CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7841 |
0.7768 |
-0.0073 |
-0.9% |
0.7884 |
| High |
0.7845 |
0.7801 |
-0.0044 |
-0.6% |
0.7919 |
| Low |
0.7708 |
0.7690 |
-0.0018 |
-0.2% |
0.7655 |
| Close |
0.7771 |
0.7702 |
-0.0069 |
-0.9% |
0.7771 |
| Range |
0.0137 |
0.0111 |
-0.0026 |
-19.0% |
0.0264 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
144,294 |
118,842 |
-25,452 |
-17.6% |
805,102 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.7993 |
0.7763 |
|
| R3 |
0.7952 |
0.7882 |
0.7732 |
|
| R2 |
0.7841 |
0.7841 |
0.7722 |
|
| R1 |
0.7772 |
0.7772 |
0.7712 |
0.7751 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7721 |
| S1 |
0.7661 |
0.7661 |
0.7692 |
0.7641 |
| S2 |
0.7620 |
0.7620 |
0.7682 |
|
| S3 |
0.7510 |
0.7551 |
0.7672 |
|
| S4 |
0.7399 |
0.7440 |
0.7641 |
|
|
| 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% |
0.0135 |
1.8% |
18% |
False |
False |
184,788 |
| 10 |
0.7919 |
0.7588 |
0.0332 |
4.3% |
0.0119 |
1.5% |
35% |
False |
False |
163,446 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.7% |
0.0111 |
1.4% |
50% |
False |
False |
144,400 |
| 40 |
0.7919 |
0.7174 |
0.0746 |
9.7% |
0.0113 |
1.5% |
71% |
False |
False |
99,806 |
| 60 |
0.7919 |
0.6841 |
0.1078 |
14.0% |
0.0107 |
1.4% |
80% |
False |
False |
66,623 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0094 |
1.2% |
82% |
False |
False |
50,031 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0087 |
1.1% |
82% |
False |
False |
40,058 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0080 |
1.0% |
82% |
False |
False |
33,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8090 |
|
1.618 |
0.7979 |
|
1.000 |
0.7911 |
|
0.618 |
0.7869 |
|
HIGH |
0.7801 |
|
0.618 |
0.7758 |
|
0.500 |
0.7745 |
|
0.382 |
0.7732 |
|
LOW |
0.7690 |
|
0.618 |
0.7622 |
|
1.000 |
0.7580 |
|
1.618 |
0.7511 |
|
2.618 |
0.7401 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7745 |
0.7785 |
| PP |
0.7731 |
0.7758 |
| S1 |
0.7716 |
0.7730 |
|