CME Japanese Yen Future March 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7711 |
0.7729 |
0.0018 |
0.2% |
0.7768 |
High |
0.7750 |
0.7822 |
0.0072 |
0.9% |
0.7801 |
Low |
0.7704 |
0.7710 |
0.0006 |
0.1% |
0.7676 |
Close |
0.7724 |
0.7807 |
0.0084 |
1.1% |
0.7743 |
Range |
0.0047 |
0.0113 |
0.0066 |
141.9% |
0.0125 |
ATR |
0.0101 |
0.0102 |
0.0001 |
0.8% |
0.0000 |
Volume |
104,094 |
151,641 |
47,547 |
45.7% |
559,919 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8117 |
0.8075 |
0.7869 |
|
R3 |
0.8005 |
0.7962 |
0.7838 |
|
R2 |
0.7892 |
0.7892 |
0.7828 |
|
R1 |
0.7850 |
0.7850 |
0.7817 |
0.7871 |
PP |
0.7780 |
0.7780 |
0.7780 |
0.7790 |
S1 |
0.7737 |
0.7737 |
0.7797 |
0.7758 |
S2 |
0.7667 |
0.7667 |
0.7786 |
|
S3 |
0.7555 |
0.7625 |
0.7776 |
|
S4 |
0.7442 |
0.7512 |
0.7745 |
|
|
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 |
0.7822 |
0.7701 |
0.0121 |
1.5% |
0.0076 |
1.0% |
88% |
True |
False |
114,910 |
10 |
0.7881 |
0.7676 |
0.0205 |
2.6% |
0.0086 |
1.1% |
64% |
False |
False |
119,444 |
20 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0110 |
1.4% |
74% |
False |
False |
146,836 |
40 |
0.7919 |
0.7321 |
0.0598 |
7.7% |
0.0108 |
1.4% |
81% |
False |
False |
119,464 |
60 |
0.7919 |
0.6855 |
0.1064 |
13.6% |
0.0108 |
1.4% |
89% |
False |
False |
80,095 |
80 |
0.7919 |
0.6710 |
0.1209 |
15.5% |
0.0098 |
1.3% |
91% |
False |
False |
60,145 |
100 |
0.7919 |
0.6710 |
0.1209 |
15.5% |
0.0089 |
1.1% |
91% |
False |
False |
48,149 |
120 |
0.7919 |
0.6710 |
0.1209 |
15.5% |
0.0081 |
1.0% |
91% |
False |
False |
40,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8300 |
2.618 |
0.8117 |
1.618 |
0.8004 |
1.000 |
0.7935 |
0.618 |
0.7892 |
HIGH |
0.7822 |
0.618 |
0.7779 |
0.500 |
0.7766 |
0.382 |
0.7752 |
LOW |
0.7710 |
0.618 |
0.7640 |
1.000 |
0.7597 |
1.618 |
0.7527 |
2.618 |
0.7415 |
4.250 |
0.7231 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7793 |
0.7792 |
PP |
0.7780 |
0.7777 |
S1 |
0.7766 |
0.7762 |
|