CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7647 |
0.7625 |
-0.0022 |
-0.3% |
0.7716 |
| High |
0.7675 |
0.7634 |
-0.0041 |
-0.5% |
0.7794 |
| Low |
0.7611 |
0.7588 |
-0.0024 |
-0.3% |
0.7483 |
| Close |
0.7626 |
0.7614 |
-0.0012 |
-0.2% |
0.7639 |
| Range |
0.0064 |
0.0047 |
-0.0018 |
-27.3% |
0.0311 |
| ATR |
0.0108 |
0.0103 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
104,139 |
82,396 |
-21,743 |
-20.9% |
659,506 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7729 |
0.7639 |
|
| R3 |
0.7705 |
0.7682 |
0.7626 |
|
| R2 |
0.7658 |
0.7658 |
0.7622 |
|
| R1 |
0.7636 |
0.7636 |
0.7618 |
0.7624 |
| PP |
0.7612 |
0.7612 |
0.7612 |
0.7606 |
| S1 |
0.7589 |
0.7589 |
0.7609 |
0.7577 |
| S2 |
0.7565 |
0.7565 |
0.7605 |
|
| S3 |
0.7519 |
0.7543 |
0.7601 |
|
| S4 |
0.7472 |
0.7496 |
0.7588 |
|
|
| 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 |
0.7681 |
0.7483 |
0.0198 |
2.6% |
0.0096 |
1.3% |
66% |
False |
False |
122,264 |
| 10 |
0.7794 |
0.7483 |
0.0311 |
4.1% |
0.0104 |
1.4% |
42% |
False |
False |
128,997 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.2% |
0.0112 |
1.5% |
62% |
False |
False |
126,639 |
| 40 |
0.7794 |
0.7141 |
0.0653 |
8.6% |
0.0103 |
1.4% |
72% |
False |
False |
66,137 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0101 |
1.3% |
83% |
False |
False |
44,206 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0088 |
1.2% |
83% |
False |
False |
33,186 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.2% |
0.0079 |
1.0% |
83% |
False |
False |
26,564 |
| 120 |
0.7814 |
0.6710 |
0.1104 |
14.5% |
0.0075 |
1.0% |
82% |
False |
False |
22,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7832 |
|
2.618 |
0.7756 |
|
1.618 |
0.7709 |
|
1.000 |
0.7681 |
|
0.618 |
0.7663 |
|
HIGH |
0.7634 |
|
0.618 |
0.7616 |
|
0.500 |
0.7611 |
|
0.382 |
0.7605 |
|
LOW |
0.7588 |
|
0.618 |
0.7559 |
|
1.000 |
0.7541 |
|
1.618 |
0.7512 |
|
2.618 |
0.7466 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7634 |
| PP |
0.7612 |
0.7627 |
| S1 |
0.7611 |
0.7620 |
|