CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6807 |
0.6759 |
-0.0048 |
-0.7% |
0.6797 |
| High |
0.6817 |
0.6840 |
0.0024 |
0.3% |
0.6932 |
| Low |
0.6756 |
0.6755 |
-0.0001 |
0.0% |
0.6722 |
| Close |
0.6766 |
0.6786 |
0.0020 |
0.3% |
0.6817 |
| Range |
0.0061 |
0.0085 |
0.0024 |
39.3% |
0.0210 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
126,528 |
165,877 |
39,349 |
31.1% |
988,499 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7049 |
0.7002 |
0.6832 |
|
| R3 |
0.6964 |
0.6917 |
0.6809 |
|
| R2 |
0.6879 |
0.6879 |
0.6801 |
|
| R1 |
0.6832 |
0.6832 |
0.6793 |
0.6855 |
| PP |
0.6794 |
0.6794 |
0.6794 |
0.6805 |
| S1 |
0.6747 |
0.6747 |
0.6778 |
0.6770 |
| S2 |
0.6709 |
0.6709 |
0.6770 |
|
| S3 |
0.6624 |
0.6662 |
0.6762 |
|
| S4 |
0.6539 |
0.6577 |
0.6739 |
|
|
| 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 |
0.6755 |
0.0177 |
2.6% |
0.0085 |
1.2% |
17% |
False |
True |
174,133 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0103 |
1.5% |
53% |
False |
False |
215,058 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.9% |
0.0078 |
1.2% |
41% |
False |
False |
175,185 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0080 |
1.2% |
29% |
False |
False |
158,213 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.5% |
0.0078 |
1.1% |
15% |
False |
False |
106,665 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0078 |
1.1% |
14% |
False |
False |
80,059 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0077 |
1.1% |
14% |
False |
False |
64,173 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.3% |
0.0073 |
1.1% |
12% |
False |
False |
53,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7201 |
|
2.618 |
0.7063 |
|
1.618 |
0.6978 |
|
1.000 |
0.6925 |
|
0.618 |
0.6893 |
|
HIGH |
0.6840 |
|
0.618 |
0.6808 |
|
0.500 |
0.6798 |
|
0.382 |
0.6787 |
|
LOW |
0.6755 |
|
0.618 |
0.6702 |
|
1.000 |
0.6670 |
|
1.618 |
0.6617 |
|
2.618 |
0.6532 |
|
4.250 |
0.6394 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6798 |
0.6823 |
| PP |
0.6794 |
0.6810 |
| S1 |
0.6790 |
0.6798 |
|