CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6848 |
0.6885 |
0.0037 |
0.5% |
0.6860 |
| High |
0.6902 |
0.6967 |
0.0065 |
0.9% |
0.6973 |
| Low |
0.6846 |
0.6875 |
0.0030 |
0.4% |
0.6710 |
| Close |
0.6887 |
0.6967 |
0.0080 |
1.2% |
0.6917 |
| Range |
0.0057 |
0.0092 |
0.0035 |
61.9% |
0.0263 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
160 |
269 |
109 |
68.1% |
4,027 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7211 |
0.7180 |
0.7017 |
|
| R3 |
0.7119 |
0.7089 |
0.6992 |
|
| R2 |
0.7028 |
0.7028 |
0.6983 |
|
| R1 |
0.6997 |
0.6997 |
0.6975 |
0.7012 |
| PP |
0.6936 |
0.6936 |
0.6936 |
0.6944 |
| S1 |
0.6906 |
0.6906 |
0.6958 |
0.6921 |
| S2 |
0.6845 |
0.6845 |
0.6950 |
|
| S3 |
0.6753 |
0.6814 |
0.6941 |
|
| S4 |
0.6662 |
0.6723 |
0.6916 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7549 |
0.7061 |
|
| R3 |
0.7393 |
0.7286 |
0.6989 |
|
| R2 |
0.7130 |
0.7130 |
0.6965 |
|
| R1 |
0.7023 |
0.7023 |
0.6941 |
0.7076 |
| PP |
0.6867 |
0.6867 |
0.6867 |
0.6893 |
| S1 |
0.6760 |
0.6760 |
0.6892 |
0.6813 |
| S2 |
0.6604 |
0.6604 |
0.6868 |
|
| S3 |
0.6341 |
0.6497 |
0.6844 |
|
| S4 |
0.6078 |
0.6234 |
0.6772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7000 |
0.6710 |
0.0290 |
4.2% |
0.0126 |
1.8% |
88% |
False |
False |
886 |
| 10 |
0.7000 |
0.6710 |
0.0290 |
4.2% |
0.0083 |
1.2% |
88% |
False |
False |
481 |
| 20 |
0.7107 |
0.6710 |
0.0397 |
5.7% |
0.0059 |
0.8% |
65% |
False |
False |
267 |
| 40 |
0.7363 |
0.6710 |
0.0653 |
9.4% |
0.0058 |
0.8% |
39% |
False |
False |
216 |
| 60 |
0.7750 |
0.6710 |
0.1040 |
14.9% |
0.0053 |
0.8% |
25% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7355 |
|
2.618 |
0.7206 |
|
1.618 |
0.7115 |
|
1.000 |
0.7058 |
|
0.618 |
0.7023 |
|
HIGH |
0.6967 |
|
0.618 |
0.6932 |
|
0.500 |
0.6921 |
|
0.382 |
0.6910 |
|
LOW |
0.6875 |
|
0.618 |
0.6818 |
|
1.000 |
0.6784 |
|
1.618 |
0.6727 |
|
2.618 |
0.6635 |
|
4.250 |
0.6486 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6951 |
0.6946 |
| PP |
0.6936 |
0.6926 |
| S1 |
0.6921 |
0.6905 |
|