CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6980 |
0.6944 |
-0.0037 |
-0.5% |
0.7049 |
| High |
0.6980 |
0.6949 |
-0.0032 |
-0.5% |
0.7107 |
| Low |
0.6946 |
0.6911 |
-0.0035 |
-0.5% |
0.6991 |
| Close |
0.6946 |
0.6933 |
-0.0013 |
-0.2% |
0.7018 |
| Range |
0.0034 |
0.0038 |
0.0004 |
10.3% |
0.0116 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
72 |
121 |
49 |
68.1% |
216 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7043 |
0.7026 |
0.6954 |
|
| R3 |
0.7006 |
0.6988 |
0.6943 |
|
| R2 |
0.6968 |
0.6968 |
0.6940 |
|
| R1 |
0.6951 |
0.6951 |
0.6936 |
0.6941 |
| PP |
0.6931 |
0.6931 |
0.6931 |
0.6926 |
| S1 |
0.6913 |
0.6913 |
0.6930 |
0.6903 |
| S2 |
0.6893 |
0.6893 |
0.6926 |
|
| S3 |
0.6856 |
0.6876 |
0.6923 |
|
| S4 |
0.6818 |
0.6838 |
0.6912 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7387 |
0.7318 |
0.7081 |
|
| R3 |
0.7271 |
0.7202 |
0.7049 |
|
| R2 |
0.7155 |
0.7155 |
0.7039 |
|
| R1 |
0.7086 |
0.7086 |
0.7028 |
0.7062 |
| PP |
0.7039 |
0.7039 |
0.7039 |
0.7027 |
| S1 |
0.6970 |
0.6970 |
0.7007 |
0.6946 |
| S2 |
0.6923 |
0.6923 |
0.6996 |
|
| S3 |
0.6807 |
0.6854 |
0.6986 |
|
| S4 |
0.6691 |
0.6738 |
0.6954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7055 |
0.6911 |
0.0144 |
2.1% |
0.0031 |
0.5% |
15% |
False |
True |
85 |
| 10 |
0.7107 |
0.6911 |
0.0196 |
2.8% |
0.0036 |
0.5% |
11% |
False |
True |
61 |
| 20 |
0.7272 |
0.6911 |
0.0361 |
5.2% |
0.0047 |
0.7% |
6% |
False |
True |
126 |
| 40 |
0.7527 |
0.6911 |
0.0616 |
8.9% |
0.0045 |
0.6% |
4% |
False |
True |
100 |
| 60 |
0.7814 |
0.6911 |
0.0903 |
13.0% |
0.0048 |
0.7% |
2% |
False |
True |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7108 |
|
2.618 |
0.7047 |
|
1.618 |
0.7009 |
|
1.000 |
0.6986 |
|
0.618 |
0.6972 |
|
HIGH |
0.6949 |
|
0.618 |
0.6934 |
|
0.500 |
0.6930 |
|
0.382 |
0.6925 |
|
LOW |
0.6911 |
|
0.618 |
0.6888 |
|
1.000 |
0.6874 |
|
1.618 |
0.6850 |
|
2.618 |
0.6813 |
|
4.250 |
0.6752 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6932 |
0.6956 |
| PP |
0.6931 |
0.6948 |
| S1 |
0.6930 |
0.6941 |
|