CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7153 |
0.7145 |
-0.0008 |
-0.1% |
0.7195 |
| High |
0.7186 |
0.7156 |
-0.0030 |
-0.4% |
0.7293 |
| Low |
0.7142 |
0.7051 |
-0.0091 |
-1.3% |
0.7130 |
| Close |
0.7147 |
0.7056 |
-0.0092 |
-1.3% |
0.7147 |
| Range |
0.0044 |
0.0105 |
0.0061 |
138.6% |
0.0163 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
87,157 |
105,799 |
18,642 |
21.4% |
714,262 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7334 |
0.7113 |
|
| R3 |
0.7298 |
0.7229 |
0.7084 |
|
| R2 |
0.7193 |
0.7193 |
0.7075 |
|
| R1 |
0.7124 |
0.7124 |
0.7065 |
0.7106 |
| PP |
0.7088 |
0.7088 |
0.7088 |
0.7078 |
| S1 |
0.7019 |
0.7019 |
0.7046 |
0.7001 |
| S2 |
0.6983 |
0.6983 |
0.7036 |
|
| S3 |
0.6878 |
0.6914 |
0.7027 |
|
| S4 |
0.6773 |
0.6809 |
0.6998 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7576 |
0.7237 |
|
| R3 |
0.7516 |
0.7413 |
0.7192 |
|
| R2 |
0.7353 |
0.7353 |
0.7177 |
|
| R1 |
0.7250 |
0.7250 |
0.7162 |
0.7220 |
| PP |
0.7190 |
0.7190 |
0.7190 |
0.7175 |
| S1 |
0.7087 |
0.7087 |
0.7132 |
0.7057 |
| S2 |
0.7027 |
0.7027 |
0.7117 |
|
| S3 |
0.6864 |
0.6924 |
0.7102 |
|
| S4 |
0.6701 |
0.6761 |
0.7057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7293 |
0.7051 |
0.0242 |
3.4% |
0.0096 |
1.4% |
2% |
False |
True |
126,806 |
| 10 |
0.7293 |
0.6838 |
0.0455 |
6.4% |
0.0125 |
1.8% |
48% |
False |
False |
153,851 |
| 20 |
0.7293 |
0.6748 |
0.0545 |
7.7% |
0.0105 |
1.5% |
56% |
False |
False |
154,957 |
| 40 |
0.7293 |
0.6624 |
0.0669 |
9.5% |
0.0087 |
1.2% |
65% |
False |
False |
161,844 |
| 60 |
0.7332 |
0.6624 |
0.0709 |
10.0% |
0.0087 |
1.2% |
61% |
False |
False |
140,981 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.1% |
0.0087 |
1.2% |
38% |
False |
False |
105,911 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.1% |
0.0082 |
1.2% |
38% |
False |
False |
84,780 |
| 120 |
0.7807 |
0.6624 |
0.1184 |
16.8% |
0.0081 |
1.1% |
37% |
False |
False |
70,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7431 |
|
1.618 |
0.7326 |
|
1.000 |
0.7261 |
|
0.618 |
0.7221 |
|
HIGH |
0.7156 |
|
0.618 |
0.7116 |
|
0.500 |
0.7104 |
|
0.382 |
0.7091 |
|
LOW |
0.7051 |
|
0.618 |
0.6986 |
|
1.000 |
0.6946 |
|
1.618 |
0.6881 |
|
2.618 |
0.6776 |
|
4.250 |
0.6605 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7104 |
0.7138 |
| PP |
0.7088 |
0.7111 |
| S1 |
0.7072 |
0.7083 |
|