CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7279 |
0.7257 |
-0.0022 |
-0.3% |
0.6929 |
| High |
0.7316 |
0.7375 |
0.0060 |
0.8% |
0.7340 |
| Low |
0.7222 |
0.7230 |
0.0008 |
0.1% |
0.6905 |
| Close |
0.7266 |
0.7307 |
0.0042 |
0.6% |
0.7339 |
| Range |
0.0094 |
0.0145 |
0.0052 |
55.1% |
0.0436 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.3% |
0.0000 |
| Volume |
235 |
331 |
96 |
40.9% |
1,285 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7668 |
0.7387 |
|
| R3 |
0.7594 |
0.7523 |
0.7347 |
|
| R2 |
0.7449 |
0.7449 |
0.7334 |
|
| R1 |
0.7378 |
0.7378 |
0.7320 |
0.7414 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7322 |
| S1 |
0.7233 |
0.7233 |
0.7294 |
0.7269 |
| S2 |
0.7159 |
0.7159 |
0.7280 |
|
| S3 |
0.7014 |
0.7088 |
0.7267 |
|
| S4 |
0.6869 |
0.6943 |
0.7227 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8501 |
0.8356 |
0.7579 |
|
| R3 |
0.8066 |
0.7920 |
0.7459 |
|
| R2 |
0.7630 |
0.7630 |
0.7419 |
|
| R1 |
0.7485 |
0.7485 |
0.7379 |
0.7557 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7231 |
| S1 |
0.7049 |
0.7049 |
0.7299 |
0.7122 |
| S2 |
0.6759 |
0.6759 |
0.7259 |
|
| S3 |
0.6324 |
0.6614 |
0.7219 |
|
| S4 |
0.5888 |
0.6178 |
0.7099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7375 |
0.6935 |
0.0440 |
6.0% |
0.0161 |
2.2% |
85% |
True |
False |
301 |
| 10 |
0.7375 |
0.6855 |
0.0520 |
7.1% |
0.0117 |
1.6% |
87% |
True |
False |
225 |
| 20 |
0.7375 |
0.6710 |
0.0665 |
9.1% |
0.0105 |
1.4% |
90% |
True |
False |
366 |
| 40 |
0.7375 |
0.6710 |
0.0665 |
9.1% |
0.0078 |
1.1% |
90% |
True |
False |
249 |
| 60 |
0.7494 |
0.6710 |
0.0784 |
10.7% |
0.0066 |
0.9% |
76% |
False |
False |
191 |
| 80 |
0.7814 |
0.6710 |
0.1104 |
15.1% |
0.0062 |
0.8% |
54% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7755 |
|
1.618 |
0.7610 |
|
1.000 |
0.7520 |
|
0.618 |
0.7465 |
|
HIGH |
0.7375 |
|
0.618 |
0.7320 |
|
0.500 |
0.7303 |
|
0.382 |
0.7285 |
|
LOW |
0.7230 |
|
0.618 |
0.7140 |
|
1.000 |
0.7085 |
|
1.618 |
0.6995 |
|
2.618 |
0.6850 |
|
4.250 |
0.6614 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7290 |
| PP |
0.7304 |
0.7273 |
| S1 |
0.7303 |
0.7255 |
|