CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6799 |
0.6781 |
-0.0019 |
-0.3% |
0.6807 |
| High |
0.6832 |
0.6860 |
0.0028 |
0.4% |
0.6900 |
| Low |
0.6770 |
0.6760 |
-0.0010 |
-0.1% |
0.6755 |
| Close |
0.6780 |
0.6847 |
0.0067 |
1.0% |
0.6847 |
| Range |
0.0062 |
0.0100 |
0.0038 |
61.8% |
0.0145 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0000 |
| Volume |
111,468 |
150,678 |
39,210 |
35.2% |
731,291 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7121 |
0.7083 |
0.6901 |
|
| R3 |
0.7021 |
0.6984 |
0.6874 |
|
| R2 |
0.6922 |
0.6922 |
0.6865 |
|
| R1 |
0.6884 |
0.6884 |
0.6856 |
0.6903 |
| PP |
0.6822 |
0.6822 |
0.6822 |
0.6831 |
| S1 |
0.6785 |
0.6785 |
0.6837 |
0.6803 |
| S2 |
0.6723 |
0.6723 |
0.6828 |
|
| S3 |
0.6623 |
0.6685 |
0.6819 |
|
| S4 |
0.6524 |
0.6586 |
0.6792 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7201 |
0.6926 |
|
| R3 |
0.7123 |
0.7057 |
0.6886 |
|
| R2 |
0.6978 |
0.6978 |
0.6873 |
|
| R1 |
0.6912 |
0.6912 |
0.6860 |
0.6945 |
| PP |
0.6834 |
0.6834 |
0.6834 |
0.6850 |
| S1 |
0.6768 |
0.6768 |
0.6833 |
0.6801 |
| S2 |
0.6689 |
0.6689 |
0.6820 |
|
| S3 |
0.6545 |
0.6623 |
0.6807 |
|
| S4 |
0.6400 |
0.6479 |
0.6767 |
|
|
| 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% |
0.0087 |
1.3% |
63% |
False |
False |
146,258 |
| 10 |
0.6932 |
0.6722 |
0.0210 |
3.1% |
0.0098 |
1.4% |
59% |
False |
False |
171,979 |
| 20 |
0.6938 |
0.6624 |
0.0314 |
4.6% |
0.0083 |
1.2% |
71% |
False |
False |
178,677 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0080 |
1.2% |
39% |
False |
False |
167,477 |
| 60 |
0.7629 |
0.6624 |
0.1006 |
14.7% |
0.0078 |
1.1% |
22% |
False |
False |
113,968 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0079 |
1.2% |
20% |
False |
False |
85,539 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0078 |
1.1% |
20% |
False |
False |
68,546 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.1% |
0.0074 |
1.1% |
16% |
False |
False |
57,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7282 |
|
2.618 |
0.7120 |
|
1.618 |
0.7020 |
|
1.000 |
0.6959 |
|
0.618 |
0.6921 |
|
HIGH |
0.6860 |
|
0.618 |
0.6821 |
|
0.500 |
0.6810 |
|
0.382 |
0.6798 |
|
LOW |
0.6760 |
|
0.618 |
0.6699 |
|
1.000 |
0.6661 |
|
1.618 |
0.6599 |
|
2.618 |
0.6500 |
|
4.250 |
0.6337 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6834 |
0.6841 |
| PP |
0.6822 |
0.6835 |
| S1 |
0.6810 |
0.6830 |
|