CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 21-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.6806 |
0.6788 |
-0.0018 |
-0.3% |
0.6860 |
High |
0.6818 |
0.6973 |
0.0155 |
2.3% |
0.6973 |
Low |
0.6788 |
0.6710 |
-0.0078 |
-1.1% |
0.6710 |
Close |
0.6791 |
0.6917 |
0.0126 |
1.8% |
0.6917 |
Range |
0.0030 |
0.0263 |
0.0233 |
776.7% |
0.0263 |
ATR |
0.0046 |
0.0062 |
0.0015 |
33.3% |
0.0000 |
Volume |
33 |
3,791 |
3,758 |
11,387.9% |
4,027 |
|
Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7656 |
0.7549 |
0.7061 |
|
R3 |
0.7393 |
0.7286 |
0.6989 |
|
R2 |
0.7130 |
0.7130 |
0.6965 |
|
R1 |
0.7023 |
0.7023 |
0.6941 |
0.7076 |
PP |
0.6867 |
0.6867 |
0.6867 |
0.6893 |
S1 |
0.6760 |
0.6760 |
0.6892 |
0.6813 |
S2 |
0.6604 |
0.6604 |
0.6868 |
|
S3 |
0.6341 |
0.6497 |
0.6844 |
|
S4 |
0.6078 |
0.6234 |
0.6772 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7656 |
0.7549 |
0.7061 |
|
R3 |
0.7393 |
0.7286 |
0.6989 |
|
R2 |
0.7130 |
0.7130 |
0.6965 |
|
R1 |
0.7023 |
0.7023 |
0.6941 |
0.7076 |
PP |
0.6867 |
0.6867 |
0.6867 |
0.6893 |
S1 |
0.6760 |
0.6760 |
0.6892 |
0.6813 |
S2 |
0.6604 |
0.6604 |
0.6868 |
|
S3 |
0.6341 |
0.6497 |
0.6844 |
|
S4 |
0.6078 |
0.6234 |
0.6772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6973 |
0.6710 |
0.0263 |
3.8% |
0.0076 |
1.1% |
79% |
True |
True |
805 |
10 |
0.7010 |
0.6710 |
0.0300 |
4.3% |
0.0055 |
0.8% |
69% |
False |
True |
436 |
20 |
0.7109 |
0.6710 |
0.0399 |
5.8% |
0.0048 |
0.7% |
52% |
False |
True |
242 |
40 |
0.7494 |
0.6710 |
0.0784 |
11.3% |
0.0053 |
0.8% |
26% |
False |
True |
202 |
60 |
0.7814 |
0.6710 |
0.1104 |
16.0% |
0.0051 |
0.7% |
19% |
False |
True |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8091 |
2.618 |
0.7662 |
1.618 |
0.7399 |
1.000 |
0.7236 |
0.618 |
0.7136 |
HIGH |
0.6973 |
0.618 |
0.6873 |
0.500 |
0.6842 |
0.382 |
0.6810 |
LOW |
0.6710 |
0.618 |
0.6547 |
1.000 |
0.6447 |
1.618 |
0.6284 |
2.618 |
0.6021 |
4.250 |
0.5592 |
|
|
Fisher Pivots for day following 21-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6892 |
0.6892 |
PP |
0.6867 |
0.6867 |
S1 |
0.6842 |
0.6842 |
|