CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6757 |
0.6748 |
-0.0009 |
-0.1% |
0.6932 |
| High |
0.6797 |
0.6753 |
-0.0045 |
-0.7% |
0.6938 |
| Low |
0.6740 |
0.6716 |
-0.0024 |
-0.4% |
0.6765 |
| Close |
0.6749 |
0.6717 |
-0.0032 |
-0.5% |
0.6773 |
| Range |
0.0058 |
0.0037 |
-0.0021 |
-35.7% |
0.0173 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
140,942 |
130,247 |
-10,695 |
-7.6% |
714,218 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6839 |
0.6815 |
0.6737 |
|
| R3 |
0.6802 |
0.6778 |
0.6727 |
|
| R2 |
0.6765 |
0.6765 |
0.6723 |
|
| R1 |
0.6741 |
0.6741 |
0.6720 |
0.6735 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6725 |
| S1 |
0.6704 |
0.6704 |
0.6713 |
0.6698 |
| S2 |
0.6691 |
0.6691 |
0.6710 |
|
| S3 |
0.6654 |
0.6667 |
0.6706 |
|
| S4 |
0.6617 |
0.6630 |
0.6696 |
|
|
| 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 |
0.6878 |
0.6716 |
0.0163 |
2.4% |
0.0053 |
0.8% |
1% |
False |
True |
156,362 |
| 10 |
0.6981 |
0.6716 |
0.0266 |
4.0% |
0.0051 |
0.8% |
0% |
False |
True |
135,096 |
| 20 |
0.7190 |
0.6716 |
0.0474 |
7.1% |
0.0065 |
1.0% |
0% |
False |
True |
159,267 |
| 40 |
0.7423 |
0.6716 |
0.0708 |
10.5% |
0.0071 |
1.1% |
0% |
False |
True |
109,308 |
| 60 |
0.7758 |
0.6716 |
0.1043 |
15.5% |
0.0077 |
1.2% |
0% |
False |
True |
73,035 |
| 80 |
0.7758 |
0.6716 |
0.1043 |
15.5% |
0.0072 |
1.1% |
0% |
False |
True |
54,884 |
| 100 |
0.7994 |
0.6716 |
0.1278 |
19.0% |
0.0072 |
1.1% |
0% |
False |
True |
43,978 |
| 120 |
0.8000 |
0.6716 |
0.1285 |
19.1% |
0.0066 |
1.0% |
0% |
False |
True |
36,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6910 |
|
2.618 |
0.6849 |
|
1.618 |
0.6812 |
|
1.000 |
0.6790 |
|
0.618 |
0.6775 |
|
HIGH |
0.6753 |
|
0.618 |
0.6738 |
|
0.500 |
0.6734 |
|
0.382 |
0.6730 |
|
LOW |
0.6716 |
|
0.618 |
0.6693 |
|
1.000 |
0.6679 |
|
1.618 |
0.6656 |
|
2.618 |
0.6619 |
|
4.250 |
0.6558 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6756 |
| PP |
0.6728 |
0.6743 |
| S1 |
0.6722 |
0.6730 |
|