CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7429 |
0.0086 |
1.2% |
0.7416 |
| High |
0.7422 |
0.7451 |
0.0029 |
0.4% |
0.7525 |
| Low |
0.7340 |
0.7375 |
0.0035 |
0.5% |
0.7321 |
| Close |
0.7408 |
0.7384 |
-0.0024 |
-0.3% |
0.7408 |
| Range |
0.0082 |
0.0076 |
-0.0006 |
-6.7% |
0.0204 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
109,167 |
89,015 |
-20,152 |
-18.5% |
502,060 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7584 |
0.7426 |
|
| R3 |
0.7555 |
0.7508 |
0.7405 |
|
| R2 |
0.7479 |
0.7479 |
0.7398 |
|
| R1 |
0.7432 |
0.7432 |
0.7391 |
0.7417 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7396 |
| S1 |
0.7356 |
0.7356 |
0.7377 |
0.7341 |
| S2 |
0.7327 |
0.7327 |
0.7370 |
|
| S3 |
0.7251 |
0.7280 |
0.7363 |
|
| S4 |
0.7175 |
0.7204 |
0.7342 |
|
|
| 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% |
0.0116 |
1.6% |
31% |
False |
False |
110,311 |
| 10 |
0.7525 |
0.7321 |
0.0204 |
2.8% |
0.0094 |
1.3% |
31% |
False |
False |
63,199 |
| 20 |
0.7584 |
0.7141 |
0.0443 |
6.0% |
0.0101 |
1.4% |
55% |
False |
False |
33,150 |
| 40 |
0.7584 |
0.6810 |
0.0774 |
10.5% |
0.0100 |
1.4% |
74% |
False |
False |
16,677 |
| 60 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0083 |
1.1% |
77% |
False |
False |
11,199 |
| 80 |
0.7584 |
0.6710 |
0.0874 |
11.8% |
0.0077 |
1.0% |
77% |
False |
False |
8,440 |
| 100 |
0.7814 |
0.6710 |
0.1104 |
14.9% |
0.0071 |
1.0% |
61% |
False |
False |
6,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7649 |
|
1.618 |
0.7573 |
|
1.000 |
0.7527 |
|
0.618 |
0.7497 |
|
HIGH |
0.7451 |
|
0.618 |
0.7421 |
|
0.500 |
0.7413 |
|
0.382 |
0.7404 |
|
LOW |
0.7375 |
|
0.618 |
0.7328 |
|
1.000 |
0.7299 |
|
1.618 |
0.7252 |
|
2.618 |
0.7176 |
|
4.250 |
0.7052 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7401 |
| PP |
0.7403 |
0.7396 |
| S1 |
0.7394 |
0.7390 |
|