CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7745 |
0.0021 |
0.3% |
0.7768 |
| High |
0.7767 |
0.7784 |
0.0018 |
0.2% |
0.7801 |
| Low |
0.7721 |
0.7703 |
-0.0019 |
-0.2% |
0.7676 |
| Close |
0.7743 |
0.7704 |
-0.0039 |
-0.5% |
0.7743 |
| Range |
0.0046 |
0.0082 |
0.0036 |
79.1% |
0.0125 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
92,170 |
112,521 |
20,351 |
22.1% |
559,919 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7921 |
0.7748 |
|
| R3 |
0.7893 |
0.7839 |
0.7726 |
|
| R2 |
0.7812 |
0.7812 |
0.7718 |
|
| R1 |
0.7758 |
0.7758 |
0.7711 |
0.7744 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7723 |
| S1 |
0.7676 |
0.7676 |
0.7696 |
0.7662 |
| S2 |
0.7649 |
0.7649 |
0.7689 |
|
| S3 |
0.7567 |
0.7595 |
0.7681 |
|
| S4 |
0.7486 |
0.7513 |
0.7659 |
|
|
| 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 |
0.7797 |
0.7676 |
0.0122 |
1.6% |
0.0077 |
1.0% |
23% |
False |
False |
110,719 |
| 10 |
0.7919 |
0.7655 |
0.0264 |
3.4% |
0.0106 |
1.4% |
18% |
False |
False |
147,754 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.7% |
0.0114 |
1.5% |
51% |
False |
False |
149,758 |
| 40 |
0.7919 |
0.7321 |
0.0598 |
7.8% |
0.0111 |
1.4% |
64% |
False |
False |
113,384 |
| 60 |
0.7919 |
0.6855 |
0.1064 |
13.8% |
0.0107 |
1.4% |
80% |
False |
False |
75,837 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0097 |
1.3% |
82% |
False |
False |
56,948 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0088 |
1.1% |
82% |
False |
False |
45,593 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0081 |
1.0% |
82% |
False |
False |
37,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.7997 |
|
1.618 |
0.7916 |
|
1.000 |
0.7866 |
|
0.618 |
0.7834 |
|
HIGH |
0.7784 |
|
0.618 |
0.7753 |
|
0.500 |
0.7743 |
|
0.382 |
0.7734 |
|
LOW |
0.7703 |
|
0.618 |
0.7652 |
|
1.000 |
0.7621 |
|
1.618 |
0.7571 |
|
2.618 |
0.7489 |
|
4.250 |
0.7356 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7749 |
| PP |
0.7730 |
0.7734 |
| S1 |
0.7717 |
0.7719 |
|