CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7604 |
0.7569 |
-0.0035 |
-0.5% |
0.7429 |
| High |
0.7619 |
0.7574 |
-0.0045 |
-0.6% |
0.7747 |
| Low |
0.7563 |
0.7512 |
-0.0051 |
-0.7% |
0.7357 |
| Close |
0.7570 |
0.7519 |
-0.0051 |
-0.7% |
0.7608 |
| Range |
0.0056 |
0.0063 |
0.0007 |
11.6% |
0.0391 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
69,318 |
94,829 |
25,511 |
36.8% |
710,947 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7683 |
0.7553 |
|
| R3 |
0.7660 |
0.7621 |
0.7536 |
|
| R2 |
0.7597 |
0.7597 |
0.7530 |
|
| R1 |
0.7558 |
0.7558 |
0.7525 |
0.7547 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7529 |
| S1 |
0.7496 |
0.7496 |
0.7513 |
0.7484 |
| S2 |
0.7472 |
0.7472 |
0.7508 |
|
| S3 |
0.7410 |
0.7433 |
0.7502 |
|
| S4 |
0.7347 |
0.7371 |
0.7485 |
|
|
| 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 |
0.7692 |
0.7512 |
0.0181 |
2.4% |
0.0060 |
0.8% |
4% |
False |
True |
97,431 |
| 10 |
0.7747 |
0.7321 |
0.0426 |
5.7% |
0.0109 |
1.4% |
46% |
False |
False |
120,758 |
| 20 |
0.7747 |
0.7251 |
0.0496 |
6.6% |
0.0109 |
1.4% |
54% |
False |
False |
72,072 |
| 40 |
0.7747 |
0.6845 |
0.0902 |
12.0% |
0.0104 |
1.4% |
75% |
False |
False |
36,306 |
| 60 |
0.7747 |
0.6710 |
0.1037 |
13.8% |
0.0091 |
1.2% |
78% |
False |
False |
24,296 |
| 80 |
0.7747 |
0.6710 |
0.1037 |
13.8% |
0.0082 |
1.1% |
78% |
False |
False |
18,265 |
| 100 |
0.7750 |
0.6710 |
0.1040 |
13.8% |
0.0073 |
1.0% |
78% |
False |
False |
14,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7738 |
|
1.618 |
0.7675 |
|
1.000 |
0.7637 |
|
0.618 |
0.7613 |
|
HIGH |
0.7574 |
|
0.618 |
0.7550 |
|
0.500 |
0.7543 |
|
0.382 |
0.7535 |
|
LOW |
0.7512 |
|
0.618 |
0.7473 |
|
1.000 |
0.7449 |
|
1.618 |
0.7410 |
|
2.618 |
0.7348 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7580 |
| PP |
0.7535 |
0.7560 |
| S1 |
0.7527 |
0.7539 |
|