CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7439 |
0.0011 |
0.1% |
0.7471 |
| High |
0.7452 |
0.7475 |
0.0024 |
0.3% |
0.7488 |
| Low |
0.7403 |
0.7340 |
-0.0064 |
-0.9% |
0.7340 |
| Close |
0.7443 |
0.7345 |
-0.0099 |
-1.3% |
0.7345 |
| Range |
0.0049 |
0.0136 |
0.0087 |
179.4% |
0.0149 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.9% |
0.0000 |
| Volume |
91,337 |
183,151 |
91,814 |
100.5% |
515,308 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7704 |
0.7419 |
|
| R3 |
0.7657 |
0.7569 |
0.7382 |
|
| R2 |
0.7522 |
0.7522 |
0.7369 |
|
| R1 |
0.7433 |
0.7433 |
0.7357 |
0.7410 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7375 |
| S1 |
0.7298 |
0.7298 |
0.7332 |
0.7274 |
| S2 |
0.7251 |
0.7251 |
0.7320 |
|
| S3 |
0.7115 |
0.7162 |
0.7307 |
|
| S4 |
0.6980 |
0.7027 |
0.7270 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7739 |
0.7426 |
|
| R3 |
0.7688 |
0.7590 |
0.7385 |
|
| R2 |
0.7539 |
0.7539 |
0.7372 |
|
| R1 |
0.7442 |
0.7442 |
0.7358 |
0.7416 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7378 |
| S1 |
0.7293 |
0.7293 |
0.7331 |
0.7268 |
| S2 |
0.7242 |
0.7242 |
0.7317 |
|
| S3 |
0.7094 |
0.7145 |
0.7304 |
|
| S4 |
0.6945 |
0.6996 |
0.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7488 |
0.7340 |
0.0149 |
2.0% |
0.0073 |
1.0% |
3% |
False |
True |
124,595 |
| 10 |
0.7734 |
0.7340 |
0.0395 |
5.4% |
0.0083 |
1.1% |
1% |
False |
True |
137,131 |
| 20 |
0.7847 |
0.7340 |
0.0508 |
6.9% |
0.0085 |
1.2% |
1% |
False |
True |
135,884 |
| 40 |
0.7919 |
0.7340 |
0.0580 |
7.9% |
0.0100 |
1.4% |
1% |
False |
True |
142,650 |
| 60 |
0.7919 |
0.7251 |
0.0668 |
9.1% |
0.0103 |
1.4% |
14% |
False |
False |
117,577 |
| 80 |
0.7919 |
0.6841 |
0.1078 |
14.7% |
0.0102 |
1.4% |
47% |
False |
False |
88,294 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
16.5% |
0.0094 |
1.3% |
52% |
False |
False |
70,689 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
16.5% |
0.0088 |
1.2% |
52% |
False |
False |
58,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7830 |
|
1.618 |
0.7694 |
|
1.000 |
0.7611 |
|
0.618 |
0.7559 |
|
HIGH |
0.7475 |
|
0.618 |
0.7423 |
|
0.500 |
0.7407 |
|
0.382 |
0.7391 |
|
LOW |
0.7340 |
|
0.618 |
0.7256 |
|
1.000 |
0.7204 |
|
1.618 |
0.7120 |
|
2.618 |
0.6985 |
|
4.250 |
0.6764 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7407 |
0.7407 |
| PP |
0.7386 |
0.7386 |
| S1 |
0.7365 |
0.7365 |
|