CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7348 |
0.0088 |
1.2% |
0.7327 |
| High |
0.7338 |
0.7366 |
0.0028 |
0.4% |
0.7439 |
| Low |
0.7258 |
0.7311 |
0.0054 |
0.7% |
0.7239 |
| Close |
0.7325 |
0.7322 |
-0.0003 |
0.0% |
0.7325 |
| Range |
0.0081 |
0.0055 |
-0.0026 |
-32.3% |
0.0200 |
| ATR |
0.0106 |
0.0103 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
23,041 |
616 |
-22,425 |
-97.3% |
791,582 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7464 |
0.7352 |
|
| R3 |
0.7442 |
0.7409 |
0.7337 |
|
| R2 |
0.7387 |
0.7387 |
0.7332 |
|
| R1 |
0.7355 |
0.7355 |
0.7327 |
0.7344 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7327 |
| S1 |
0.7300 |
0.7300 |
0.7317 |
0.7289 |
| S2 |
0.7278 |
0.7278 |
0.7312 |
|
| S3 |
0.7224 |
0.7246 |
0.7307 |
|
| S4 |
0.7169 |
0.7191 |
0.7292 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7829 |
0.7435 |
|
| R3 |
0.7734 |
0.7629 |
0.7380 |
|
| R2 |
0.7534 |
0.7534 |
0.7361 |
|
| R1 |
0.7429 |
0.7429 |
0.7343 |
0.7382 |
| PP |
0.7334 |
0.7334 |
0.7334 |
0.7310 |
| S1 |
0.7229 |
0.7229 |
0.7306 |
0.7182 |
| S2 |
0.7134 |
0.7134 |
0.7288 |
|
| S3 |
0.6934 |
0.7029 |
0.7270 |
|
| S4 |
0.6734 |
0.6829 |
0.7215 |
|
|
| 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 |
2.7% |
0.0113 |
1.5% |
42% |
False |
False |
136,212 |
| 10 |
0.7439 |
0.7239 |
0.0200 |
2.7% |
0.0092 |
1.3% |
42% |
False |
False |
127,228 |
| 20 |
0.7497 |
0.7051 |
0.0447 |
6.1% |
0.0103 |
1.4% |
61% |
False |
False |
136,170 |
| 40 |
0.7497 |
0.6722 |
0.0775 |
10.6% |
0.0107 |
1.5% |
77% |
False |
False |
149,234 |
| 60 |
0.7497 |
0.6624 |
0.0874 |
11.9% |
0.0092 |
1.3% |
80% |
False |
False |
154,602 |
| 80 |
0.7497 |
0.6624 |
0.0874 |
11.9% |
0.0091 |
1.2% |
80% |
False |
False |
138,495 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.5% |
0.0090 |
1.2% |
62% |
False |
False |
110,906 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.5% |
0.0085 |
1.2% |
62% |
False |
False |
92,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7508 |
|
1.618 |
0.7454 |
|
1.000 |
0.7420 |
|
0.618 |
0.7399 |
|
HIGH |
0.7366 |
|
0.618 |
0.7345 |
|
0.500 |
0.7338 |
|
0.382 |
0.7332 |
|
LOW |
0.7311 |
|
0.618 |
0.7277 |
|
1.000 |
0.7257 |
|
1.618 |
0.7223 |
|
2.618 |
0.7168 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7321 |
| PP |
0.7333 |
0.7319 |
| S1 |
0.7327 |
0.7318 |
|