CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7542 |
0.0055 |
0.7% |
0.7283 |
| High |
0.7584 |
0.7555 |
-0.0029 |
-0.4% |
0.7584 |
| Low |
0.7454 |
0.7406 |
-0.0048 |
-0.6% |
0.7251 |
| Close |
0.7540 |
0.7416 |
-0.0124 |
-1.6% |
0.7540 |
| Range |
0.0130 |
0.0149 |
0.0019 |
14.2% |
0.0333 |
| ATR |
0.0100 |
0.0104 |
0.0003 |
3.4% |
0.0000 |
| Volume |
7,360 |
6,588 |
-772 |
-10.5% |
20,182 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7809 |
0.7498 |
|
| R3 |
0.7756 |
0.7660 |
0.7457 |
|
| R2 |
0.7607 |
0.7607 |
0.7443 |
|
| R1 |
0.7512 |
0.7512 |
0.7430 |
0.7485 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7446 |
| S1 |
0.7363 |
0.7363 |
0.7402 |
0.7337 |
| S2 |
0.7310 |
0.7310 |
0.7389 |
|
| S3 |
0.7162 |
0.7215 |
0.7375 |
|
| S4 |
0.7013 |
0.7066 |
0.7334 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8330 |
0.7723 |
|
| R3 |
0.8123 |
0.7998 |
0.7631 |
|
| R2 |
0.7791 |
0.7791 |
0.7601 |
|
| R1 |
0.7665 |
0.7665 |
0.7570 |
0.7728 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7490 |
| S1 |
0.7333 |
0.7333 |
0.7510 |
0.7396 |
| S2 |
0.7126 |
0.7126 |
0.7479 |
|
| S3 |
0.6793 |
0.7000 |
0.7449 |
|
| S4 |
0.6461 |
0.6668 |
0.7357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7584 |
0.7251 |
0.0333 |
4.5% |
0.0124 |
1.7% |
50% |
False |
False |
5,080 |
| 10 |
0.7584 |
0.7141 |
0.0443 |
6.0% |
0.0107 |
1.4% |
62% |
False |
False |
3,101 |
| 20 |
0.7584 |
0.6905 |
0.0679 |
9.2% |
0.0110 |
1.5% |
75% |
False |
False |
1,678 |
| 40 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0090 |
1.2% |
81% |
False |
False |
987 |
| 60 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0077 |
1.0% |
81% |
False |
False |
716 |
| 80 |
0.7702 |
0.6710 |
0.0992 |
13.4% |
0.0069 |
0.9% |
71% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8186 |
|
2.618 |
0.7943 |
|
1.618 |
0.7795 |
|
1.000 |
0.7703 |
|
0.618 |
0.7646 |
|
HIGH |
0.7555 |
|
0.618 |
0.7498 |
|
0.500 |
0.7480 |
|
0.382 |
0.7463 |
|
LOW |
0.7406 |
|
0.618 |
0.7314 |
|
1.000 |
0.7258 |
|
1.618 |
0.7166 |
|
2.618 |
0.7017 |
|
4.250 |
0.6775 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7463 |
| PP |
0.7459 |
0.7447 |
| S1 |
0.7437 |
0.7432 |
|