CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7257 |
0.0030 |
0.4% |
0.7145 |
| High |
0.7281 |
0.7455 |
0.0175 |
2.4% |
0.7263 |
| Low |
0.7164 |
0.7257 |
0.0093 |
1.3% |
0.7051 |
| Close |
0.7265 |
0.7406 |
0.0142 |
1.9% |
0.7205 |
| Range |
0.0117 |
0.0199 |
0.0082 |
69.7% |
0.0213 |
| ATR |
0.0101 |
0.0108 |
0.0007 |
6.9% |
0.0000 |
| Volume |
168,138 |
209,165 |
41,027 |
24.4% |
463,071 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7886 |
0.7515 |
|
| R3 |
0.7770 |
0.7687 |
0.7461 |
|
| R2 |
0.7571 |
0.7571 |
0.7442 |
|
| R1 |
0.7489 |
0.7489 |
0.7424 |
0.7530 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7393 |
| S1 |
0.7290 |
0.7290 |
0.7388 |
0.7331 |
| S2 |
0.7174 |
0.7174 |
0.7370 |
|
| S3 |
0.6976 |
0.7092 |
0.7351 |
|
| S4 |
0.6777 |
0.6893 |
0.7297 |
|
|
| 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 |
0.7455 |
0.7164 |
0.0292 |
3.9% |
0.0116 |
1.6% |
83% |
True |
False |
159,300 |
| 10 |
0.7455 |
0.7051 |
0.0405 |
5.5% |
0.0101 |
1.4% |
88% |
True |
False |
129,168 |
| 20 |
0.7455 |
0.6760 |
0.0695 |
9.4% |
0.0112 |
1.5% |
93% |
True |
False |
144,237 |
| 40 |
0.7455 |
0.6624 |
0.0832 |
11.2% |
0.0097 |
1.3% |
94% |
True |
False |
160,819 |
| 60 |
0.7455 |
0.6624 |
0.0832 |
11.2% |
0.0091 |
1.2% |
94% |
True |
False |
156,204 |
| 80 |
0.7675 |
0.6624 |
0.1052 |
14.2% |
0.0088 |
1.2% |
74% |
False |
False |
118,266 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.3% |
0.0085 |
1.2% |
69% |
False |
False |
94,661 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.3% |
0.0084 |
1.1% |
69% |
False |
False |
78,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8299 |
|
2.618 |
0.7975 |
|
1.618 |
0.7776 |
|
1.000 |
0.7654 |
|
0.618 |
0.7578 |
|
HIGH |
0.7455 |
|
0.618 |
0.7379 |
|
0.500 |
0.7356 |
|
0.382 |
0.7332 |
|
LOW |
0.7257 |
|
0.618 |
0.7134 |
|
1.000 |
0.7058 |
|
1.618 |
0.6935 |
|
2.618 |
0.6737 |
|
4.250 |
0.6413 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7374 |
| PP |
0.7373 |
0.7342 |
| S1 |
0.7356 |
0.7309 |
|