CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7281 |
0.7283 |
0.0002 |
0.0% |
0.7241 |
| High |
0.7349 |
0.7378 |
0.0029 |
0.4% |
0.7349 |
| Low |
0.7268 |
0.7278 |
0.0011 |
0.1% |
0.7141 |
| Close |
0.7291 |
0.7305 |
0.0014 |
0.2% |
0.7291 |
| Range |
0.0082 |
0.0100 |
0.0019 |
22.7% |
0.0208 |
| ATR |
0.0093 |
0.0094 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,413 |
1,367 |
-46 |
-3.3% |
4,240 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7562 |
0.7360 |
|
| R3 |
0.7520 |
0.7462 |
0.7332 |
|
| R2 |
0.7420 |
0.7420 |
0.7323 |
|
| R1 |
0.7362 |
0.7362 |
0.7314 |
0.7391 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7335 |
| S1 |
0.7262 |
0.7262 |
0.7295 |
0.7291 |
| S2 |
0.7220 |
0.7220 |
0.7286 |
|
| S3 |
0.7120 |
0.7162 |
0.7277 |
|
| S4 |
0.7020 |
0.7062 |
0.7250 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7884 |
0.7796 |
0.7405 |
|
| R3 |
0.7676 |
0.7588 |
0.7348 |
|
| R2 |
0.7468 |
0.7468 |
0.7329 |
|
| R1 |
0.7380 |
0.7380 |
0.7310 |
0.7424 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7283 |
| S1 |
0.7172 |
0.7172 |
0.7272 |
0.7216 |
| S2 |
0.7052 |
0.7052 |
0.7253 |
|
| S3 |
0.6844 |
0.6964 |
0.7234 |
|
| S4 |
0.6636 |
0.6756 |
0.7177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7378 |
0.7141 |
0.0237 |
3.2% |
0.0091 |
1.2% |
69% |
True |
False |
1,121 |
| 10 |
0.7378 |
0.7141 |
0.0237 |
3.2% |
0.0089 |
1.2% |
69% |
True |
False |
688 |
| 20 |
0.7378 |
0.6841 |
0.0537 |
7.4% |
0.0097 |
1.3% |
86% |
True |
False |
445 |
| 40 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0080 |
1.1% |
89% |
True |
False |
357 |
| 60 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0073 |
1.0% |
89% |
True |
False |
295 |
| 80 |
0.7750 |
0.6710 |
0.1040 |
14.2% |
0.0066 |
0.9% |
57% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7803 |
|
2.618 |
0.7640 |
|
1.618 |
0.7540 |
|
1.000 |
0.7478 |
|
0.618 |
0.7440 |
|
HIGH |
0.7378 |
|
0.618 |
0.7340 |
|
0.500 |
0.7328 |
|
0.382 |
0.7316 |
|
LOW |
0.7278 |
|
0.618 |
0.7216 |
|
1.000 |
0.7178 |
|
1.618 |
0.7116 |
|
2.618 |
0.7016 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7295 |
| PP |
0.7320 |
0.7285 |
| S1 |
0.7312 |
0.7276 |
|