CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7639 |
-0.0039 |
-0.5% |
0.7416 |
| High |
0.7692 |
0.7678 |
-0.0015 |
-0.2% |
0.7525 |
| Low |
0.7631 |
0.7616 |
-0.0016 |
-0.2% |
0.7321 |
| Close |
0.7652 |
0.7635 |
-0.0017 |
-0.2% |
0.7408 |
| Range |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0204 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
143,725 |
102,295 |
-41,430 |
-28.8% |
502,060 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7794 |
0.7669 |
|
| R3 |
0.7767 |
0.7732 |
0.7652 |
|
| R2 |
0.7705 |
0.7705 |
0.7646 |
|
| R1 |
0.7670 |
0.7670 |
0.7640 |
0.7656 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7636 |
| S1 |
0.7608 |
0.7608 |
0.7629 |
0.7594 |
| S2 |
0.7581 |
0.7581 |
0.7623 |
|
| S3 |
0.7519 |
0.7546 |
0.7617 |
|
| S4 |
0.7457 |
0.7484 |
0.7600 |
|
|
| 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 |
0.7340 |
0.0407 |
5.3% |
0.0134 |
1.8% |
72% |
False |
False |
148,625 |
| 10 |
0.7747 |
0.7321 |
0.0426 |
5.6% |
0.0124 |
1.6% |
74% |
False |
False |
115,553 |
| 20 |
0.7747 |
0.7251 |
0.0496 |
6.5% |
0.0113 |
1.5% |
77% |
False |
False |
60,256 |
| 40 |
0.7747 |
0.6841 |
0.0906 |
11.9% |
0.0105 |
1.4% |
88% |
False |
False |
30,286 |
| 60 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0089 |
1.2% |
89% |
False |
False |
20,279 |
| 80 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0081 |
1.1% |
89% |
False |
False |
15,251 |
| 100 |
0.7750 |
0.6710 |
0.1040 |
13.6% |
0.0074 |
1.0% |
89% |
False |
False |
12,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7840 |
|
1.618 |
0.7778 |
|
1.000 |
0.7740 |
|
0.618 |
0.7716 |
|
HIGH |
0.7678 |
|
0.618 |
0.7654 |
|
0.500 |
0.7647 |
|
0.382 |
0.7639 |
|
LOW |
0.7616 |
|
0.618 |
0.7577 |
|
1.000 |
0.7554 |
|
1.618 |
0.7515 |
|
2.618 |
0.7453 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7647 |
0.7607 |
| PP |
0.7643 |
0.7579 |
| S1 |
0.7639 |
0.7552 |
|