CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6856 |
0.6895 |
0.0040 |
0.6% |
0.6807 |
| High |
0.6915 |
0.6918 |
0.0004 |
0.1% |
0.6900 |
| Low |
0.6838 |
0.6842 |
0.0004 |
0.1% |
0.6755 |
| Close |
0.6903 |
0.6848 |
-0.0055 |
-0.8% |
0.6847 |
| Range |
0.0077 |
0.0077 |
-0.0001 |
-0.6% |
0.0145 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,633 |
121,238 |
23,605 |
24.2% |
731,291 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7099 |
0.7050 |
0.6890 |
|
| R3 |
0.7022 |
0.6973 |
0.6869 |
|
| R2 |
0.6946 |
0.6946 |
0.6862 |
|
| R1 |
0.6897 |
0.6897 |
0.6855 |
0.6883 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6862 |
| S1 |
0.6820 |
0.6820 |
0.6841 |
0.6807 |
| S2 |
0.6793 |
0.6793 |
0.6834 |
|
| S3 |
0.6716 |
0.6744 |
0.6827 |
|
| S4 |
0.6640 |
0.6667 |
0.6806 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7201 |
0.6926 |
|
| R3 |
0.7123 |
0.7057 |
0.6886 |
|
| R2 |
0.6978 |
0.6978 |
0.6873 |
|
| R1 |
0.6912 |
0.6912 |
0.6860 |
0.6945 |
| PP |
0.6834 |
0.6834 |
0.6834 |
0.6850 |
| S1 |
0.6768 |
0.6768 |
0.6833 |
0.6801 |
| S2 |
0.6689 |
0.6689 |
0.6820 |
|
| S3 |
0.6545 |
0.6623 |
0.6807 |
|
| S4 |
0.6400 |
0.6479 |
0.6767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6918 |
0.6760 |
0.0158 |
2.3% |
0.0077 |
1.1% |
56% |
True |
False |
114,896 |
| 10 |
0.6932 |
0.6755 |
0.0177 |
2.6% |
0.0083 |
1.2% |
53% |
False |
False |
143,656 |
| 20 |
0.6932 |
0.6624 |
0.0308 |
4.5% |
0.0088 |
1.3% |
73% |
False |
False |
177,668 |
| 40 |
0.7190 |
0.6624 |
0.0566 |
8.3% |
0.0077 |
1.1% |
40% |
False |
False |
165,983 |
| 60 |
0.7551 |
0.6624 |
0.0927 |
13.5% |
0.0078 |
1.1% |
24% |
False |
False |
119,160 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0080 |
1.2% |
20% |
False |
False |
89,435 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
16.6% |
0.0076 |
1.1% |
20% |
False |
False |
71,658 |
| 120 |
0.8000 |
0.6624 |
0.1377 |
20.1% |
0.0075 |
1.1% |
16% |
False |
False |
59,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7243 |
|
2.618 |
0.7118 |
|
1.618 |
0.7042 |
|
1.000 |
0.6995 |
|
0.618 |
0.6965 |
|
HIGH |
0.6918 |
|
0.618 |
0.6889 |
|
0.500 |
0.6880 |
|
0.382 |
0.6871 |
|
LOW |
0.6842 |
|
0.618 |
0.6794 |
|
1.000 |
0.6765 |
|
1.618 |
0.6718 |
|
2.618 |
0.6641 |
|
4.250 |
0.6516 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6880 |
0.6864 |
| PP |
0.6869 |
0.6858 |
| S1 |
0.6859 |
0.6853 |
|