CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7745 |
0.7711 |
-0.0034 |
-0.4% |
0.7768 |
| High |
0.7784 |
0.7750 |
-0.0034 |
-0.4% |
0.7801 |
| Low |
0.7703 |
0.7704 |
0.0001 |
0.0% |
0.7676 |
| Close |
0.7704 |
0.7724 |
0.0020 |
0.3% |
0.7743 |
| Range |
0.0082 |
0.0047 |
-0.0035 |
-42.9% |
0.0125 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
112,521 |
104,094 |
-8,427 |
-7.5% |
559,919 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7841 |
0.7749 |
|
| R3 |
0.7819 |
0.7794 |
0.7736 |
|
| R2 |
0.7772 |
0.7772 |
0.7732 |
|
| R1 |
0.7748 |
0.7748 |
0.7728 |
0.7760 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7732 |
| S1 |
0.7701 |
0.7701 |
0.7719 |
0.7714 |
| S2 |
0.7679 |
0.7679 |
0.7715 |
|
| S3 |
0.7633 |
0.7655 |
0.7711 |
|
| S4 |
0.7586 |
0.7608 |
0.7698 |
|
|
| 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 |
0.7701 |
0.0096 |
1.2% |
0.0070 |
0.9% |
23% |
False |
False |
107,030 |
| 10 |
0.7896 |
0.7655 |
0.0241 |
3.1% |
0.0099 |
1.3% |
28% |
False |
False |
135,160 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0110 |
1.4% |
55% |
False |
False |
147,583 |
| 40 |
0.7919 |
0.7321 |
0.0598 |
7.7% |
0.0108 |
1.4% |
67% |
False |
False |
115,857 |
| 60 |
0.7919 |
0.6855 |
0.1064 |
13.8% |
0.0107 |
1.4% |
82% |
False |
False |
77,568 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0097 |
1.3% |
84% |
False |
False |
58,250 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0088 |
1.1% |
84% |
False |
False |
46,633 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.7% |
0.0081 |
1.0% |
84% |
False |
False |
38,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7872 |
|
1.618 |
0.7825 |
|
1.000 |
0.7797 |
|
0.618 |
0.7779 |
|
HIGH |
0.7750 |
|
0.618 |
0.7732 |
|
0.500 |
0.7727 |
|
0.382 |
0.7721 |
|
LOW |
0.7704 |
|
0.618 |
0.7675 |
|
1.000 |
0.7657 |
|
1.618 |
0.7628 |
|
2.618 |
0.7582 |
|
4.250 |
0.7506 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7727 |
0.7743 |
| PP |
0.7726 |
0.7737 |
| S1 |
0.7725 |
0.7730 |
|