CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7724 |
-0.0046 |
-0.6% |
0.7768 |
| High |
0.7797 |
0.7767 |
-0.0031 |
-0.4% |
0.7801 |
| Low |
0.7701 |
0.7721 |
0.0020 |
0.3% |
0.7676 |
| Close |
0.7724 |
0.7743 |
0.0019 |
0.2% |
0.7743 |
| Range |
0.0096 |
0.0046 |
-0.0051 |
-52.6% |
0.0125 |
| ATR |
0.0112 |
0.0107 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
114,124 |
92,170 |
-21,954 |
-19.2% |
559,919 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7857 |
0.7768 |
|
| R3 |
0.7834 |
0.7811 |
0.7755 |
|
| R2 |
0.7789 |
0.7789 |
0.7751 |
|
| R1 |
0.7766 |
0.7766 |
0.7747 |
0.7777 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7749 |
| S1 |
0.7720 |
0.7720 |
0.7738 |
0.7732 |
| S2 |
0.7698 |
0.7698 |
0.7734 |
|
| S3 |
0.7652 |
0.7675 |
0.7730 |
|
| S4 |
0.7607 |
0.7629 |
0.7717 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8054 |
0.7811 |
|
| R3 |
0.7990 |
0.7929 |
0.7777 |
|
| R2 |
0.7865 |
0.7865 |
0.7765 |
|
| R1 |
0.7804 |
0.7804 |
0.7754 |
0.7772 |
| PP |
0.7740 |
0.7740 |
0.7740 |
0.7724 |
| S1 |
0.7679 |
0.7679 |
0.7731 |
0.7647 |
| S2 |
0.7615 |
0.7615 |
0.7720 |
|
| S3 |
0.7490 |
0.7554 |
0.7708 |
|
| S4 |
0.7365 |
0.7429 |
0.7674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7801 |
0.7676 |
0.0125 |
1.6% |
0.0083 |
1.1% |
54% |
False |
False |
111,983 |
| 10 |
0.7919 |
0.7655 |
0.0264 |
3.4% |
0.0110 |
1.4% |
33% |
False |
False |
154,613 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0114 |
1.5% |
60% |
False |
False |
149,282 |
| 40 |
0.7919 |
0.7251 |
0.0668 |
8.6% |
0.0112 |
1.4% |
74% |
False |
False |
110,677 |
| 60 |
0.7919 |
0.6845 |
0.1074 |
13.9% |
0.0107 |
1.4% |
84% |
False |
False |
73,965 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0096 |
1.2% |
85% |
False |
False |
55,542 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0089 |
1.1% |
85% |
False |
False |
44,468 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0080 |
1.0% |
85% |
False |
False |
37,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7960 |
|
2.618 |
0.7886 |
|
1.618 |
0.7840 |
|
1.000 |
0.7812 |
|
0.618 |
0.7795 |
|
HIGH |
0.7767 |
|
0.618 |
0.7749 |
|
0.500 |
0.7744 |
|
0.382 |
0.7738 |
|
LOW |
0.7721 |
|
0.618 |
0.7693 |
|
1.000 |
0.7676 |
|
1.618 |
0.7647 |
|
2.618 |
0.7602 |
|
4.250 |
0.7528 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7749 |
| PP |
0.7743 |
0.7747 |
| S1 |
0.7743 |
0.7745 |
|