CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6781 |
0.6838 |
0.0058 |
0.8% |
0.6807 |
| High |
0.6860 |
0.6879 |
0.0019 |
0.3% |
0.6900 |
| Low |
0.6760 |
0.6809 |
0.0049 |
0.7% |
0.6755 |
| Close |
0.6847 |
0.6855 |
0.0009 |
0.1% |
0.6847 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.2% |
0.0145 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
150,678 |
93,467 |
-57,211 |
-38.0% |
731,291 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7056 |
0.7025 |
0.6893 |
|
| R3 |
0.6987 |
0.6956 |
0.6874 |
|
| R2 |
0.6917 |
0.6917 |
0.6868 |
|
| R1 |
0.6886 |
0.6886 |
0.6861 |
0.6902 |
| PP |
0.6848 |
0.6848 |
0.6848 |
0.6855 |
| S1 |
0.6817 |
0.6817 |
0.6849 |
0.6832 |
| S2 |
0.6778 |
0.6778 |
0.6842 |
|
| S3 |
0.6709 |
0.6747 |
0.6836 |
|
| S4 |
0.6639 |
0.6678 |
0.6817 |
|
|
| 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% |
0.0089 |
1.3% |
69% |
False |
False |
139,646 |
| 10 |
0.6932 |
0.6748 |
0.0184 |
2.7% |
0.0085 |
1.2% |
58% |
False |
False |
156,063 |
| 20 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0085 |
1.2% |
75% |
False |
False |
179,697 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0080 |
1.2% |
41% |
False |
False |
167,882 |
| 60 |
0.7629 |
0.6624 |
0.1006 |
14.7% |
0.0078 |
1.1% |
23% |
False |
False |
115,522 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0079 |
1.2% |
20% |
False |
False |
86,706 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0078 |
1.1% |
20% |
False |
False |
69,477 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.1% |
0.0075 |
1.1% |
17% |
False |
False |
57,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7174 |
|
2.618 |
0.7060 |
|
1.618 |
0.6991 |
|
1.000 |
0.6948 |
|
0.618 |
0.6921 |
|
HIGH |
0.6879 |
|
0.618 |
0.6852 |
|
0.500 |
0.6844 |
|
0.382 |
0.6836 |
|
LOW |
0.6809 |
|
0.618 |
0.6766 |
|
1.000 |
0.6740 |
|
1.618 |
0.6697 |
|
2.618 |
0.6627 |
|
4.250 |
0.6514 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6851 |
0.6843 |
| PP |
0.6848 |
0.6831 |
| S1 |
0.6844 |
0.6819 |
|