CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7459 |
0.0057 |
0.8% |
0.7199 |
| High |
0.7497 |
0.7468 |
-0.0030 |
-0.4% |
0.7497 |
| Low |
0.7367 |
0.7319 |
-0.0048 |
-0.6% |
0.7164 |
| Close |
0.7452 |
0.7330 |
-0.0123 |
-1.6% |
0.7452 |
| Range |
0.0131 |
0.0149 |
0.0018 |
13.8% |
0.0334 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.6% |
0.0000 |
| Volume |
223,488 |
131,215 |
-92,273 |
-41.3% |
856,841 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7722 |
0.7411 |
|
| R3 |
0.7669 |
0.7574 |
0.7370 |
|
| R2 |
0.7521 |
0.7521 |
0.7357 |
|
| R1 |
0.7425 |
0.7425 |
0.7343 |
0.7399 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7359 |
| S1 |
0.7277 |
0.7277 |
0.7316 |
0.7250 |
| S2 |
0.7224 |
0.7224 |
0.7302 |
|
| S3 |
0.7075 |
0.7128 |
0.7289 |
|
| S4 |
0.6927 |
0.6980 |
0.7248 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8371 |
0.8245 |
0.7635 |
|
| R3 |
0.8038 |
0.7912 |
0.7544 |
|
| R2 |
0.7704 |
0.7704 |
0.7513 |
|
| R1 |
0.7578 |
0.7578 |
0.7483 |
0.7641 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7402 |
| S1 |
0.7245 |
0.7245 |
0.7421 |
0.7308 |
| S2 |
0.7037 |
0.7037 |
0.7391 |
|
| S3 |
0.6704 |
0.6911 |
0.7360 |
|
| S4 |
0.6370 |
0.6578 |
0.7269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7497 |
0.7164 |
0.0334 |
4.6% |
0.0135 |
1.8% |
50% |
False |
False |
167,984 |
| 10 |
0.7497 |
0.7051 |
0.0447 |
6.1% |
0.0115 |
1.6% |
62% |
False |
False |
145,112 |
| 20 |
0.7497 |
0.6809 |
0.0688 |
9.4% |
0.0118 |
1.6% |
76% |
False |
False |
148,865 |
| 40 |
0.7497 |
0.6624 |
0.0874 |
11.9% |
0.0101 |
1.4% |
81% |
False |
False |
163,771 |
| 60 |
0.7497 |
0.6624 |
0.0874 |
11.9% |
0.0093 |
1.3% |
81% |
False |
False |
161,273 |
| 80 |
0.7629 |
0.6624 |
0.1006 |
13.7% |
0.0088 |
1.2% |
70% |
False |
False |
122,692 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.5% |
0.0087 |
1.2% |
62% |
False |
False |
98,205 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.5% |
0.0085 |
1.2% |
62% |
False |
False |
81,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.7856 |
|
1.618 |
0.7708 |
|
1.000 |
0.7616 |
|
0.618 |
0.7559 |
|
HIGH |
0.7468 |
|
0.618 |
0.7411 |
|
0.500 |
0.7393 |
|
0.382 |
0.7376 |
|
LOW |
0.7319 |
|
0.618 |
0.7227 |
|
1.000 |
0.7171 |
|
1.618 |
0.7079 |
|
2.618 |
0.6930 |
|
4.250 |
0.6688 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7377 |
| PP |
0.7372 |
0.7361 |
| S1 |
0.7351 |
0.7345 |
|