CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 03-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.6896 |
0.6877 |
-0.0019 |
-0.3% |
0.6863 |
High |
0.6969 |
0.6911 |
-0.0058 |
-0.8% |
0.7018 |
Low |
0.6885 |
0.6858 |
-0.0027 |
-0.4% |
0.6810 |
Close |
0.6927 |
0.6866 |
-0.0061 |
-0.9% |
0.6903 |
Range |
0.0085 |
0.0053 |
-0.0032 |
-37.3% |
0.0208 |
ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
Volume |
192 |
44 |
-148 |
-77.1% |
805 |
|
Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7037 |
0.7004 |
0.6895 |
|
R3 |
0.6984 |
0.6951 |
0.6880 |
|
R2 |
0.6931 |
0.6931 |
0.6875 |
|
R1 |
0.6898 |
0.6898 |
0.6870 |
0.6888 |
PP |
0.6878 |
0.6878 |
0.6878 |
0.6873 |
S1 |
0.6845 |
0.6845 |
0.6861 |
0.6835 |
S2 |
0.6825 |
0.6825 |
0.6856 |
|
S3 |
0.6772 |
0.6792 |
0.6851 |
|
S4 |
0.6719 |
0.6739 |
0.6836 |
|
|
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 |
0.6969 |
0.6841 |
0.0128 |
1.9% |
0.0069 |
1.0% |
19% |
False |
False |
124 |
10 |
0.7018 |
0.6710 |
0.0308 |
4.5% |
0.0103 |
1.5% |
51% |
False |
False |
516 |
20 |
0.7055 |
0.6710 |
0.0345 |
5.0% |
0.0069 |
1.0% |
45% |
False |
False |
294 |
40 |
0.7272 |
0.6710 |
0.0562 |
8.2% |
0.0060 |
0.9% |
28% |
False |
False |
231 |
60 |
0.7750 |
0.6710 |
0.1040 |
15.1% |
0.0054 |
0.8% |
15% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7136 |
2.618 |
0.7050 |
1.618 |
0.6997 |
1.000 |
0.6964 |
0.618 |
0.6944 |
HIGH |
0.6911 |
0.618 |
0.6891 |
0.500 |
0.6885 |
0.382 |
0.6878 |
LOW |
0.6858 |
0.618 |
0.6825 |
1.000 |
0.6805 |
1.618 |
0.6772 |
2.618 |
0.6719 |
4.250 |
0.6633 |
|
|
Fisher Pivots for day following 03-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6885 |
0.6907 |
PP |
0.6878 |
0.6893 |
S1 |
0.6872 |
0.6879 |
|