CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7228 |
0.0013 |
0.2% |
0.7145 |
| High |
0.7270 |
0.7281 |
0.0011 |
0.1% |
0.7263 |
| Low |
0.7192 |
0.7164 |
-0.0029 |
-0.4% |
0.7051 |
| Close |
0.7230 |
0.7265 |
0.0035 |
0.5% |
0.7205 |
| Range |
0.0078 |
0.0117 |
0.0039 |
50.0% |
0.0213 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.3% |
0.0000 |
| Volume |
107,915 |
168,138 |
60,223 |
55.8% |
463,071 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7543 |
0.7329 |
|
| R3 |
0.7470 |
0.7426 |
0.7297 |
|
| R2 |
0.7353 |
0.7353 |
0.7286 |
|
| R1 |
0.7309 |
0.7309 |
0.7275 |
0.7331 |
| PP |
0.7236 |
0.7236 |
0.7236 |
0.7247 |
| S1 |
0.7192 |
0.7192 |
0.7254 |
0.7214 |
| S2 |
0.7119 |
0.7119 |
0.7243 |
|
| S3 |
0.7002 |
0.7075 |
0.7232 |
|
| S4 |
0.6885 |
0.6958 |
0.7200 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7720 |
0.7321 |
|
| R3 |
0.7598 |
0.7507 |
0.7263 |
|
| R2 |
0.7385 |
0.7385 |
0.7243 |
|
| R1 |
0.7295 |
0.7295 |
0.7224 |
0.7340 |
| PP |
0.7173 |
0.7173 |
0.7173 |
0.7195 |
| S1 |
0.7082 |
0.7082 |
0.7185 |
0.7128 |
| S2 |
0.6960 |
0.6960 |
0.7166 |
|
| S3 |
0.6748 |
0.6870 |
0.7146 |
|
| S4 |
0.6535 |
0.6657 |
0.7088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7292 |
0.7083 |
0.0210 |
2.9% |
0.0101 |
1.4% |
87% |
False |
False |
141,462 |
| 10 |
0.7292 |
0.7051 |
0.0242 |
3.3% |
0.0089 |
1.2% |
89% |
False |
False |
120,884 |
| 20 |
0.7293 |
0.6760 |
0.0533 |
7.3% |
0.0109 |
1.5% |
95% |
False |
False |
142,616 |
| 40 |
0.7293 |
0.6624 |
0.0669 |
9.2% |
0.0093 |
1.3% |
96% |
False |
False |
158,901 |
| 60 |
0.7293 |
0.6624 |
0.0669 |
9.2% |
0.0090 |
1.2% |
96% |
False |
False |
153,014 |
| 80 |
0.7675 |
0.6624 |
0.1052 |
14.5% |
0.0086 |
1.2% |
61% |
False |
False |
115,653 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0084 |
1.2% |
57% |
False |
False |
92,570 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0082 |
1.1% |
57% |
False |
False |
77,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7778 |
|
2.618 |
0.7587 |
|
1.618 |
0.7470 |
|
1.000 |
0.7398 |
|
0.618 |
0.7353 |
|
HIGH |
0.7281 |
|
0.618 |
0.7236 |
|
0.500 |
0.7222 |
|
0.382 |
0.7208 |
|
LOW |
0.7164 |
|
0.618 |
0.7091 |
|
1.000 |
0.7047 |
|
1.618 |
0.6974 |
|
2.618 |
0.6857 |
|
4.250 |
0.6666 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7250 |
0.7252 |
| PP |
0.7236 |
0.7240 |
| S1 |
0.7222 |
0.7228 |
|