CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 21-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7388 |
0.7678 |
0.0290 |
3.9% |
0.7416 |
High |
0.7747 |
0.7692 |
-0.0055 |
-0.7% |
0.7525 |
Low |
0.7357 |
0.7631 |
0.0275 |
3.7% |
0.7321 |
Close |
0.7693 |
0.7652 |
-0.0041 |
-0.5% |
0.7408 |
Range |
0.0391 |
0.0061 |
-0.0330 |
-84.4% |
0.0204 |
ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.5% |
0.0000 |
Volume |
298,924 |
143,725 |
-155,199 |
-51.9% |
502,060 |
|
Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7841 |
0.7807 |
0.7685 |
|
R3 |
0.7780 |
0.7746 |
0.7668 |
|
R2 |
0.7719 |
0.7719 |
0.7663 |
|
R1 |
0.7685 |
0.7685 |
0.7657 |
0.7672 |
PP |
0.7658 |
0.7658 |
0.7658 |
0.7651 |
S1 |
0.7624 |
0.7624 |
0.7646 |
0.7611 |
S2 |
0.7597 |
0.7597 |
0.7640 |
|
S3 |
0.7536 |
0.7563 |
0.7635 |
|
S4 |
0.7475 |
0.7502 |
0.7618 |
|
|
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 |
5.6% |
0.0154 |
2.0% |
78% |
False |
False |
153,048 |
10 |
0.7747 |
0.7321 |
0.0426 |
5.6% |
0.0123 |
1.6% |
78% |
False |
False |
105,847 |
20 |
0.7747 |
0.7174 |
0.0574 |
7.5% |
0.0116 |
1.5% |
83% |
False |
False |
55,212 |
40 |
0.7747 |
0.6841 |
0.0906 |
11.8% |
0.0105 |
1.4% |
89% |
False |
False |
27,735 |
60 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0089 |
1.2% |
91% |
False |
False |
18,575 |
80 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0081 |
1.1% |
91% |
False |
False |
13,972 |
100 |
0.7814 |
0.6710 |
0.1104 |
14.4% |
0.0074 |
1.0% |
85% |
False |
False |
11,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7951 |
2.618 |
0.7852 |
1.618 |
0.7791 |
1.000 |
0.7753 |
0.618 |
0.7730 |
HIGH |
0.7692 |
0.618 |
0.7669 |
0.500 |
0.7662 |
0.382 |
0.7654 |
LOW |
0.7631 |
0.618 |
0.7593 |
1.000 |
0.7570 |
1.618 |
0.7532 |
2.618 |
0.7471 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 21-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7662 |
0.7618 |
PP |
0.7658 |
0.7585 |
S1 |
0.7655 |
0.7552 |
|