CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7058 |
0.7103 |
0.0045 |
0.6% |
0.7195 |
| High |
0.7109 |
0.7208 |
0.0099 |
1.4% |
0.7293 |
| Low |
0.7051 |
0.7083 |
0.0032 |
0.5% |
0.7130 |
| Close |
0.7103 |
0.7195 |
0.0092 |
1.3% |
0.7147 |
| Range |
0.0059 |
0.0126 |
0.0067 |
114.5% |
0.0163 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.7% |
0.0000 |
| Volume |
74,149 |
119,972 |
45,823 |
61.8% |
714,262 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7492 |
0.7264 |
|
| R3 |
0.7413 |
0.7367 |
0.7230 |
|
| R2 |
0.7287 |
0.7287 |
0.7218 |
|
| R1 |
0.7241 |
0.7241 |
0.7207 |
0.7264 |
| PP |
0.7162 |
0.7162 |
0.7162 |
0.7173 |
| S1 |
0.7116 |
0.7116 |
0.7183 |
0.7139 |
| S2 |
0.7036 |
0.7036 |
0.7172 |
|
| S3 |
0.6911 |
0.6990 |
0.7160 |
|
| S4 |
0.6785 |
0.6865 |
0.7126 |
|
|
| 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 |
0.7226 |
0.7051 |
0.0175 |
2.4% |
0.0086 |
1.2% |
83% |
False |
False |
99,036 |
| 10 |
0.7293 |
0.6851 |
0.0442 |
6.1% |
0.0128 |
1.8% |
78% |
False |
False |
151,376 |
| 20 |
0.7293 |
0.6755 |
0.0538 |
7.5% |
0.0106 |
1.5% |
82% |
False |
False |
147,516 |
| 40 |
0.7293 |
0.6624 |
0.0669 |
9.3% |
0.0089 |
1.2% |
85% |
False |
False |
159,341 |
| 60 |
0.7307 |
0.6624 |
0.0684 |
9.5% |
0.0088 |
1.2% |
84% |
False |
False |
144,142 |
| 80 |
0.7675 |
0.6624 |
0.1052 |
14.6% |
0.0086 |
1.2% |
54% |
False |
False |
108,331 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.8% |
0.0082 |
1.1% |
50% |
False |
False |
86,710 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.8% |
0.0081 |
1.1% |
50% |
False |
False |
72,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7537 |
|
1.618 |
0.7411 |
|
1.000 |
0.7334 |
|
0.618 |
0.7286 |
|
HIGH |
0.7208 |
|
0.618 |
0.7160 |
|
0.500 |
0.7145 |
|
0.382 |
0.7130 |
|
LOW |
0.7083 |
|
0.618 |
0.7005 |
|
1.000 |
0.6957 |
|
1.618 |
0.6879 |
|
2.618 |
0.6754 |
|
4.250 |
0.6549 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7178 |
0.7173 |
| PP |
0.7162 |
0.7151 |
| S1 |
0.7145 |
0.7129 |
|