CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6788 |
0.6863 |
0.0075 |
1.1% |
0.6860 |
| High |
0.6973 |
0.7000 |
0.0027 |
0.4% |
0.6973 |
| Low |
0.6710 |
0.6810 |
0.0100 |
1.5% |
0.6710 |
| Close |
0.6917 |
0.6849 |
-0.0068 |
-1.0% |
0.6917 |
| Range |
0.0263 |
0.0190 |
-0.0073 |
-27.8% |
0.0263 |
| ATR |
0.0062 |
0.0071 |
0.0009 |
14.8% |
0.0000 |
| Volume |
3,791 |
180 |
-3,611 |
-95.3% |
4,027 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7342 |
0.6953 |
|
| R3 |
0.7266 |
0.7152 |
0.6901 |
|
| R2 |
0.7076 |
0.7076 |
0.6883 |
|
| R1 |
0.6962 |
0.6962 |
0.6866 |
0.6924 |
| PP |
0.6886 |
0.6886 |
0.6886 |
0.6867 |
| S1 |
0.6772 |
0.6772 |
0.6831 |
0.6734 |
| S2 |
0.6696 |
0.6696 |
0.6814 |
|
| S3 |
0.6506 |
0.6582 |
0.6796 |
|
| S4 |
0.6316 |
0.6392 |
0.6744 |
|
|
| 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 |
0.7000 |
0.6710 |
0.0290 |
4.2% |
0.0109 |
1.6% |
48% |
True |
False |
830 |
| 10 |
0.7001 |
0.6710 |
0.0291 |
4.2% |
0.0072 |
1.1% |
48% |
False |
False |
454 |
| 20 |
0.7107 |
0.6710 |
0.0397 |
5.8% |
0.0055 |
0.8% |
35% |
False |
False |
248 |
| 40 |
0.7403 |
0.6710 |
0.0693 |
10.1% |
0.0056 |
0.8% |
20% |
False |
False |
206 |
| 60 |
0.7814 |
0.6710 |
0.1104 |
16.1% |
0.0053 |
0.8% |
13% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7808 |
|
2.618 |
0.7497 |
|
1.618 |
0.7307 |
|
1.000 |
0.7190 |
|
0.618 |
0.7117 |
|
HIGH |
0.7000 |
|
0.618 |
0.6927 |
|
0.500 |
0.6905 |
|
0.382 |
0.6883 |
|
LOW |
0.6810 |
|
0.618 |
0.6693 |
|
1.000 |
0.6620 |
|
1.618 |
0.6503 |
|
2.618 |
0.6313 |
|
4.250 |
0.6003 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6905 |
0.6855 |
| PP |
0.6886 |
0.6853 |
| S1 |
0.6867 |
0.6851 |
|