CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6706 |
0.6797 |
0.0092 |
1.4% |
0.6781 |
| High |
0.6891 |
0.6918 |
0.0027 |
0.4% |
0.6891 |
| Low |
0.6624 |
0.6722 |
0.0099 |
1.5% |
0.6624 |
| Close |
0.6829 |
0.6762 |
-0.0068 |
-1.0% |
0.6829 |
| Range |
0.0268 |
0.0196 |
-0.0072 |
-26.9% |
0.0268 |
| ATR |
0.0075 |
0.0084 |
0.0009 |
11.4% |
0.0000 |
| Volume |
583,865 |
252,622 |
-331,243 |
-56.7% |
1,139,536 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7387 |
0.7270 |
0.6869 |
|
| R3 |
0.7191 |
0.7074 |
0.6815 |
|
| R2 |
0.6996 |
0.6996 |
0.6797 |
|
| R1 |
0.6879 |
0.6879 |
0.6779 |
0.6840 |
| PP |
0.6800 |
0.6800 |
0.6800 |
0.6781 |
| S1 |
0.6683 |
0.6683 |
0.6744 |
0.6644 |
| S2 |
0.6605 |
0.6605 |
0.6726 |
|
| S3 |
0.6409 |
0.6488 |
0.6708 |
|
| S4 |
0.6214 |
0.6292 |
0.6654 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7474 |
0.6976 |
|
| R3 |
0.7316 |
0.7206 |
0.6903 |
|
| R2 |
0.7049 |
0.7049 |
0.6878 |
|
| R1 |
0.6939 |
0.6939 |
0.6854 |
0.6994 |
| PP |
0.6781 |
0.6781 |
0.6781 |
0.6809 |
| S1 |
0.6671 |
0.6671 |
0.6804 |
0.6726 |
| S2 |
0.6514 |
0.6514 |
0.6780 |
|
| S3 |
0.6246 |
0.6404 |
0.6755 |
|
| S4 |
0.5979 |
0.6136 |
0.6682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6918 |
0.6624 |
0.0294 |
4.3% |
0.0118 |
1.7% |
47% |
True |
False |
252,648 |
| 10 |
0.6928 |
0.6624 |
0.0305 |
4.5% |
0.0085 |
1.3% |
45% |
False |
False |
203,330 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.9% |
0.0068 |
1.0% |
35% |
False |
False |
168,732 |
| 40 |
0.7332 |
0.6624 |
0.0709 |
10.5% |
0.0078 |
1.2% |
19% |
False |
False |
133,994 |
| 60 |
0.7758 |
0.6624 |
0.1135 |
16.8% |
0.0081 |
1.2% |
12% |
False |
False |
89,562 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.8% |
0.0076 |
1.1% |
12% |
False |
False |
67,235 |
| 100 |
0.7807 |
0.6624 |
0.1184 |
17.5% |
0.0076 |
1.1% |
12% |
False |
False |
53,896 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.4% |
0.0070 |
1.0% |
10% |
False |
False |
44,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7429 |
|
1.618 |
0.7234 |
|
1.000 |
0.7113 |
|
0.618 |
0.7038 |
|
HIGH |
0.6918 |
|
0.618 |
0.6843 |
|
0.500 |
0.6820 |
|
0.382 |
0.6797 |
|
LOW |
0.6722 |
|
0.618 |
0.6601 |
|
1.000 |
0.6527 |
|
1.618 |
0.6406 |
|
2.618 |
0.6210 |
|
4.250 |
0.5891 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6820 |
0.6771 |
| PP |
0.6800 |
0.6768 |
| S1 |
0.6781 |
0.6765 |
|