CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7471 |
0.7343 |
-0.0128 |
-1.7% |
0.7416 |
| High |
0.7482 |
0.7422 |
-0.0060 |
-0.8% |
0.7525 |
| Low |
0.7321 |
0.7340 |
0.0019 |
0.3% |
0.7321 |
| Close |
0.7343 |
0.7408 |
0.0065 |
0.9% |
0.7408 |
| Range |
0.0161 |
0.0082 |
-0.0079 |
-49.2% |
0.0204 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
124,410 |
109,167 |
-15,243 |
-12.3% |
502,060 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7602 |
0.7452 |
|
| R3 |
0.7553 |
0.7521 |
0.7430 |
|
| R2 |
0.7471 |
0.7471 |
0.7422 |
|
| R1 |
0.7439 |
0.7439 |
0.7415 |
0.7455 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7398 |
| S1 |
0.7358 |
0.7358 |
0.7400 |
0.7374 |
| S2 |
0.7308 |
0.7308 |
0.7393 |
|
| S3 |
0.7227 |
0.7276 |
0.7385 |
|
| S4 |
0.7145 |
0.7195 |
0.7363 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7923 |
0.7520 |
|
| R3 |
0.7826 |
0.7719 |
0.7464 |
|
| R2 |
0.7622 |
0.7622 |
0.7445 |
|
| R1 |
0.7515 |
0.7515 |
0.7426 |
0.7466 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7394 |
| S1 |
0.7311 |
0.7311 |
0.7389 |
0.7262 |
| S2 |
0.7214 |
0.7214 |
0.7370 |
|
| S3 |
0.7010 |
0.7107 |
0.7351 |
|
| S4 |
0.6806 |
0.6903 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7525 |
0.7321 |
0.0204 |
2.8% |
0.0115 |
1.6% |
42% |
False |
False |
100,412 |
| 10 |
0.7555 |
0.7321 |
0.0234 |
3.2% |
0.0101 |
1.4% |
37% |
False |
False |
54,956 |
| 20 |
0.7584 |
0.7141 |
0.0443 |
6.0% |
0.0099 |
1.3% |
60% |
False |
False |
28,719 |
| 40 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0105 |
1.4% |
80% |
False |
False |
14,547 |
| 60 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0083 |
1.1% |
80% |
False |
False |
9,716 |
| 80 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0076 |
1.0% |
80% |
False |
False |
7,327 |
| 100 |
0.7814 |
0.6710 |
0.1104 |
14.9% |
0.0071 |
1.0% |
63% |
False |
False |
5,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7635 |
|
1.618 |
0.7553 |
|
1.000 |
0.7503 |
|
0.618 |
0.7472 |
|
HIGH |
0.7422 |
|
0.618 |
0.7390 |
|
0.500 |
0.7381 |
|
0.382 |
0.7371 |
|
LOW |
0.7340 |
|
0.618 |
0.7290 |
|
1.000 |
0.7259 |
|
1.618 |
0.7208 |
|
2.618 |
0.7127 |
|
4.250 |
0.6994 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7423 |
| PP |
0.7390 |
0.7418 |
| S1 |
0.7381 |
0.7413 |
|