CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7818 |
-0.0037 |
-0.5% |
0.7633 |
| High |
0.7896 |
0.7881 |
-0.0016 |
-0.2% |
0.7906 |
| Low |
0.7655 |
0.7814 |
0.0159 |
2.1% |
0.7588 |
| Close |
0.7828 |
0.7840 |
0.0012 |
0.1% |
0.7877 |
| Range |
0.0241 |
0.0067 |
-0.0175 |
-72.4% |
0.0319 |
| ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
308,802 |
121,973 |
-186,829 |
-60.5% |
710,518 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8008 |
0.7876 |
|
| R3 |
0.7978 |
0.7942 |
0.7858 |
|
| R2 |
0.7911 |
0.7911 |
0.7852 |
|
| R1 |
0.7875 |
0.7875 |
0.7846 |
0.7893 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7854 |
| S1 |
0.7809 |
0.7809 |
0.7833 |
0.7827 |
| S2 |
0.7778 |
0.7778 |
0.7827 |
|
| S3 |
0.7712 |
0.7742 |
0.7821 |
|
| S4 |
0.7645 |
0.7676 |
0.7803 |
|
|
| 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 |
0.7610 |
0.0309 |
3.9% |
0.0151 |
1.9% |
74% |
False |
False |
217,258 |
| 10 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0124 |
1.6% |
82% |
False |
False |
169,761 |
| 20 |
0.7919 |
0.7357 |
0.0563 |
7.2% |
0.0121 |
1.5% |
86% |
False |
False |
153,375 |
| 40 |
0.7919 |
0.7141 |
0.0778 |
9.9% |
0.0111 |
1.4% |
90% |
False |
False |
93,263 |
| 60 |
0.7919 |
0.6810 |
0.1109 |
14.1% |
0.0107 |
1.4% |
93% |
False |
False |
62,243 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0092 |
1.2% |
93% |
False |
False |
46,743 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0086 |
1.1% |
93% |
False |
False |
37,427 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.4% |
0.0079 |
1.0% |
93% |
False |
False |
31,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.8055 |
|
1.618 |
0.7988 |
|
1.000 |
0.7947 |
|
0.618 |
0.7922 |
|
HIGH |
0.7881 |
|
0.618 |
0.7855 |
|
0.500 |
0.7847 |
|
0.382 |
0.7839 |
|
LOW |
0.7814 |
|
0.618 |
0.7773 |
|
1.000 |
0.7748 |
|
1.618 |
0.7706 |
|
2.618 |
0.7640 |
|
4.250 |
0.7531 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7847 |
0.7822 |
| PP |
0.7845 |
0.7805 |
| S1 |
0.7842 |
0.7787 |
|