CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7311 |
0.0029 |
0.4% |
0.7241 |
| High |
0.7378 |
0.7357 |
-0.0021 |
-0.3% |
0.7349 |
| Low |
0.7278 |
0.7287 |
0.0009 |
0.1% |
0.7141 |
| Close |
0.7305 |
0.7315 |
0.0011 |
0.1% |
0.7291 |
| Range |
0.0100 |
0.0071 |
-0.0030 |
-29.5% |
0.0208 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,367 |
2,037 |
670 |
49.0% |
4,240 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7494 |
0.7354 |
|
| R3 |
0.7461 |
0.7423 |
0.7334 |
|
| R2 |
0.7390 |
0.7390 |
0.7328 |
|
| R1 |
0.7353 |
0.7353 |
0.7321 |
0.7371 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7329 |
| S1 |
0.7282 |
0.7282 |
0.7309 |
0.7301 |
| S2 |
0.7249 |
0.7249 |
0.7302 |
|
| S3 |
0.7179 |
0.7212 |
0.7296 |
|
| S4 |
0.7108 |
0.7141 |
0.7276 |
|
|
| 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% |
0.0085 |
1.2% |
73% |
False |
False |
1,339 |
| 10 |
0.7378 |
0.7141 |
0.0237 |
3.2% |
0.0087 |
1.2% |
73% |
False |
False |
868 |
| 20 |
0.7378 |
0.6845 |
0.0533 |
7.3% |
0.0098 |
1.3% |
88% |
False |
False |
540 |
| 40 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0081 |
1.1% |
91% |
False |
False |
408 |
| 60 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0073 |
1.0% |
91% |
False |
False |
329 |
| 80 |
0.7750 |
0.6710 |
0.1040 |
14.2% |
0.0064 |
0.9% |
58% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7657 |
|
2.618 |
0.7542 |
|
1.618 |
0.7471 |
|
1.000 |
0.7428 |
|
0.618 |
0.7401 |
|
HIGH |
0.7357 |
|
0.618 |
0.7330 |
|
0.500 |
0.7322 |
|
0.382 |
0.7313 |
|
LOW |
0.7287 |
|
0.618 |
0.7243 |
|
1.000 |
0.7216 |
|
1.618 |
0.7172 |
|
2.618 |
0.7102 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7323 |
| PP |
0.7320 |
0.7320 |
| S1 |
0.7317 |
0.7318 |
|