CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 18-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7884 |
0.7855 |
-0.0029 |
-0.4% |
0.7633 |
High |
0.7919 |
0.7896 |
-0.0023 |
-0.3% |
0.7906 |
Low |
0.7800 |
0.7655 |
-0.0145 |
-1.9% |
0.7588 |
Close |
0.7849 |
0.7828 |
-0.0021 |
-0.3% |
0.7877 |
Range |
0.0120 |
0.0241 |
0.0122 |
101.7% |
0.0319 |
ATR |
0.0112 |
0.0121 |
0.0009 |
8.2% |
0.0000 |
Volume |
230,033 |
308,802 |
78,769 |
34.2% |
710,518 |
|
Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8516 |
0.8413 |
0.7961 |
|
R3 |
0.8275 |
0.8172 |
0.7894 |
|
R2 |
0.8034 |
0.8034 |
0.7872 |
|
R1 |
0.7931 |
0.7931 |
0.7850 |
0.7862 |
PP |
0.7793 |
0.7793 |
0.7793 |
0.7759 |
S1 |
0.7690 |
0.7690 |
0.7806 |
0.7621 |
S2 |
0.7552 |
0.7552 |
0.7784 |
|
S3 |
0.7311 |
0.7449 |
0.7762 |
|
S4 |
0.7070 |
0.7208 |
0.7695 |
|
|
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% |
0.0147 |
1.9% |
73% |
False |
False |
209,343 |
10 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0133 |
1.7% |
79% |
False |
False |
174,228 |
20 |
0.7919 |
0.7357 |
0.0563 |
7.2% |
0.0122 |
1.6% |
84% |
False |
False |
151,727 |
40 |
0.7919 |
0.7141 |
0.0778 |
9.9% |
0.0110 |
1.4% |
88% |
False |
False |
90,223 |
60 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0110 |
1.4% |
92% |
False |
False |
60,274 |
80 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0092 |
1.2% |
92% |
False |
False |
45,219 |
100 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0085 |
1.1% |
92% |
False |
False |
36,207 |
120 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0079 |
1.0% |
92% |
False |
False |
30,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8920 |
2.618 |
0.8527 |
1.618 |
0.8286 |
1.000 |
0.8137 |
0.618 |
0.8045 |
HIGH |
0.7896 |
0.618 |
0.7804 |
0.500 |
0.7776 |
0.382 |
0.7747 |
LOW |
0.7655 |
0.618 |
0.7506 |
1.000 |
0.7414 |
1.618 |
0.7265 |
2.618 |
0.7024 |
4.250 |
0.6631 |
|
|
Fisher Pivots for day following 18-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7814 |
PP |
0.7793 |
0.7801 |
S1 |
0.7776 |
0.7787 |
|