CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6871 |
0.6874 |
0.0003 |
0.0% |
0.6797 |
| High |
0.6932 |
0.6891 |
-0.0041 |
-0.6% |
0.6932 |
| Low |
0.6845 |
0.6802 |
-0.0044 |
-0.6% |
0.6722 |
| Close |
0.6877 |
0.6817 |
-0.0060 |
-0.9% |
0.6817 |
| Range |
0.0087 |
0.0089 |
0.0003 |
2.9% |
0.0210 |
| ATR |
0.0084 |
0.0085 |
0.0000 |
0.4% |
0.0000 |
| Volume |
198,855 |
194,083 |
-4,772 |
-2.4% |
988,499 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7049 |
0.6866 |
|
| R3 |
0.7014 |
0.6960 |
0.6841 |
|
| R2 |
0.6925 |
0.6925 |
0.6833 |
|
| R1 |
0.6871 |
0.6871 |
0.6825 |
0.6854 |
| PP |
0.6836 |
0.6836 |
0.6836 |
0.6828 |
| S1 |
0.6782 |
0.6782 |
0.6809 |
0.6765 |
| S2 |
0.6747 |
0.6747 |
0.6801 |
|
| S3 |
0.6658 |
0.6693 |
0.6793 |
|
| S4 |
0.6569 |
0.6604 |
0.6768 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7344 |
0.6932 |
|
| R3 |
0.7243 |
0.7135 |
0.6875 |
|
| R2 |
0.7033 |
0.7033 |
0.6855 |
|
| R1 |
0.6925 |
0.6925 |
0.6836 |
0.6979 |
| PP |
0.6824 |
0.6824 |
0.6824 |
0.6851 |
| S1 |
0.6716 |
0.6716 |
0.6798 |
0.6770 |
| S2 |
0.6614 |
0.6614 |
0.6779 |
|
| S3 |
0.6405 |
0.6506 |
0.6759 |
|
| S4 |
0.6195 |
0.6297 |
0.6702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6932 |
0.6722 |
0.0210 |
3.1% |
0.0109 |
1.6% |
45% |
False |
False |
197,699 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0097 |
1.4% |
63% |
False |
False |
212,803 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.9% |
0.0076 |
1.1% |
48% |
False |
False |
176,151 |
| 40 |
0.7222 |
0.6624 |
0.0598 |
8.8% |
0.0082 |
1.2% |
32% |
False |
False |
151,677 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.4% |
0.0079 |
1.2% |
18% |
False |
False |
101,809 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0078 |
1.1% |
17% |
False |
False |
76,419 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0077 |
1.1% |
17% |
False |
False |
61,254 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.2% |
0.0072 |
1.1% |
14% |
False |
False |
51,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7269 |
|
2.618 |
0.7124 |
|
1.618 |
0.7035 |
|
1.000 |
0.6980 |
|
0.618 |
0.6946 |
|
HIGH |
0.6891 |
|
0.618 |
0.6857 |
|
0.500 |
0.6846 |
|
0.382 |
0.6835 |
|
LOW |
0.6802 |
|
0.618 |
0.6746 |
|
1.000 |
0.6713 |
|
1.618 |
0.6657 |
|
2.618 |
0.6568 |
|
4.250 |
0.6423 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6846 |
0.6855 |
| PP |
0.6836 |
0.6842 |
| S1 |
0.6827 |
0.6830 |
|