CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7793 |
0.0181 |
2.4% |
0.7633 |
| High |
0.7819 |
0.7906 |
0.0088 |
1.1% |
0.7906 |
| Low |
0.7610 |
0.7785 |
0.0175 |
2.3% |
0.7588 |
| Close |
0.7793 |
0.7877 |
0.0085 |
1.1% |
0.7877 |
| Range |
0.0209 |
0.0121 |
-0.0088 |
-42.0% |
0.0319 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.7% |
0.0000 |
| Volume |
244,373 |
181,113 |
-63,260 |
-25.9% |
710,518 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8169 |
0.7944 |
|
| R3 |
0.8098 |
0.8048 |
0.7910 |
|
| R2 |
0.7977 |
0.7977 |
0.7899 |
|
| R1 |
0.7927 |
0.7927 |
0.7888 |
0.7952 |
| PP |
0.7856 |
0.7856 |
0.7856 |
0.7869 |
| S1 |
0.7806 |
0.7806 |
0.7866 |
0.7831 |
| S2 |
0.7735 |
0.7735 |
0.7855 |
|
| S3 |
0.7614 |
0.7685 |
0.7844 |
|
| S4 |
0.7493 |
0.7564 |
0.7810 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8746 |
0.8630 |
0.8052 |
|
| R3 |
0.8427 |
0.8311 |
0.7965 |
|
| R2 |
0.8109 |
0.8109 |
0.7935 |
|
| R1 |
0.7993 |
0.7993 |
0.7906 |
0.8051 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7819 |
| S1 |
0.7674 |
0.7674 |
0.7848 |
0.7732 |
| S2 |
0.7472 |
0.7472 |
0.7819 |
|
| S3 |
0.7153 |
0.7356 |
0.7789 |
|
| S4 |
0.6835 |
0.7037 |
0.7702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7906 |
0.7588 |
0.0319 |
4.0% |
0.0104 |
1.3% |
91% |
True |
False |
142,103 |
| 10 |
0.7906 |
0.7483 |
0.0423 |
5.4% |
0.0122 |
1.6% |
93% |
True |
False |
151,763 |
| 20 |
0.7906 |
0.7321 |
0.0585 |
7.4% |
0.0116 |
1.5% |
95% |
True |
False |
136,465 |
| 40 |
0.7906 |
0.7141 |
0.0765 |
9.7% |
0.0105 |
1.3% |
96% |
True |
False |
76,760 |
| 60 |
0.7906 |
0.6710 |
0.1196 |
15.2% |
0.0105 |
1.3% |
98% |
True |
False |
51,295 |
| 80 |
0.7906 |
0.6710 |
0.1196 |
15.2% |
0.0092 |
1.2% |
98% |
True |
False |
38,504 |
| 100 |
0.7906 |
0.6710 |
0.1196 |
15.2% |
0.0082 |
1.0% |
98% |
True |
False |
30,819 |
| 120 |
0.7906 |
0.6710 |
0.1196 |
15.2% |
0.0076 |
1.0% |
98% |
True |
False |
25,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8223 |
|
1.618 |
0.8102 |
|
1.000 |
0.8027 |
|
0.618 |
0.7981 |
|
HIGH |
0.7906 |
|
0.618 |
0.7860 |
|
0.500 |
0.7846 |
|
0.382 |
0.7831 |
|
LOW |
0.7785 |
|
0.618 |
0.7710 |
|
1.000 |
0.7664 |
|
1.618 |
0.7589 |
|
2.618 |
0.7468 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7834 |
| PP |
0.7856 |
0.7790 |
| S1 |
0.7846 |
0.7747 |
|