CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7344 |
0.0032 |
0.4% |
0.7241 |
| High |
0.7366 |
0.7497 |
0.0131 |
1.8% |
0.7349 |
| Low |
0.7251 |
0.7342 |
0.0091 |
1.3% |
0.7141 |
| Close |
0.7350 |
0.7493 |
0.0144 |
2.0% |
0.7291 |
| Range |
0.0115 |
0.0155 |
0.0040 |
34.8% |
0.0208 |
| ATR |
0.0094 |
0.0098 |
0.0004 |
4.7% |
0.0000 |
| Volume |
4,232 |
5,186 |
954 |
22.5% |
4,240 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7856 |
0.7578 |
|
| R3 |
0.7754 |
0.7701 |
0.7536 |
|
| R2 |
0.7599 |
0.7599 |
0.7521 |
|
| R1 |
0.7546 |
0.7546 |
0.7507 |
0.7573 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7457 |
| S1 |
0.7391 |
0.7391 |
0.7479 |
0.7418 |
| S2 |
0.7289 |
0.7289 |
0.7465 |
|
| S3 |
0.7134 |
0.7236 |
0.7450 |
|
| S4 |
0.6979 |
0.7081 |
0.7408 |
|
|
| 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 |
0.7497 |
0.7251 |
0.0246 |
3.3% |
0.0104 |
1.4% |
98% |
True |
False |
2,847 |
| 10 |
0.7497 |
0.7141 |
0.0356 |
4.8% |
0.0093 |
1.2% |
99% |
True |
False |
1,768 |
| 20 |
0.7497 |
0.6855 |
0.0642 |
8.6% |
0.0104 |
1.4% |
99% |
True |
False |
991 |
| 40 |
0.7497 |
0.6710 |
0.0787 |
10.5% |
0.0086 |
1.1% |
99% |
True |
False |
643 |
| 60 |
0.7497 |
0.6710 |
0.0787 |
10.5% |
0.0074 |
1.0% |
99% |
True |
False |
484 |
| 80 |
0.7750 |
0.6710 |
0.1040 |
13.9% |
0.0067 |
0.9% |
75% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.7903 |
|
1.618 |
0.7748 |
|
1.000 |
0.7652 |
|
0.618 |
0.7593 |
|
HIGH |
0.7497 |
|
0.618 |
0.7438 |
|
0.500 |
0.7420 |
|
0.382 |
0.7401 |
|
LOW |
0.7342 |
|
0.618 |
0.7246 |
|
1.000 |
0.7187 |
|
1.618 |
0.7091 |
|
2.618 |
0.6936 |
|
4.250 |
0.6683 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7453 |
| PP |
0.7444 |
0.7414 |
| S1 |
0.7420 |
0.7374 |
|