CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7811 |
0.7626 |
-0.0186 |
-2.4% |
0.7745 |
| High |
0.7831 |
0.7640 |
-0.0191 |
-2.4% |
0.7847 |
| Low |
0.7657 |
0.7559 |
-0.0098 |
-1.3% |
0.7657 |
| Close |
0.7667 |
0.7582 |
-0.0086 |
-1.1% |
0.7667 |
| Range |
0.0174 |
0.0081 |
-0.0093 |
-53.3% |
0.0190 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.2% |
0.0000 |
| Volume |
225,737 |
153,305 |
-72,432 |
-32.1% |
733,741 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7790 |
0.7626 |
|
| R3 |
0.7756 |
0.7709 |
0.7604 |
|
| R2 |
0.7675 |
0.7675 |
0.7596 |
|
| R1 |
0.7628 |
0.7628 |
0.7589 |
0.7611 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7585 |
| S1 |
0.7547 |
0.7547 |
0.7574 |
0.7530 |
| S2 |
0.7513 |
0.7513 |
0.7567 |
|
| S3 |
0.7432 |
0.7466 |
0.7559 |
|
| S4 |
0.7351 |
0.7385 |
0.7537 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8294 |
0.8170 |
0.7772 |
|
| R3 |
0.8104 |
0.7980 |
0.7719 |
|
| R2 |
0.7914 |
0.7914 |
0.7702 |
|
| R1 |
0.7790 |
0.7790 |
0.7684 |
0.7757 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7707 |
| S1 |
0.7600 |
0.7600 |
0.7650 |
0.7567 |
| S2 |
0.7534 |
0.7534 |
0.7632 |
|
| S3 |
0.7344 |
0.7410 |
0.7615 |
|
| S4 |
0.7154 |
0.7220 |
0.7563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7847 |
0.7559 |
0.0288 |
3.8% |
0.0096 |
1.3% |
8% |
False |
True |
154,905 |
| 10 |
0.7847 |
0.7559 |
0.0288 |
3.8% |
0.0086 |
1.1% |
8% |
False |
True |
132,812 |
| 20 |
0.7919 |
0.7559 |
0.0360 |
4.7% |
0.0103 |
1.4% |
6% |
False |
True |
148,129 |
| 40 |
0.7919 |
0.7321 |
0.0598 |
7.9% |
0.0108 |
1.4% |
44% |
False |
False |
131,865 |
| 60 |
0.7919 |
0.6935 |
0.0984 |
13.0% |
0.0109 |
1.4% |
66% |
False |
False |
88,733 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.9% |
0.0101 |
1.3% |
72% |
False |
False |
66,627 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.9% |
0.0090 |
1.2% |
72% |
False |
False |
53,335 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.9% |
0.0082 |
1.1% |
72% |
False |
False |
44,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7852 |
|
1.618 |
0.7771 |
|
1.000 |
0.7721 |
|
0.618 |
0.7690 |
|
HIGH |
0.7640 |
|
0.618 |
0.7609 |
|
0.500 |
0.7600 |
|
0.382 |
0.7590 |
|
LOW |
0.7559 |
|
0.618 |
0.7509 |
|
1.000 |
0.7478 |
|
1.618 |
0.7428 |
|
2.618 |
0.7347 |
|
4.250 |
0.7215 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7703 |
| PP |
0.7594 |
0.7663 |
| S1 |
0.7588 |
0.7622 |
|