CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7706 |
-0.0010 |
-0.1% |
0.7604 |
| High |
0.7794 |
0.7768 |
-0.0026 |
-0.3% |
0.7719 |
| Low |
0.7681 |
0.7604 |
-0.0077 |
-1.0% |
0.7512 |
| Close |
0.7718 |
0.7610 |
-0.0109 |
-1.4% |
0.7707 |
| Range |
0.0113 |
0.0164 |
0.0051 |
45.3% |
0.0208 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
4.1% |
0.0000 |
| Volume |
166,572 |
166,644 |
72 |
0.0% |
414,752 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8044 |
0.7699 |
|
| R3 |
0.7987 |
0.7880 |
0.7654 |
|
| R2 |
0.7824 |
0.7824 |
0.7639 |
|
| R1 |
0.7717 |
0.7717 |
0.7624 |
0.7689 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7646 |
| S1 |
0.7553 |
0.7553 |
0.7595 |
0.7525 |
| S2 |
0.7497 |
0.7497 |
0.7580 |
|
| S3 |
0.7333 |
0.7390 |
0.7565 |
|
| S4 |
0.7170 |
0.7226 |
0.7520 |
|
|
| 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 |
0.7794 |
0.7512 |
0.0282 |
3.7% |
0.0112 |
1.5% |
35% |
False |
False |
135,730 |
| 10 |
0.7794 |
0.7357 |
0.0437 |
5.7% |
0.0119 |
1.6% |
58% |
False |
False |
136,990 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.2% |
0.0106 |
1.4% |
61% |
False |
False |
100,094 |
| 40 |
0.7794 |
0.6905 |
0.0889 |
11.7% |
0.0108 |
1.4% |
79% |
False |
False |
50,886 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0096 |
1.3% |
83% |
False |
False |
34,022 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0084 |
1.1% |
83% |
False |
False |
25,560 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0076 |
1.0% |
83% |
False |
False |
20,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8462 |
|
2.618 |
0.8196 |
|
1.618 |
0.8032 |
|
1.000 |
0.7931 |
|
0.618 |
0.7869 |
|
HIGH |
0.7768 |
|
0.618 |
0.7705 |
|
0.500 |
0.7686 |
|
0.382 |
0.7666 |
|
LOW |
0.7604 |
|
0.618 |
0.7503 |
|
1.000 |
0.7441 |
|
1.618 |
0.7339 |
|
2.618 |
0.7176 |
|
4.250 |
0.6909 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7688 |
| PP |
0.7660 |
0.7662 |
| S1 |
0.7635 |
0.7636 |
|