CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6781 |
0.6799 |
0.0019 |
0.3% |
0.6797 |
| High |
0.6900 |
0.6832 |
-0.0068 |
-1.0% |
0.6932 |
| Low |
0.6773 |
0.6770 |
-0.0003 |
0.0% |
0.6722 |
| Close |
0.6840 |
0.6780 |
-0.0061 |
-0.9% |
0.6817 |
| Range |
0.0127 |
0.0062 |
-0.0066 |
-51.6% |
0.0210 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
176,740 |
111,468 |
-65,272 |
-36.9% |
988,499 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6978 |
0.6940 |
0.6813 |
|
| R3 |
0.6917 |
0.6879 |
0.6796 |
|
| R2 |
0.6855 |
0.6855 |
0.6791 |
|
| R1 |
0.6817 |
0.6817 |
0.6785 |
0.6806 |
| PP |
0.6794 |
0.6794 |
0.6794 |
0.6788 |
| S1 |
0.6756 |
0.6756 |
0.6774 |
0.6744 |
| S2 |
0.6732 |
0.6732 |
0.6768 |
|
| S3 |
0.6671 |
0.6694 |
0.6763 |
|
| S4 |
0.6609 |
0.6633 |
0.6746 |
|
|
| 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 |
0.6900 |
0.6755 |
0.0145 |
2.1% |
0.0085 |
1.2% |
17% |
False |
False |
154,939 |
| 10 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0115 |
1.7% |
51% |
False |
False |
215,297 |
| 20 |
0.6981 |
0.6624 |
0.0358 |
5.3% |
0.0083 |
1.2% |
44% |
False |
False |
177,591 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0081 |
1.2% |
28% |
False |
False |
164,404 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.5% |
0.0078 |
1.1% |
15% |
False |
False |
111,459 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0079 |
1.2% |
14% |
False |
False |
83,658 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.7% |
0.0078 |
1.1% |
14% |
False |
False |
67,041 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.3% |
0.0074 |
1.1% |
11% |
False |
False |
55,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7093 |
|
2.618 |
0.6993 |
|
1.618 |
0.6931 |
|
1.000 |
0.6893 |
|
0.618 |
0.6870 |
|
HIGH |
0.6832 |
|
0.618 |
0.6808 |
|
0.500 |
0.6801 |
|
0.382 |
0.6793 |
|
LOW |
0.6770 |
|
0.618 |
0.6732 |
|
1.000 |
0.6709 |
|
1.618 |
0.6670 |
|
2.618 |
0.6609 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6801 |
0.6827 |
| PP |
0.6794 |
0.6811 |
| S1 |
0.6787 |
0.6795 |
|