CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6748 |
0.6718 |
-0.0031 |
-0.5% |
0.6932 |
| High |
0.6753 |
0.6731 |
-0.0022 |
-0.3% |
0.6938 |
| Low |
0.6716 |
0.6698 |
-0.0018 |
-0.3% |
0.6765 |
| Close |
0.6717 |
0.6704 |
-0.0013 |
-0.2% |
0.6773 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0173 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
130,247 |
155,566 |
25,319 |
19.4% |
714,218 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6810 |
0.6790 |
0.6722 |
|
| R3 |
0.6777 |
0.6757 |
0.6713 |
|
| R2 |
0.6744 |
0.6744 |
0.6710 |
|
| R1 |
0.6724 |
0.6724 |
0.6707 |
0.6717 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6707 |
| S1 |
0.6691 |
0.6691 |
0.6700 |
0.6684 |
| S2 |
0.6678 |
0.6678 |
0.6697 |
|
| S3 |
0.6645 |
0.6658 |
0.6694 |
|
| S4 |
0.6612 |
0.6625 |
0.6685 |
|
|
| 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 |
0.6847 |
0.6698 |
0.0149 |
2.2% |
0.0048 |
0.7% |
4% |
False |
True |
146,069 |
| 10 |
0.6981 |
0.6698 |
0.0284 |
4.2% |
0.0050 |
0.7% |
2% |
False |
True |
139,886 |
| 20 |
0.7117 |
0.6698 |
0.0420 |
6.3% |
0.0053 |
0.8% |
1% |
False |
True |
145,810 |
| 40 |
0.7420 |
0.6698 |
0.0723 |
10.8% |
0.0070 |
1.0% |
1% |
False |
True |
113,180 |
| 60 |
0.7758 |
0.6698 |
0.1061 |
15.8% |
0.0077 |
1.2% |
1% |
False |
True |
75,627 |
| 80 |
0.7758 |
0.6698 |
0.1061 |
15.8% |
0.0072 |
1.1% |
1% |
False |
True |
56,803 |
| 100 |
0.7935 |
0.6698 |
0.1238 |
18.5% |
0.0072 |
1.1% |
0% |
False |
True |
45,534 |
| 120 |
0.8000 |
0.6698 |
0.1303 |
19.4% |
0.0066 |
1.0% |
0% |
False |
True |
37,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6871 |
|
2.618 |
0.6817 |
|
1.618 |
0.6784 |
|
1.000 |
0.6764 |
|
0.618 |
0.6751 |
|
HIGH |
0.6731 |
|
0.618 |
0.6718 |
|
0.500 |
0.6714 |
|
0.382 |
0.6710 |
|
LOW |
0.6698 |
|
0.618 |
0.6677 |
|
1.000 |
0.6665 |
|
1.618 |
0.6644 |
|
2.618 |
0.6611 |
|
4.250 |
0.6557 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6714 |
0.6747 |
| PP |
0.6711 |
0.6733 |
| S1 |
0.6707 |
0.6718 |
|