CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7636 |
-0.0003 |
0.0% |
0.7429 |
| High |
0.7678 |
0.7649 |
-0.0029 |
-0.4% |
0.7747 |
| Low |
0.7616 |
0.7592 |
-0.0024 |
-0.3% |
0.7357 |
| Close |
0.7635 |
0.7608 |
-0.0027 |
-0.4% |
0.7608 |
| Range |
0.0062 |
0.0058 |
-0.0005 |
-7.3% |
0.0391 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
102,295 |
76,988 |
-25,307 |
-24.7% |
710,947 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7756 |
0.7639 |
|
| R3 |
0.7731 |
0.7698 |
0.7623 |
|
| R2 |
0.7674 |
0.7674 |
0.7618 |
|
| R1 |
0.7641 |
0.7641 |
0.7613 |
0.7628 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7610 |
| S1 |
0.7583 |
0.7583 |
0.7602 |
0.7571 |
| S2 |
0.7559 |
0.7559 |
0.7597 |
|
| S3 |
0.7501 |
0.7526 |
0.7592 |
|
| S4 |
0.7444 |
0.7468 |
0.7576 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8742 |
0.8565 |
0.7822 |
|
| R3 |
0.8351 |
0.8175 |
0.7715 |
|
| R2 |
0.7961 |
0.7961 |
0.7679 |
|
| R1 |
0.7784 |
0.7784 |
0.7643 |
0.7873 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7615 |
| S1 |
0.7394 |
0.7394 |
0.7572 |
0.7482 |
| S2 |
0.7180 |
0.7180 |
0.7536 |
|
| S3 |
0.6789 |
0.7003 |
0.7500 |
|
| S4 |
0.6399 |
0.6613 |
0.7393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7747 |
0.7357 |
0.0391 |
5.1% |
0.0129 |
1.7% |
64% |
False |
False |
142,189 |
| 10 |
0.7747 |
0.7321 |
0.0426 |
5.6% |
0.0122 |
1.6% |
67% |
False |
False |
121,300 |
| 20 |
0.7747 |
0.7251 |
0.0496 |
6.5% |
0.0112 |
1.5% |
72% |
False |
False |
64,034 |
| 40 |
0.7747 |
0.6841 |
0.0906 |
11.9% |
0.0104 |
1.4% |
85% |
False |
False |
32,207 |
| 60 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0090 |
1.2% |
87% |
False |
False |
21,562 |
| 80 |
0.7747 |
0.6710 |
0.1037 |
13.6% |
0.0082 |
1.1% |
87% |
False |
False |
16,213 |
| 100 |
0.7750 |
0.6710 |
0.1040 |
13.7% |
0.0074 |
1.0% |
86% |
False |
False |
12,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7893 |
|
2.618 |
0.7800 |
|
1.618 |
0.7742 |
|
1.000 |
0.7707 |
|
0.618 |
0.7685 |
|
HIGH |
0.7649 |
|
0.618 |
0.7627 |
|
0.500 |
0.7620 |
|
0.382 |
0.7613 |
|
LOW |
0.7592 |
|
0.618 |
0.7556 |
|
1.000 |
0.7534 |
|
1.618 |
0.7498 |
|
2.618 |
0.7441 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7642 |
| PP |
0.7616 |
0.7630 |
| S1 |
0.7612 |
0.7619 |
|