CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6858 |
0.7090 |
0.0232 |
3.4% |
0.6838 |
| High |
0.7164 |
0.7253 |
0.0089 |
1.2% |
0.7253 |
| Low |
0.6851 |
0.7048 |
0.0197 |
2.9% |
0.6809 |
| Close |
0.7082 |
0.7251 |
0.0169 |
2.4% |
0.7251 |
| Range |
0.0313 |
0.0205 |
-0.0108 |
-34.4% |
0.0444 |
| ATR |
0.0100 |
0.0108 |
0.0007 |
7.4% |
0.0000 |
| Volume |
259,305 |
240,276 |
-19,029 |
-7.3% |
811,919 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7730 |
0.7364 |
|
| R3 |
0.7594 |
0.7525 |
0.7307 |
|
| R2 |
0.7389 |
0.7389 |
0.7289 |
|
| R1 |
0.7320 |
0.7320 |
0.7270 |
0.7354 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7201 |
| S1 |
0.7115 |
0.7115 |
0.7232 |
0.7149 |
| S2 |
0.6979 |
0.6979 |
0.7213 |
|
| S3 |
0.6774 |
0.6910 |
0.7195 |
|
| S4 |
0.6569 |
0.6705 |
0.7138 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8286 |
0.7495 |
|
| R3 |
0.7991 |
0.7843 |
0.7373 |
|
| R2 |
0.7548 |
0.7548 |
0.7332 |
|
| R1 |
0.7399 |
0.7399 |
0.7292 |
0.7474 |
| PP |
0.7104 |
0.7104 |
0.7104 |
0.7141 |
| S1 |
0.6956 |
0.6956 |
0.7210 |
0.7030 |
| S2 |
0.6661 |
0.6661 |
0.7170 |
|
| S3 |
0.6217 |
0.6512 |
0.7129 |
|
| S4 |
0.5774 |
0.6069 |
0.7007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7253 |
0.6809 |
0.0444 |
6.1% |
0.0148 |
2.0% |
100% |
True |
False |
162,383 |
| 10 |
0.7253 |
0.6755 |
0.0498 |
6.9% |
0.0117 |
1.6% |
100% |
True |
False |
154,321 |
| 20 |
0.7253 |
0.6624 |
0.0629 |
8.7% |
0.0107 |
1.5% |
100% |
True |
False |
183,562 |
| 40 |
0.7253 |
0.6624 |
0.0629 |
8.7% |
0.0087 |
1.2% |
100% |
True |
False |
172,014 |
| 60 |
0.7448 |
0.6624 |
0.0825 |
11.4% |
0.0084 |
1.2% |
76% |
False |
False |
127,459 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0086 |
1.2% |
55% |
False |
False |
95,675 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0080 |
1.1% |
55% |
False |
False |
76,635 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
19.0% |
0.0078 |
1.1% |
46% |
False |
False |
63,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8124 |
|
2.618 |
0.7789 |
|
1.618 |
0.7584 |
|
1.000 |
0.7458 |
|
0.618 |
0.7379 |
|
HIGH |
0.7253 |
|
0.618 |
0.7174 |
|
0.500 |
0.7150 |
|
0.382 |
0.7126 |
|
LOW |
0.7048 |
|
0.618 |
0.6921 |
|
1.000 |
0.6843 |
|
1.618 |
0.6716 |
|
2.618 |
0.6511 |
|
4.250 |
0.6176 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7217 |
0.7183 |
| PP |
0.7184 |
0.7115 |
| S1 |
0.7150 |
0.7047 |
|