CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7388 |
-0.0041 |
-0.6% |
0.7416 |
| High |
0.7451 |
0.7747 |
0.0297 |
4.0% |
0.7525 |
| Low |
0.7375 |
0.7357 |
-0.0018 |
-0.2% |
0.7321 |
| Close |
0.7384 |
0.7693 |
0.0309 |
4.2% |
0.7408 |
| Range |
0.0076 |
0.0391 |
0.0315 |
413.8% |
0.0204 |
| ATR |
0.0100 |
0.0121 |
0.0021 |
20.8% |
0.0000 |
| Volume |
89,015 |
298,924 |
209,909 |
235.8% |
502,060 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8770 |
0.8622 |
0.7907 |
|
| R3 |
0.8380 |
0.8231 |
0.7800 |
|
| R2 |
0.7989 |
0.7989 |
0.7764 |
|
| R1 |
0.7841 |
0.7841 |
0.7728 |
0.7915 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7636 |
| S1 |
0.7450 |
0.7450 |
0.7657 |
0.7525 |
| S2 |
0.7208 |
0.7208 |
0.7621 |
|
| S3 |
0.6818 |
0.7060 |
0.7585 |
|
| S4 |
0.6427 |
0.6669 |
0.7478 |
|
|
| 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 |
0.7747 |
0.7321 |
0.0426 |
5.5% |
0.0158 |
2.1% |
87% |
True |
False |
144,085 |
| 10 |
0.7747 |
0.7321 |
0.0426 |
5.5% |
0.0126 |
1.6% |
87% |
True |
False |
92,058 |
| 20 |
0.7747 |
0.7141 |
0.0606 |
7.9% |
0.0115 |
1.5% |
91% |
True |
False |
48,049 |
| 40 |
0.7747 |
0.6841 |
0.0906 |
11.8% |
0.0105 |
1.4% |
94% |
True |
False |
24,146 |
| 60 |
0.7747 |
0.6710 |
0.1037 |
13.5% |
0.0088 |
1.1% |
95% |
True |
False |
16,180 |
| 80 |
0.7747 |
0.6710 |
0.1037 |
13.5% |
0.0081 |
1.0% |
95% |
True |
False |
12,176 |
| 100 |
0.7814 |
0.6710 |
0.1104 |
14.3% |
0.0074 |
1.0% |
89% |
False |
False |
9,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9407 |
|
2.618 |
0.8769 |
|
1.618 |
0.8379 |
|
1.000 |
0.8138 |
|
0.618 |
0.7988 |
|
HIGH |
0.7747 |
|
0.618 |
0.7598 |
|
0.500 |
0.7552 |
|
0.382 |
0.7506 |
|
LOW |
0.7357 |
|
0.618 |
0.7115 |
|
1.000 |
0.6966 |
|
1.618 |
0.6725 |
|
2.618 |
0.6334 |
|
4.250 |
0.5697 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7643 |
| PP |
0.7599 |
0.7593 |
| S1 |
0.7552 |
0.7544 |
|