CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6874 |
0.6807 |
-0.0068 |
-1.0% |
0.6797 |
| High |
0.6891 |
0.6817 |
-0.0074 |
-1.1% |
0.6932 |
| Low |
0.6802 |
0.6756 |
-0.0046 |
-0.7% |
0.6722 |
| Close |
0.6817 |
0.6766 |
-0.0051 |
-0.7% |
0.6817 |
| Range |
0.0089 |
0.0061 |
-0.0028 |
-31.5% |
0.0210 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
194,083 |
126,528 |
-67,555 |
-34.8% |
988,499 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6962 |
0.6925 |
0.6800 |
|
| R3 |
0.6901 |
0.6864 |
0.6783 |
|
| R2 |
0.6840 |
0.6840 |
0.6777 |
|
| R1 |
0.6803 |
0.6803 |
0.6772 |
0.6791 |
| PP |
0.6779 |
0.6779 |
0.6779 |
0.6773 |
| S1 |
0.6742 |
0.6742 |
0.6760 |
0.6730 |
| S2 |
0.6718 |
0.6718 |
0.6755 |
|
| S3 |
0.6657 |
0.6681 |
0.6749 |
|
| S4 |
0.6596 |
0.6620 |
0.6732 |
|
|
| 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 |
0.6748 |
0.0184 |
2.7% |
0.0082 |
1.2% |
10% |
False |
False |
172,481 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.6% |
0.0100 |
1.5% |
46% |
False |
False |
212,564 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.9% |
0.0076 |
1.1% |
36% |
False |
False |
174,714 |
| 40 |
0.7207 |
0.6624 |
0.0583 |
8.6% |
0.0082 |
1.2% |
24% |
False |
False |
154,679 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.5% |
0.0077 |
1.1% |
14% |
False |
False |
103,910 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.8% |
0.0078 |
1.1% |
13% |
False |
False |
77,994 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.8% |
0.0077 |
1.1% |
13% |
False |
False |
62,519 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.3% |
0.0072 |
1.1% |
10% |
False |
False |
52,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7076 |
|
2.618 |
0.6976 |
|
1.618 |
0.6915 |
|
1.000 |
0.6878 |
|
0.618 |
0.6854 |
|
HIGH |
0.6817 |
|
0.618 |
0.6793 |
|
0.500 |
0.6786 |
|
0.382 |
0.6779 |
|
LOW |
0.6756 |
|
0.618 |
0.6718 |
|
1.000 |
0.6695 |
|
1.618 |
0.6657 |
|
2.618 |
0.6596 |
|
4.250 |
0.6496 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6786 |
0.6844 |
| PP |
0.6779 |
0.6818 |
| S1 |
0.6773 |
0.6792 |
|