CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7557 |
-0.0054 |
-0.7% |
0.7716 |
| High |
0.7659 |
0.7641 |
-0.0019 |
-0.2% |
0.7794 |
| Low |
0.7525 |
0.7483 |
-0.0042 |
-0.6% |
0.7483 |
| Close |
0.7573 |
0.7639 |
0.0066 |
0.9% |
0.7639 |
| Range |
0.0135 |
0.0158 |
0.0023 |
17.1% |
0.0311 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
3.1% |
0.0000 |
| Volume |
147,262 |
179,028 |
31,766 |
21.6% |
659,506 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.8007 |
0.7726 |
|
| R3 |
0.7903 |
0.7850 |
0.7682 |
|
| R2 |
0.7745 |
0.7745 |
0.7668 |
|
| R1 |
0.7692 |
0.7692 |
0.7653 |
0.7719 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7601 |
| S1 |
0.7535 |
0.7535 |
0.7625 |
0.7561 |
| S2 |
0.7430 |
0.7430 |
0.7610 |
|
| S3 |
0.7273 |
0.7377 |
0.7596 |
|
| S4 |
0.7115 |
0.7220 |
0.7552 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8415 |
0.7810 |
|
| R3 |
0.8260 |
0.8105 |
0.7724 |
|
| R2 |
0.7949 |
0.7949 |
0.7696 |
|
| R1 |
0.7794 |
0.7794 |
0.7667 |
0.7716 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7600 |
| S1 |
0.7484 |
0.7484 |
0.7611 |
0.7406 |
| S2 |
0.7328 |
0.7328 |
0.7582 |
|
| S3 |
0.7018 |
0.7173 |
0.7554 |
|
| S4 |
0.6707 |
0.6863 |
0.7468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7794 |
0.7483 |
0.0311 |
4.1% |
0.0141 |
1.8% |
50% |
False |
True |
161,422 |
| 10 |
0.7794 |
0.7483 |
0.0311 |
4.1% |
0.0103 |
1.3% |
50% |
False |
True |
125,354 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.2% |
0.0113 |
1.5% |
67% |
False |
False |
115,600 |
| 40 |
0.7794 |
0.6935 |
0.0859 |
11.2% |
0.0112 |
1.5% |
82% |
False |
False |
59,035 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0100 |
1.3% |
86% |
False |
False |
39,459 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0087 |
1.1% |
86% |
False |
False |
29,636 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0078 |
1.0% |
86% |
False |
False |
23,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8310 |
|
2.618 |
0.8053 |
|
1.618 |
0.7895 |
|
1.000 |
0.7798 |
|
0.618 |
0.7738 |
|
HIGH |
0.7641 |
|
0.618 |
0.7580 |
|
0.500 |
0.7562 |
|
0.382 |
0.7543 |
|
LOW |
0.7483 |
|
0.618 |
0.7386 |
|
1.000 |
0.7326 |
|
1.618 |
0.7228 |
|
2.618 |
0.7071 |
|
4.250 |
0.6814 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7634 |
| PP |
0.7588 |
0.7630 |
| S1 |
0.7562 |
0.7625 |
|