CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 27-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.6885 |
0.6957 |
0.0072 |
1.0% |
0.6860 |
High |
0.6967 |
0.7018 |
0.0051 |
0.7% |
0.6973 |
Low |
0.6875 |
0.6936 |
0.0061 |
0.9% |
0.6710 |
Close |
0.6967 |
0.6962 |
-0.0005 |
-0.1% |
0.6917 |
Range |
0.0092 |
0.0082 |
-0.0010 |
-10.9% |
0.0263 |
ATR |
0.0072 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
Volume |
269 |
145 |
-124 |
-46.1% |
4,027 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7216 |
0.7171 |
0.7007 |
|
R3 |
0.7135 |
0.7089 |
0.6984 |
|
R2 |
0.7053 |
0.7053 |
0.6977 |
|
R1 |
0.7008 |
0.7008 |
0.6969 |
0.7031 |
PP |
0.6972 |
0.6972 |
0.6972 |
0.6983 |
S1 |
0.6926 |
0.6926 |
0.6955 |
0.6949 |
S2 |
0.6890 |
0.6890 |
0.6947 |
|
S3 |
0.6809 |
0.6845 |
0.6940 |
|
S4 |
0.6727 |
0.6763 |
0.6917 |
|
|
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 |
0.7018 |
0.6710 |
0.0308 |
4.4% |
0.0137 |
2.0% |
82% |
True |
False |
909 |
10 |
0.7018 |
0.6710 |
0.0308 |
4.4% |
0.0088 |
1.3% |
82% |
True |
False |
483 |
20 |
0.7107 |
0.6710 |
0.0397 |
5.7% |
0.0062 |
0.9% |
63% |
False |
False |
272 |
40 |
0.7330 |
0.6710 |
0.0620 |
8.9% |
0.0060 |
0.9% |
41% |
False |
False |
220 |
60 |
0.7750 |
0.6710 |
0.1040 |
14.9% |
0.0054 |
0.8% |
24% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7364 |
2.618 |
0.7231 |
1.618 |
0.7149 |
1.000 |
0.7099 |
0.618 |
0.7068 |
HIGH |
0.7018 |
0.618 |
0.6986 |
0.500 |
0.6977 |
0.382 |
0.6967 |
LOW |
0.6936 |
0.618 |
0.6886 |
1.000 |
0.6855 |
1.618 |
0.6804 |
2.618 |
0.6723 |
4.250 |
0.6590 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6977 |
0.6952 |
PP |
0.6972 |
0.6942 |
S1 |
0.6967 |
0.6932 |
|