.1261 |
18.7% |
0.0072 |
1.1% |
1% |
False |
True |
42,676 |
| 120 |
0.8000 |
0.6740 |
0.1261 |
18.7% |
0.0067 |
1.0% |
1% |
False |
True |
35,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7041 |
|
2.618 |
0.6948 |
|
1.618 |
0.6890 |
|
1.000 |
0.6855 |
|
0.618 |
0.6833 |
|
HIGH |
0.6797 |
|
0.618 |
0.6775 |
|
0.500 |
0.6768 |
|
0.382 |
0.6761 |
|
LOW |
0.6740 |
|
0.618 |
0.6704 |
|
1.000 |
0.6682 |
|
1.618 |
0.6646 |
|
2.618 |
0.6589 |
|
4.250 |
0.6495 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6768 |
0.6793 |
| PP |
0.6762 |
0.6778 |
| S1 |
0.6755 |
0.6763 |
|