CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6759 |
0.6781 |
0.0022 |
0.3% |
0.6797 |
| High |
0.6840 |
0.6900 |
0.0060 |
0.9% |
0.6932 |
| Low |
0.6755 |
0.6773 |
0.0018 |
0.3% |
0.6722 |
| Close |
0.6786 |
0.6840 |
0.0055 |
0.8% |
0.6817 |
| Range |
0.0085 |
0.0127 |
0.0042 |
49.4% |
0.0210 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.8% |
0.0000 |
| Volume |
165,877 |
176,740 |
10,863 |
6.5% |
988,499 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7218 |
0.7156 |
0.6910 |
|
| R3 |
0.7091 |
0.7029 |
0.6875 |
|
| R2 |
0.6964 |
0.6964 |
0.6863 |
|
| R1 |
0.6902 |
0.6902 |
0.6852 |
0.6933 |
| PP |
0.6837 |
0.6837 |
0.6837 |
0.6853 |
| S1 |
0.6775 |
0.6775 |
0.6828 |
0.6806 |
| S2 |
0.6710 |
0.6710 |
0.6817 |
|
| S3 |
0.6583 |
0.6648 |
0.6805 |
|
| S4 |
0.6456 |
0.6521 |
0.6770 |
|
|
| 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% |
0.0090 |
1.3% |
48% |
False |
False |
172,416 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0112 |
1.6% |
70% |
False |
False |
219,707 |
| 20 |
0.6981 |
0.6624 |
0.0358 |
5.2% |
0.0081 |
1.2% |
61% |
False |
False |
177,402 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0081 |
1.2% |
38% |
False |
False |
162,187 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.4% |
0.0080 |
1.2% |
21% |
False |
False |
109,609 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0079 |
1.1% |
19% |
False |
False |
82,268 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0078 |
1.1% |
19% |
False |
False |
65,937 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.1% |
0.0073 |
1.1% |
16% |
False |
False |
54,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7439 |
|
2.618 |
0.7232 |
|
1.618 |
0.7105 |
|
1.000 |
0.7027 |
|
0.618 |
0.6978 |
|
HIGH |
0.6900 |
|
0.618 |
0.6851 |
|
0.500 |
0.6836 |
|
0.382 |
0.6821 |
|
LOW |
0.6773 |
|
0.618 |
0.6694 |
|
1.000 |
0.6646 |
|
1.618 |
0.6567 |
|
2.618 |
0.6440 |
|
4.250 |
0.6233 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6839 |
0.6836 |
| PP |
0.6837 |
0.6832 |
| S1 |
0.6836 |
0.6827 |
|