CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7195 |
0.7174 |
-0.0021 |
-0.3% |
0.6838 |
| High |
0.7234 |
0.7293 |
0.0059 |
0.8% |
0.7253 |
| Low |
0.7132 |
0.7140 |
0.0008 |
0.1% |
0.6809 |
| Close |
0.7177 |
0.7219 |
0.0042 |
0.6% |
0.7251 |
| Range |
0.0103 |
0.0153 |
0.0051 |
49.3% |
0.0444 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.9% |
0.0000 |
| Volume |
186,027 |
206,648 |
20,621 |
11.1% |
811,919 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7676 |
0.7600 |
0.7303 |
|
| R3 |
0.7523 |
0.7447 |
0.7261 |
|
| R2 |
0.7370 |
0.7370 |
0.7247 |
|
| R1 |
0.7294 |
0.7294 |
0.7233 |
0.7332 |
| PP |
0.7217 |
0.7217 |
0.7217 |
0.7236 |
| S1 |
0.7141 |
0.7141 |
0.7204 |
0.7179 |
| S2 |
0.7064 |
0.7064 |
0.7190 |
|
| S3 |
0.6911 |
0.6988 |
0.7176 |
|
| S4 |
0.6758 |
0.6835 |
0.7134 |
|
|
| 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 |
0.7293 |
0.6842 |
0.0451 |
6.2% |
0.0170 |
2.4% |
84% |
True |
False |
202,698 |
| 10 |
0.7293 |
0.6760 |
0.0533 |
7.4% |
0.0128 |
1.8% |
86% |
True |
False |
164,348 |
| 20 |
0.7293 |
0.6624 |
0.0669 |
9.3% |
0.0116 |
1.6% |
89% |
True |
False |
189,703 |
| 40 |
0.7293 |
0.6624 |
0.0669 |
9.3% |
0.0091 |
1.3% |
89% |
True |
False |
176,365 |
| 60 |
0.7441 |
0.6624 |
0.0818 |
11.3% |
0.0087 |
1.2% |
73% |
False |
False |
133,977 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
15.7% |
0.0087 |
1.2% |
52% |
False |
False |
100,577 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.7% |
0.0081 |
1.1% |
52% |
False |
False |
80,546 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
19.1% |
0.0079 |
1.1% |
43% |
False |
False |
67,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7693 |
|
1.618 |
0.7540 |
|
1.000 |
0.7446 |
|
0.618 |
0.7387 |
|
HIGH |
0.7293 |
|
0.618 |
0.7234 |
|
0.500 |
0.7216 |
|
0.382 |
0.7198 |
|
LOW |
0.7140 |
|
0.618 |
0.7045 |
|
1.000 |
0.6987 |
|
1.618 |
0.6892 |
|
2.618 |
0.6739 |
|
4.250 |
0.6489 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7218 |
0.7202 |
| PP |
0.7217 |
0.7186 |
| S1 |
0.7216 |
0.7170 |
|