CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6838 |
0.6856 |
0.0018 |
0.3% |
0.6807 |
| High |
0.6879 |
0.6915 |
0.0036 |
0.5% |
0.6900 |
| Low |
0.6809 |
0.6838 |
0.0029 |
0.4% |
0.6755 |
| Close |
0.6855 |
0.6903 |
0.0048 |
0.7% |
0.6847 |
| Range |
0.0070 |
0.0077 |
0.0008 |
10.8% |
0.0145 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
93,467 |
97,633 |
4,166 |
4.5% |
731,291 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7116 |
0.7086 |
0.6945 |
|
| R3 |
0.7039 |
0.7009 |
0.6924 |
|
| R2 |
0.6962 |
0.6962 |
0.6917 |
|
| R1 |
0.6932 |
0.6932 |
0.6910 |
0.6947 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6892 |
| S1 |
0.6855 |
0.6855 |
0.6895 |
0.6870 |
| S2 |
0.6808 |
0.6808 |
0.6888 |
|
| S3 |
0.6731 |
0.6778 |
0.6881 |
|
| S4 |
0.6654 |
0.6701 |
0.6860 |
|
|
| 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 |
0.6915 |
0.6760 |
0.0155 |
2.2% |
0.0087 |
1.3% |
92% |
True |
False |
125,997 |
| 10 |
0.6932 |
0.6755 |
0.0177 |
2.6% |
0.0086 |
1.2% |
84% |
False |
False |
150,065 |
| 20 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0088 |
1.3% |
91% |
False |
False |
178,907 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.2% |
0.0078 |
1.1% |
49% |
False |
False |
167,433 |
| 60 |
0.7605 |
0.6624 |
0.0981 |
14.2% |
0.0079 |
1.1% |
28% |
False |
False |
117,145 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.4% |
0.0080 |
1.2% |
25% |
False |
False |
87,920 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.4% |
0.0077 |
1.1% |
25% |
False |
False |
70,450 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
19.9% |
0.0075 |
1.1% |
20% |
False |
False |
58,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7242 |
|
2.618 |
0.7116 |
|
1.618 |
0.7039 |
|
1.000 |
0.6992 |
|
0.618 |
0.6962 |
|
HIGH |
0.6915 |
|
0.618 |
0.6885 |
|
0.500 |
0.6876 |
|
0.382 |
0.6867 |
|
LOW |
0.6838 |
|
0.618 |
0.6790 |
|
1.000 |
0.6761 |
|
1.618 |
0.6713 |
|
2.618 |
0.6636 |
|
4.250 |
0.6510 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6894 |
0.6881 |
| PP |
0.6885 |
0.6859 |
| S1 |
0.6876 |
0.6837 |
|