CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6754 |
0.6794 |
0.0041 |
0.6% |
0.6781 |
| High |
0.6821 |
0.6881 |
0.0060 |
0.9% |
0.6891 |
| Low |
0.6748 |
0.6779 |
0.0031 |
0.5% |
0.6624 |
| Close |
0.6800 |
0.6879 |
0.0079 |
1.2% |
0.6829 |
| Range |
0.0073 |
0.0102 |
0.0030 |
40.7% |
0.0268 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.6% |
0.0000 |
| Volume |
157,617 |
185,322 |
27,705 |
17.6% |
1,139,536 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7152 |
0.7117 |
0.6935 |
|
| R3 |
0.7050 |
0.7015 |
0.6907 |
|
| R2 |
0.6948 |
0.6948 |
0.6897 |
|
| R1 |
0.6913 |
0.6913 |
0.6888 |
0.6931 |
| PP |
0.6846 |
0.6846 |
0.6846 |
0.6855 |
| S1 |
0.6811 |
0.6811 |
0.6869 |
0.6829 |
| S2 |
0.6744 |
0.6744 |
0.6860 |
|
| S3 |
0.6642 |
0.6709 |
0.6850 |
|
| S4 |
0.6540 |
0.6607 |
0.6822 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7474 |
0.6976 |
|
| R3 |
0.7316 |
0.7206 |
0.6903 |
|
| R2 |
0.7049 |
0.7049 |
0.6878 |
|
| R1 |
0.6939 |
0.6939 |
0.6854 |
0.6994 |
| PP |
0.6781 |
0.6781 |
0.6781 |
0.6809 |
| S1 |
0.6671 |
0.6671 |
0.6804 |
0.6726 |
| S2 |
0.6514 |
0.6514 |
0.6780 |
|
| S3 |
0.6246 |
0.6404 |
0.6755 |
|
| S4 |
0.5979 |
0.6136 |
0.6682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6918 |
0.6624 |
0.0294 |
4.3% |
0.0134 |
1.9% |
87% |
False |
False |
266,998 |
| 10 |
0.6918 |
0.6624 |
0.0294 |
4.3% |
0.0094 |
1.4% |
87% |
False |
False |
211,680 |
| 20 |
0.7024 |
0.6624 |
0.0400 |
5.8% |
0.0072 |
1.1% |
64% |
False |
False |
171,166 |
| 40 |
0.7307 |
0.6624 |
0.0684 |
9.9% |
0.0080 |
1.2% |
37% |
False |
False |
142,456 |
| 60 |
0.7675 |
0.6624 |
0.1052 |
15.3% |
0.0079 |
1.2% |
24% |
False |
False |
95,269 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0076 |
1.1% |
22% |
False |
False |
71,509 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.5% |
0.0076 |
1.1% |
22% |
False |
False |
57,326 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.0% |
0.0070 |
1.0% |
19% |
False |
False |
47,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7314 |
|
2.618 |
0.7148 |
|
1.618 |
0.7046 |
|
1.000 |
0.6983 |
|
0.618 |
0.6944 |
|
HIGH |
0.6881 |
|
0.618 |
0.6842 |
|
0.500 |
0.6830 |
|
0.382 |
0.6817 |
|
LOW |
0.6779 |
|
0.618 |
0.6715 |
|
1.000 |
0.6677 |
|
1.618 |
0.6613 |
|
2.618 |
0.6511 |
|
4.250 |
0.6345 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6862 |
0.6859 |
| PP |
0.6846 |
0.6839 |
| S1 |
0.6830 |
0.6820 |
|