CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7841 |
0.0023 |
0.3% |
0.7884 |
| High |
0.7881 |
0.7845 |
-0.0036 |
-0.5% |
0.7919 |
| Low |
0.7814 |
0.7708 |
-0.0106 |
-1.4% |
0.7655 |
| Close |
0.7840 |
0.7771 |
-0.0069 |
-0.9% |
0.7771 |
| Range |
0.0067 |
0.0137 |
0.0070 |
105.3% |
0.0264 |
| ATR |
0.0117 |
0.0119 |
0.0001 |
1.2% |
0.0000 |
| Volume |
121,973 |
144,294 |
22,321 |
18.3% |
805,102 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8114 |
0.7846 |
|
| R3 |
0.8047 |
0.7977 |
0.7808 |
|
| R2 |
0.7911 |
0.7911 |
0.7796 |
|
| R1 |
0.7841 |
0.7841 |
0.7783 |
0.7808 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7758 |
| S1 |
0.7704 |
0.7704 |
0.7758 |
0.7671 |
| S2 |
0.7638 |
0.7638 |
0.7745 |
|
| S3 |
0.7501 |
0.7568 |
0.7733 |
|
| S4 |
0.7365 |
0.7431 |
0.7695 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8574 |
0.8436 |
0.7916 |
|
| R3 |
0.8310 |
0.8172 |
0.7843 |
|
| R2 |
0.8046 |
0.8046 |
0.7819 |
|
| R1 |
0.7908 |
0.7908 |
0.7795 |
0.7845 |
| PP |
0.7782 |
0.7782 |
0.7782 |
0.7750 |
| S1 |
0.7644 |
0.7644 |
0.7746 |
0.7581 |
| S2 |
0.7518 |
0.7518 |
0.7722 |
|
| S3 |
0.7254 |
0.7380 |
0.7698 |
|
| S4 |
0.6990 |
0.7116 |
0.7625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7655 |
0.0264 |
3.4% |
0.0137 |
1.8% |
44% |
False |
False |
197,243 |
| 10 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0124 |
1.6% |
66% |
False |
False |
169,464 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0109 |
1.4% |
66% |
False |
False |
145,644 |
| 40 |
0.7919 |
0.7141 |
0.0778 |
10.0% |
0.0112 |
1.4% |
81% |
False |
False |
96,846 |
| 60 |
0.7919 |
0.6841 |
0.1078 |
13.9% |
0.0106 |
1.4% |
86% |
False |
False |
64,645 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0093 |
1.2% |
88% |
False |
False |
48,546 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0086 |
1.1% |
88% |
False |
False |
38,869 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0079 |
1.0% |
88% |
False |
False |
32,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8425 |
|
2.618 |
0.8202 |
|
1.618 |
0.8065 |
|
1.000 |
0.7981 |
|
0.618 |
0.7929 |
|
HIGH |
0.7845 |
|
0.618 |
0.7792 |
|
0.500 |
0.7776 |
|
0.382 |
0.7760 |
|
LOW |
0.7708 |
|
0.618 |
0.7624 |
|
1.000 |
0.7572 |
|
1.618 |
0.7487 |
|
2.618 |
0.7351 |
|
4.250 |
0.7128 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7776 |
| PP |
0.7774 |
0.7774 |
| S1 |
0.7772 |
0.7772 |
|