CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7589 |
0.0077 |
1.0% |
0.7604 |
| High |
0.7598 |
0.7719 |
0.0122 |
1.6% |
0.7719 |
| Low |
0.7512 |
0.7583 |
0.0071 |
0.9% |
0.7512 |
| Close |
0.7597 |
0.7707 |
0.0111 |
1.5% |
0.7707 |
| Range |
0.0086 |
0.0136 |
0.0051 |
59.1% |
0.0208 |
| ATR |
0.0101 |
0.0103 |
0.0003 |
2.5% |
0.0000 |
| Volume |
102,998 |
147,607 |
44,609 |
43.3% |
414,752 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8028 |
0.7782 |
|
| R3 |
0.7942 |
0.7892 |
0.7744 |
|
| R2 |
0.7806 |
0.7806 |
0.7732 |
|
| R1 |
0.7756 |
0.7756 |
0.7719 |
0.7781 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7682 |
| S1 |
0.7620 |
0.7620 |
0.7695 |
0.7645 |
| S2 |
0.7534 |
0.7534 |
0.7682 |
|
| S3 |
0.7398 |
0.7484 |
0.7670 |
|
| S4 |
0.7262 |
0.7348 |
0.7632 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8268 |
0.8195 |
0.7821 |
|
| R3 |
0.8061 |
0.7988 |
0.7764 |
|
| R2 |
0.7853 |
0.7853 |
0.7745 |
|
| R1 |
0.7780 |
0.7780 |
0.7726 |
0.7817 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7664 |
| S1 |
0.7573 |
0.7573 |
0.7688 |
0.7609 |
| S2 |
0.7438 |
0.7438 |
0.7669 |
|
| S3 |
0.7231 |
0.7365 |
0.7650 |
|
| S4 |
0.7023 |
0.7158 |
0.7593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7719 |
0.7512 |
0.0208 |
2.7% |
0.0080 |
1.0% |
94% |
True |
False |
98,348 |
| 10 |
0.7747 |
0.7340 |
0.0407 |
5.3% |
0.0107 |
1.4% |
90% |
False |
False |
123,486 |
| 20 |
0.7747 |
0.7321 |
0.0426 |
5.5% |
0.0107 |
1.4% |
91% |
False |
False |
84,131 |
| 40 |
0.7747 |
0.6855 |
0.0892 |
11.6% |
0.0105 |
1.4% |
96% |
False |
False |
42,561 |
| 60 |
0.7747 |
0.6710 |
0.1037 |
13.5% |
0.0093 |
1.2% |
96% |
False |
False |
28,472 |
| 80 |
0.7747 |
0.6710 |
0.1037 |
13.5% |
0.0082 |
1.1% |
96% |
False |
False |
21,396 |
| 100 |
0.7750 |
0.6710 |
0.1040 |
13.5% |
0.0075 |
1.0% |
96% |
False |
False |
17,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8297 |
|
2.618 |
0.8075 |
|
1.618 |
0.7939 |
|
1.000 |
0.7855 |
|
0.618 |
0.7803 |
|
HIGH |
0.7719 |
|
0.618 |
0.7667 |
|
0.500 |
0.7651 |
|
0.382 |
0.7635 |
|
LOW |
0.7583 |
|
0.618 |
0.7499 |
|
1.000 |
0.7447 |
|
1.618 |
0.7363 |
|
2.618 |
0.7227 |
|
4.250 |
0.7005 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7688 |
0.7676 |
| PP |
0.7670 |
0.7646 |
| S1 |
0.7651 |
0.7615 |
|