CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7174 |
0.7207 |
0.0034 |
0.5% |
0.6838 |
| High |
0.7293 |
0.7236 |
-0.0057 |
-0.8% |
0.7253 |
| Low |
0.7140 |
0.7155 |
0.0016 |
0.2% |
0.6809 |
| Close |
0.7219 |
0.7206 |
-0.0013 |
-0.2% |
0.7251 |
| Range |
0.0153 |
0.0081 |
-0.0073 |
-47.4% |
0.0444 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
206,648 |
126,325 |
-80,323 |
-38.9% |
811,919 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7440 |
0.7403 |
0.7250 |
|
| R3 |
0.7360 |
0.7323 |
0.7228 |
|
| R2 |
0.7279 |
0.7279 |
0.7220 |
|
| R1 |
0.7242 |
0.7242 |
0.7213 |
0.7221 |
| PP |
0.7199 |
0.7199 |
0.7199 |
0.7188 |
| S1 |
0.7162 |
0.7162 |
0.7198 |
0.7140 |
| S2 |
0.7118 |
0.7118 |
0.7191 |
|
| S3 |
0.7038 |
0.7081 |
0.7183 |
|
| S4 |
0.6957 |
0.7001 |
0.7161 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8286 |
0.7495 |
|
| R3 |
0.7991 |
0.7843 |
0.7373 |
|
| R2 |
0.7548 |
0.7548 |
0.7332 |
|
| R1 |
0.7399 |
0.7399 |
0.7292 |
0.7474 |
| PP |
0.7104 |
0.7104 |
0.7104 |
0.7141 |
| S1 |
0.6956 |
0.6956 |
0.7210 |
0.7030 |
| S2 |
0.6661 |
0.6661 |
0.7170 |
|
| S3 |
0.6217 |
0.6512 |
0.7129 |
|
| S4 |
0.5774 |
0.6069 |
0.7007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7293 |
0.6851 |
0.0442 |
6.1% |
0.0171 |
2.4% |
80% |
False |
False |
203,716 |
| 10 |
0.7293 |
0.6760 |
0.0533 |
7.4% |
0.0124 |
1.7% |
84% |
False |
False |
159,306 |
| 20 |
0.7293 |
0.6624 |
0.0669 |
9.3% |
0.0118 |
1.6% |
87% |
False |
False |
189,507 |
| 40 |
0.7293 |
0.6624 |
0.0669 |
9.3% |
0.0092 |
1.3% |
87% |
False |
False |
174,387 |
| 60 |
0.7423 |
0.6624 |
0.0800 |
11.1% |
0.0086 |
1.2% |
73% |
False |
False |
136,041 |
| 80 |
0.7758 |
0.6624 |
0.1135 |
15.7% |
0.0087 |
1.2% |
51% |
False |
False |
102,153 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.7% |
0.0081 |
1.1% |
51% |
False |
False |
81,809 |
| 120 |
0.7994 |
0.6624 |
0.1370 |
19.0% |
0.0080 |
1.1% |
42% |
False |
False |
68,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7578 |
|
2.618 |
0.7446 |
|
1.618 |
0.7366 |
|
1.000 |
0.7316 |
|
0.618 |
0.7285 |
|
HIGH |
0.7236 |
|
0.618 |
0.7205 |
|
0.500 |
0.7195 |
|
0.382 |
0.7186 |
|
LOW |
0.7155 |
|
0.618 |
0.7105 |
|
1.000 |
0.7075 |
|
1.618 |
0.7025 |
|
2.618 |
0.6944 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7202 |
0.7212 |
| PP |
0.7199 |
0.7210 |
| S1 |
0.7195 |
0.7208 |
|