CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 01-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.6882 |
0.6847 |
-0.0035 |
-0.5% |
0.6863 |
High |
0.6891 |
0.6922 |
0.0031 |
0.4% |
0.7018 |
Low |
0.6841 |
0.6845 |
0.0004 |
0.1% |
0.6810 |
Close |
0.6852 |
0.6872 |
0.0020 |
0.3% |
0.6903 |
Range |
0.0050 |
0.0077 |
0.0027 |
53.0% |
0.0208 |
ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
Volume |
131 |
204 |
73 |
55.7% |
805 |
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7109 |
0.7067 |
0.6914 |
|
R3 |
0.7032 |
0.6990 |
0.6893 |
|
R2 |
0.6956 |
0.6956 |
0.6886 |
|
R1 |
0.6914 |
0.6914 |
0.6879 |
0.6935 |
PP |
0.6879 |
0.6879 |
0.6879 |
0.6890 |
S1 |
0.6837 |
0.6837 |
0.6864 |
0.6858 |
S2 |
0.6803 |
0.6803 |
0.6857 |
|
S3 |
0.6726 |
0.6761 |
0.6850 |
|
S4 |
0.6650 |
0.6684 |
0.6829 |
|
|
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 |
0.6841 |
0.0177 |
2.6% |
0.0076 |
1.1% |
17% |
False |
False |
160 |
10 |
0.7018 |
0.6710 |
0.0308 |
4.5% |
0.0094 |
1.4% |
53% |
False |
False |
506 |
20 |
0.7107 |
0.6710 |
0.0397 |
5.8% |
0.0066 |
1.0% |
41% |
False |
False |
284 |
40 |
0.7272 |
0.6710 |
0.0562 |
8.2% |
0.0060 |
0.9% |
29% |
False |
False |
227 |
60 |
0.7750 |
0.6710 |
0.1040 |
15.1% |
0.0054 |
0.8% |
16% |
False |
False |
155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7247 |
2.618 |
0.7122 |
1.618 |
0.7045 |
1.000 |
0.6998 |
0.618 |
0.6969 |
HIGH |
0.6922 |
0.618 |
0.6892 |
0.500 |
0.6883 |
0.382 |
0.6874 |
LOW |
0.6845 |
0.618 |
0.6798 |
1.000 |
0.6769 |
1.618 |
0.6721 |
2.618 |
0.6645 |
4.250 |
0.6520 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6883 |
0.6905 |
PP |
0.6879 |
0.6894 |
S1 |
0.6875 |
0.6883 |
|