CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7647 |
0.0014 |
0.2% |
0.7716 |
| High |
0.7681 |
0.7675 |
-0.0006 |
-0.1% |
0.7794 |
| Low |
0.7602 |
0.7611 |
0.0009 |
0.1% |
0.7483 |
| Close |
0.7666 |
0.7626 |
-0.0040 |
-0.5% |
0.7639 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-18.5% |
0.0311 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
98,497 |
104,139 |
5,642 |
5.7% |
659,506 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7791 |
0.7661 |
|
| R3 |
0.7765 |
0.7727 |
0.7643 |
|
| R2 |
0.7701 |
0.7701 |
0.7637 |
|
| R1 |
0.7663 |
0.7663 |
0.7631 |
0.7650 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7631 |
| S1 |
0.7599 |
0.7599 |
0.7620 |
0.7586 |
| S2 |
0.7573 |
0.7573 |
0.7614 |
|
| S3 |
0.7509 |
0.7535 |
0.7608 |
|
| S4 |
0.7445 |
0.7471 |
0.7590 |
|
|
| 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 |
0.7768 |
0.7483 |
0.0285 |
3.7% |
0.0120 |
1.6% |
50% |
False |
False |
139,114 |
| 10 |
0.7794 |
0.7483 |
0.0311 |
4.1% |
0.0105 |
1.4% |
46% |
False |
False |
127,689 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.2% |
0.0114 |
1.5% |
64% |
False |
False |
124,495 |
| 40 |
0.7794 |
0.7136 |
0.0658 |
8.6% |
0.0107 |
1.4% |
74% |
False |
False |
64,087 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0101 |
1.3% |
84% |
False |
False |
42,833 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0088 |
1.2% |
84% |
False |
False |
32,156 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0079 |
1.0% |
84% |
False |
False |
25,740 |
| 120 |
0.7814 |
0.6710 |
0.1104 |
14.5% |
0.0075 |
1.0% |
83% |
False |
False |
21,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7947 |
|
2.618 |
0.7843 |
|
1.618 |
0.7779 |
|
1.000 |
0.7739 |
|
0.618 |
0.7715 |
|
HIGH |
0.7675 |
|
0.618 |
0.7651 |
|
0.500 |
0.7643 |
|
0.382 |
0.7635 |
|
LOW |
0.7611 |
|
0.618 |
0.7571 |
|
1.000 |
0.7547 |
|
1.618 |
0.7507 |
|
2.618 |
0.7443 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7611 |
| PP |
0.7637 |
0.7596 |
| S1 |
0.7631 |
0.7582 |
|