CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6797 |
0.6754 |
-0.0044 |
-0.6% |
0.6781 |
| High |
0.6918 |
0.6821 |
-0.0097 |
-1.4% |
0.6891 |
| Low |
0.6722 |
0.6748 |
0.0026 |
0.4% |
0.6624 |
| Close |
0.6762 |
0.6800 |
0.0038 |
0.6% |
0.6829 |
| Range |
0.0196 |
0.0073 |
-0.0123 |
-62.9% |
0.0268 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
252,622 |
157,617 |
-95,005 |
-37.6% |
1,139,536 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7007 |
0.6976 |
0.6839 |
|
| R3 |
0.6934 |
0.6903 |
0.6819 |
|
| R2 |
0.6862 |
0.6862 |
0.6813 |
|
| R1 |
0.6831 |
0.6831 |
0.6806 |
0.6846 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6797 |
| S1 |
0.6758 |
0.6758 |
0.6793 |
0.6774 |
| S2 |
0.6717 |
0.6717 |
0.6786 |
|
| S3 |
0.6644 |
0.6686 |
0.6780 |
|
| S4 |
0.6572 |
0.6613 |
0.6760 |
|
|
| 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% |
0.0121 |
1.8% |
60% |
False |
False |
255,983 |
| 10 |
0.6918 |
0.6624 |
0.0294 |
4.3% |
0.0090 |
1.3% |
60% |
False |
False |
207,749 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.9% |
0.0070 |
1.0% |
44% |
False |
False |
170,344 |
| 40 |
0.7319 |
0.6624 |
0.0696 |
10.2% |
0.0079 |
1.2% |
25% |
False |
False |
137,890 |
| 60 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0080 |
1.2% |
16% |
False |
False |
92,185 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0076 |
1.1% |
16% |
False |
False |
69,203 |
| 100 |
0.7807 |
0.6624 |
0.1184 |
17.4% |
0.0076 |
1.1% |
15% |
False |
False |
55,472 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.2% |
0.0070 |
1.0% |
13% |
False |
False |
46,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7129 |
|
2.618 |
0.7010 |
|
1.618 |
0.6938 |
|
1.000 |
0.6893 |
|
0.618 |
0.6865 |
|
HIGH |
0.6821 |
|
0.618 |
0.6793 |
|
0.500 |
0.6784 |
|
0.382 |
0.6776 |
|
LOW |
0.6748 |
|
0.618 |
0.6703 |
|
1.000 |
0.6676 |
|
1.618 |
0.6631 |
|
2.618 |
0.6558 |
|
4.250 |
0.6440 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6794 |
0.6790 |
| PP |
0.6789 |
0.6780 |
| S1 |
0.6784 |
0.6771 |
|