CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6823 |
0.6806 |
-0.0017 |
-0.2% |
0.7010 |
| High |
0.6824 |
0.6818 |
-0.0006 |
-0.1% |
0.7010 |
| Low |
0.6803 |
0.6788 |
-0.0015 |
-0.2% |
0.6856 |
| Close |
0.6804 |
0.6791 |
-0.0013 |
-0.2% |
0.6861 |
| Range |
0.0021 |
0.0030 |
0.0009 |
42.9% |
0.0154 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
99 |
33 |
-66 |
-66.7% |
338 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6870 |
0.6808 |
|
| R3 |
0.6859 |
0.6840 |
0.6799 |
|
| R2 |
0.6829 |
0.6829 |
0.6797 |
|
| R1 |
0.6810 |
0.6810 |
0.6794 |
0.6805 |
| PP |
0.6799 |
0.6799 |
0.6799 |
0.6796 |
| S1 |
0.6780 |
0.6780 |
0.6788 |
0.6775 |
| S2 |
0.6769 |
0.6769 |
0.6786 |
|
| S3 |
0.6739 |
0.6750 |
0.6783 |
|
| S4 |
0.6709 |
0.6720 |
0.6775 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7371 |
0.7270 |
0.6945 |
|
| R3 |
0.7217 |
0.7116 |
0.6903 |
|
| R2 |
0.7063 |
0.7063 |
0.6889 |
|
| R1 |
0.6962 |
0.6962 |
0.6875 |
0.6935 |
| PP |
0.6909 |
0.6909 |
0.6909 |
0.6896 |
| S1 |
0.6808 |
0.6808 |
0.6846 |
0.6781 |
| S2 |
0.6755 |
0.6755 |
0.6832 |
|
| S3 |
0.6601 |
0.6654 |
0.6818 |
|
| S4 |
0.6447 |
0.6500 |
0.6776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6932 |
0.6788 |
0.0144 |
2.1% |
0.0039 |
0.6% |
2% |
False |
True |
58 |
| 10 |
0.7055 |
0.6788 |
0.0267 |
3.9% |
0.0035 |
0.5% |
1% |
False |
True |
72 |
| 20 |
0.7201 |
0.6788 |
0.0413 |
6.1% |
0.0039 |
0.6% |
1% |
False |
True |
54 |
| 40 |
0.7494 |
0.6788 |
0.0706 |
10.4% |
0.0047 |
0.7% |
0% |
False |
True |
107 |
| 60 |
0.7814 |
0.6788 |
0.1026 |
15.1% |
0.0048 |
0.7% |
0% |
False |
True |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6946 |
|
2.618 |
0.6897 |
|
1.618 |
0.6867 |
|
1.000 |
0.6848 |
|
0.618 |
0.6837 |
|
HIGH |
0.6818 |
|
0.618 |
0.6807 |
|
0.500 |
0.6803 |
|
0.382 |
0.6799 |
|
LOW |
0.6788 |
|
0.618 |
0.6769 |
|
1.000 |
0.6758 |
|
1.618 |
0.6739 |
|
2.618 |
0.6709 |
|
4.250 |
0.6661 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6803 |
0.6830 |
| PP |
0.6799 |
0.6817 |
| S1 |
0.6795 |
0.6804 |
|