CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7793 |
0.7884 |
0.0091 |
1.2% |
0.7633 |
High |
0.7906 |
0.7919 |
0.0013 |
0.2% |
0.7906 |
Low |
0.7785 |
0.7800 |
0.0015 |
0.2% |
0.7588 |
Close |
0.7877 |
0.7849 |
-0.0029 |
-0.4% |
0.7877 |
Range |
0.0121 |
0.0120 |
-0.0002 |
-1.2% |
0.0319 |
ATR |
0.0111 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
Volume |
181,113 |
230,033 |
48,920 |
27.0% |
710,518 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8214 |
0.8151 |
0.7914 |
|
R3 |
0.8095 |
0.8031 |
0.7881 |
|
R2 |
0.7975 |
0.7975 |
0.7870 |
|
R1 |
0.7912 |
0.7912 |
0.7859 |
0.7884 |
PP |
0.7856 |
0.7856 |
0.7856 |
0.7842 |
S1 |
0.7792 |
0.7792 |
0.7838 |
0.7764 |
S2 |
0.7736 |
0.7736 |
0.7827 |
|
S3 |
0.7617 |
0.7673 |
0.7816 |
|
S4 |
0.7497 |
0.7553 |
0.7783 |
|
|
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 |
0.7919 |
0.7588 |
0.0332 |
4.2% |
0.0112 |
1.4% |
79% |
True |
False |
168,410 |
10 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0121 |
1.5% |
84% |
True |
False |
160,005 |
20 |
0.7919 |
0.7340 |
0.0579 |
7.4% |
0.0114 |
1.4% |
88% |
True |
False |
141,746 |
40 |
0.7919 |
0.7141 |
0.0778 |
9.9% |
0.0107 |
1.4% |
91% |
True |
False |
82,509 |
60 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0107 |
1.4% |
94% |
True |
False |
55,127 |
80 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0093 |
1.2% |
94% |
True |
False |
41,379 |
100 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0083 |
1.1% |
94% |
True |
False |
33,119 |
120 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0077 |
1.0% |
94% |
True |
False |
27,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8427 |
2.618 |
0.8232 |
1.618 |
0.8112 |
1.000 |
0.8039 |
0.618 |
0.7993 |
HIGH |
0.7919 |
0.618 |
0.7873 |
0.500 |
0.7859 |
0.382 |
0.7845 |
LOW |
0.7800 |
0.618 |
0.7726 |
1.000 |
0.7680 |
1.618 |
0.7606 |
2.618 |
0.7487 |
4.250 |
0.7292 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7859 |
0.7821 |
PP |
0.7856 |
0.7793 |
S1 |
0.7852 |
0.7765 |
|