CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7257 |
0.7402 |
0.0145 |
2.0% |
0.7199 |
| High |
0.7455 |
0.7497 |
0.0042 |
0.6% |
0.7497 |
| Low |
0.7257 |
0.7367 |
0.0110 |
1.5% |
0.7164 |
| Close |
0.7406 |
0.7452 |
0.0046 |
0.6% |
0.7452 |
| Range |
0.0199 |
0.0131 |
-0.0068 |
-34.3% |
0.0334 |
| ATR |
0.0108 |
0.0109 |
0.0002 |
1.5% |
0.0000 |
| Volume |
209,165 |
223,488 |
14,323 |
6.8% |
856,841 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7830 |
0.7772 |
0.7524 |
|
| R3 |
0.7700 |
0.7641 |
0.7488 |
|
| R2 |
0.7569 |
0.7569 |
0.7476 |
|
| R1 |
0.7511 |
0.7511 |
0.7464 |
0.7540 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7453 |
| S1 |
0.7380 |
0.7380 |
0.7440 |
0.7409 |
| S2 |
0.7308 |
0.7308 |
0.7428 |
|
| S3 |
0.7178 |
0.7250 |
0.7416 |
|
| S4 |
0.7047 |
0.7119 |
0.7380 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8371 |
0.8245 |
0.7635 |
|
| R3 |
0.8038 |
0.7912 |
0.7544 |
|
| R2 |
0.7704 |
0.7704 |
0.7513 |
|
| R1 |
0.7578 |
0.7578 |
0.7483 |
0.7641 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7402 |
| S1 |
0.7245 |
0.7245 |
0.7421 |
0.7308 |
| S2 |
0.7037 |
0.7037 |
0.7391 |
|
| S3 |
0.6704 |
0.6911 |
0.7360 |
|
| S4 |
0.6370 |
0.6578 |
0.7269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7497 |
0.7164 |
0.0334 |
4.5% |
0.0125 |
1.7% |
87% |
True |
False |
171,368 |
| 10 |
0.7497 |
0.7051 |
0.0447 |
6.0% |
0.0104 |
1.4% |
90% |
True |
False |
140,706 |
| 20 |
0.7497 |
0.6760 |
0.0737 |
9.9% |
0.0116 |
1.6% |
94% |
True |
False |
149,838 |
| 40 |
0.7497 |
0.6624 |
0.0874 |
11.7% |
0.0099 |
1.3% |
95% |
True |
False |
163,715 |
| 60 |
0.7497 |
0.6624 |
0.0874 |
11.7% |
0.0093 |
1.2% |
95% |
True |
False |
159,549 |
| 80 |
0.7675 |
0.6624 |
0.1052 |
14.1% |
0.0087 |
1.2% |
79% |
False |
False |
121,054 |
| 100 |
0.7758 |
0.6624 |
0.1135 |
15.2% |
0.0086 |
1.2% |
73% |
False |
False |
96,894 |
| 120 |
0.7758 |
0.6624 |
0.1135 |
15.2% |
0.0084 |
1.1% |
73% |
False |
False |
80,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7839 |
|
1.618 |
0.7708 |
|
1.000 |
0.7628 |
|
0.618 |
0.7578 |
|
HIGH |
0.7497 |
|
0.618 |
0.7447 |
|
0.500 |
0.7432 |
|
0.382 |
0.7416 |
|
LOW |
0.7367 |
|
0.618 |
0.7286 |
|
1.000 |
0.7236 |
|
1.618 |
0.7155 |
|
2.618 |
0.7025 |
|
4.250 |
0.6812 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7445 |
0.7411 |
| PP |
0.7439 |
0.7371 |
| S1 |
0.7432 |
0.7330 |
|