CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6794 |
0.6871 |
0.0077 |
1.1% |
0.6781 |
| High |
0.6881 |
0.6932 |
0.0051 |
0.7% |
0.6891 |
| Low |
0.6779 |
0.6845 |
0.0067 |
1.0% |
0.6624 |
| Close |
0.6879 |
0.6877 |
-0.0002 |
0.0% |
0.6829 |
| Range |
0.0102 |
0.0087 |
-0.0016 |
-15.2% |
0.0268 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
185,322 |
198,855 |
13,533 |
7.3% |
1,139,536 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7144 |
0.7097 |
0.6924 |
|
| R3 |
0.7057 |
0.7010 |
0.6900 |
|
| R2 |
0.6971 |
0.6971 |
0.6892 |
|
| R1 |
0.6924 |
0.6924 |
0.6884 |
0.6947 |
| PP |
0.6884 |
0.6884 |
0.6884 |
0.6896 |
| S1 |
0.6837 |
0.6837 |
0.6869 |
0.6861 |
| S2 |
0.6798 |
0.6798 |
0.6861 |
|
| S3 |
0.6711 |
0.6751 |
0.6853 |
|
| S4 |
0.6625 |
0.6664 |
0.6829 |
|
|
| 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 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0145 |
2.1% |
82% |
True |
False |
275,656 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0096 |
1.4% |
82% |
True |
False |
210,862 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.8% |
0.0075 |
1.1% |
63% |
False |
False |
174,274 |
| 40 |
0.7267 |
0.6624 |
0.0644 |
9.4% |
0.0081 |
1.2% |
39% |
False |
False |
146,952 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.3% |
0.0079 |
1.1% |
24% |
False |
False |
98,578 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0077 |
1.1% |
22% |
False |
False |
73,994 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0077 |
1.1% |
22% |
False |
False |
59,314 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.0% |
0.0071 |
1.0% |
18% |
False |
False |
49,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7299 |
|
2.618 |
0.7158 |
|
1.618 |
0.7071 |
|
1.000 |
0.7018 |
|
0.618 |
0.6985 |
|
HIGH |
0.6932 |
|
0.618 |
0.6898 |
|
0.500 |
0.6888 |
|
0.382 |
0.6878 |
|
LOW |
0.6845 |
|
0.618 |
0.6792 |
|
1.000 |
0.6759 |
|
1.618 |
0.6705 |
|
2.618 |
0.6619 |
|
4.250 |
0.6477 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6888 |
0.6864 |
| PP |
0.6884 |
0.6852 |
| S1 |
0.6880 |
0.6840 |
|