CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6957 |
0.6941 |
-0.0016 |
-0.2% |
0.6863 |
| High |
0.7018 |
0.6969 |
-0.0049 |
-0.7% |
0.7018 |
| Low |
0.6936 |
0.6888 |
-0.0049 |
-0.7% |
0.6810 |
| Close |
0.6962 |
0.6903 |
-0.0060 |
-0.9% |
0.6903 |
| Range |
0.0082 |
0.0082 |
0.0000 |
0.0% |
0.0208 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
145 |
51 |
-94 |
-64.8% |
805 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7164 |
0.7115 |
0.6947 |
|
| R3 |
0.7083 |
0.7033 |
0.6925 |
|
| R2 |
0.7001 |
0.7001 |
0.6917 |
|
| R1 |
0.6952 |
0.6952 |
0.6910 |
0.6936 |
| PP |
0.6920 |
0.6920 |
0.6920 |
0.6912 |
| S1 |
0.6870 |
0.6870 |
0.6895 |
0.6854 |
| S2 |
0.6838 |
0.6838 |
0.6888 |
|
| S3 |
0.6757 |
0.6789 |
0.6880 |
|
| S4 |
0.6675 |
0.6707 |
0.6858 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7425 |
0.7017 |
|
| R3 |
0.7325 |
0.7218 |
0.6960 |
|
| R2 |
0.7118 |
0.7118 |
0.6941 |
|
| R1 |
0.7010 |
0.7010 |
0.6922 |
0.7064 |
| PP |
0.6910 |
0.6910 |
0.6910 |
0.6937 |
| S1 |
0.6803 |
0.6803 |
0.6883 |
0.6856 |
| S2 |
0.6703 |
0.6703 |
0.6864 |
|
| S3 |
0.6495 |
0.6595 |
0.6845 |
|
| S4 |
0.6288 |
0.6388 |
0.6788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7018 |
0.6810 |
0.0208 |
3.0% |
0.0100 |
1.5% |
45% |
False |
False |
161 |
| 10 |
0.7018 |
0.6710 |
0.0308 |
4.5% |
0.0088 |
1.3% |
63% |
False |
False |
483 |
| 20 |
0.7107 |
0.6710 |
0.0397 |
5.8% |
0.0063 |
0.9% |
48% |
False |
False |
269 |
| 40 |
0.7299 |
0.6710 |
0.0589 |
8.5% |
0.0061 |
0.9% |
33% |
False |
False |
221 |
| 60 |
0.7750 |
0.6710 |
0.1040 |
15.1% |
0.0055 |
0.8% |
19% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7315 |
|
2.618 |
0.7182 |
|
1.618 |
0.7101 |
|
1.000 |
0.7051 |
|
0.618 |
0.7019 |
|
HIGH |
0.6969 |
|
0.618 |
0.6938 |
|
0.500 |
0.6928 |
|
0.382 |
0.6919 |
|
LOW |
0.6888 |
|
0.618 |
0.6837 |
|
1.000 |
0.6806 |
|
1.618 |
0.6756 |
|
2.618 |
0.6674 |
|
4.250 |
0.6541 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6928 |
0.6946 |
| PP |
0.6920 |
0.6932 |
| S1 |
0.6911 |
0.6917 |
|