CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7353 |
0.0008 |
0.1% |
0.7471 |
| High |
0.7373 |
0.7381 |
0.0008 |
0.1% |
0.7488 |
| Low |
0.7335 |
0.7316 |
-0.0019 |
-0.3% |
0.7340 |
| Close |
0.7354 |
0.7360 |
0.0006 |
0.1% |
0.7345 |
| Range |
0.0038 |
0.0065 |
0.0027 |
69.7% |
0.0149 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
92,699 |
122,970 |
30,271 |
32.7% |
515,308 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7517 |
0.7395 |
|
| R3 |
0.7481 |
0.7453 |
0.7377 |
|
| R2 |
0.7417 |
0.7417 |
0.7371 |
|
| R1 |
0.7388 |
0.7388 |
0.7365 |
0.7402 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7359 |
| S1 |
0.7324 |
0.7324 |
0.7354 |
0.7338 |
| S2 |
0.7288 |
0.7288 |
0.7348 |
|
| S3 |
0.7223 |
0.7259 |
0.7342 |
|
| S4 |
0.7159 |
0.7195 |
0.7324 |
|
|
| 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 |
0.7475 |
0.7316 |
0.0159 |
2.2% |
0.0065 |
0.9% |
27% |
False |
True |
116,169 |
| 10 |
0.7632 |
0.7316 |
0.0316 |
4.3% |
0.0072 |
1.0% |
14% |
False |
True |
127,102 |
| 20 |
0.7847 |
0.7316 |
0.0531 |
7.2% |
0.0084 |
1.1% |
8% |
False |
True |
136,433 |
| 40 |
0.7919 |
0.7316 |
0.0603 |
8.2% |
0.0099 |
1.3% |
7% |
False |
True |
143,096 |
| 60 |
0.7919 |
0.7316 |
0.0603 |
8.2% |
0.0102 |
1.4% |
7% |
False |
True |
121,067 |
| 80 |
0.7919 |
0.6855 |
0.1064 |
14.5% |
0.0101 |
1.4% |
47% |
False |
False |
90,986 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
16.4% |
0.0094 |
1.3% |
54% |
False |
False |
72,845 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
16.4% |
0.0087 |
1.2% |
54% |
False |
False |
60,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7549 |
|
1.618 |
0.7485 |
|
1.000 |
0.7445 |
|
0.618 |
0.7420 |
|
HIGH |
0.7381 |
|
0.618 |
0.7356 |
|
0.500 |
0.7348 |
|
0.382 |
0.7341 |
|
LOW |
0.7316 |
|
0.618 |
0.7276 |
|
1.000 |
0.7252 |
|
1.618 |
0.7212 |
|
2.618 |
0.7147 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7396 |
| PP |
0.7352 |
0.7384 |
| S1 |
0.7348 |
0.7372 |
|