CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7387 |
0.0002 |
0.0% |
0.7459 |
| High |
0.7439 |
0.7397 |
-0.0043 |
-0.6% |
0.7468 |
| Low |
0.7348 |
0.7239 |
-0.0109 |
-1.5% |
0.7265 |
| Close |
0.7390 |
0.7261 |
-0.0130 |
-1.8% |
0.7334 |
| Range |
0.0091 |
0.0158 |
0.0067 |
73.1% |
0.0203 |
| ATR |
0.0105 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
217,521 |
166,039 |
-51,482 |
-23.7% |
611,301 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7673 |
0.7347 |
|
| R3 |
0.7614 |
0.7516 |
0.7304 |
|
| R2 |
0.7456 |
0.7456 |
0.7289 |
|
| R1 |
0.7358 |
0.7358 |
0.7275 |
0.7329 |
| PP |
0.7299 |
0.7299 |
0.7299 |
0.7284 |
| S1 |
0.7201 |
0.7201 |
0.7246 |
0.7171 |
| S2 |
0.7141 |
0.7141 |
0.7232 |
|
| S3 |
0.6984 |
0.7043 |
0.7217 |
|
| S4 |
0.6826 |
0.6886 |
0.7174 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7852 |
0.7446 |
|
| R3 |
0.7761 |
0.7649 |
0.7390 |
|
| R2 |
0.7558 |
0.7558 |
0.7371 |
|
| R1 |
0.7446 |
0.7446 |
0.7353 |
0.7401 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7333 |
| S1 |
0.7243 |
0.7243 |
0.7315 |
0.7198 |
| S2 |
0.7152 |
0.7152 |
0.7297 |
|
| S3 |
0.6949 |
0.7040 |
0.7278 |
|
| S4 |
0.6746 |
0.6837 |
0.7222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7439 |
0.7239 |
0.0200 |
2.8% |
0.0114 |
1.6% |
11% |
False |
True |
181,860 |
| 10 |
0.7497 |
0.7239 |
0.0258 |
3.6% |
0.0107 |
1.5% |
8% |
False |
True |
160,333 |
| 20 |
0.7497 |
0.7051 |
0.0447 |
6.1% |
0.0104 |
1.4% |
47% |
False |
False |
144,750 |
| 40 |
0.7497 |
0.6624 |
0.0874 |
12.0% |
0.0111 |
1.5% |
73% |
False |
False |
167,128 |
| 60 |
0.7497 |
0.6624 |
0.0874 |
12.0% |
0.0096 |
1.3% |
73% |
False |
False |
164,508 |
| 80 |
0.7497 |
0.6624 |
0.0874 |
12.0% |
0.0091 |
1.2% |
73% |
False |
False |
138,218 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0091 |
1.2% |
56% |
False |
False |
110,672 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.6% |
0.0085 |
1.2% |
56% |
False |
False |
92,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7809 |
|
1.618 |
0.7651 |
|
1.000 |
0.7554 |
|
0.618 |
0.7494 |
|
HIGH |
0.7397 |
|
0.618 |
0.7336 |
|
0.500 |
0.7318 |
|
0.382 |
0.7299 |
|
LOW |
0.7239 |
|
0.618 |
0.7142 |
|
1.000 |
0.7082 |
|
1.618 |
0.6984 |
|
2.618 |
0.6827 |
|
4.250 |
0.6570 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7318 |
0.7339 |
| PP |
0.7299 |
0.7313 |
| S1 |
0.7280 |
0.7287 |
|