CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6877 |
0.6864 |
-0.0013 |
-0.2% |
0.6882 |
| High |
0.6911 |
0.6944 |
0.0033 |
0.5% |
0.6969 |
| Low |
0.6858 |
0.6855 |
-0.0003 |
0.0% |
0.6841 |
| Close |
0.6866 |
0.6933 |
0.0067 |
1.0% |
0.6933 |
| Range |
0.0053 |
0.0089 |
0.0036 |
67.0% |
0.0128 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
44 |
170 |
126 |
286.4% |
741 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7176 |
0.7143 |
0.6981 |
|
| R3 |
0.7087 |
0.7054 |
0.6957 |
|
| R2 |
0.6999 |
0.6999 |
0.6949 |
|
| R1 |
0.6966 |
0.6966 |
0.6941 |
0.6982 |
| PP |
0.6910 |
0.6910 |
0.6910 |
0.6919 |
| S1 |
0.6877 |
0.6877 |
0.6924 |
0.6894 |
| S2 |
0.6822 |
0.6822 |
0.6916 |
|
| S3 |
0.6733 |
0.6789 |
0.6908 |
|
| S4 |
0.6645 |
0.6700 |
0.6884 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7298 |
0.7243 |
0.7003 |
|
| R3 |
0.7170 |
0.7115 |
0.6968 |
|
| R2 |
0.7042 |
0.7042 |
0.6956 |
|
| R1 |
0.6987 |
0.6987 |
0.6944 |
0.7015 |
| PP |
0.6914 |
0.6914 |
0.6914 |
0.6928 |
| S1 |
0.6859 |
0.6859 |
0.6921 |
0.6887 |
| S2 |
0.6786 |
0.6786 |
0.6909 |
|
| S3 |
0.6658 |
0.6731 |
0.6897 |
|
| S4 |
0.6530 |
0.6603 |
0.6862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6969 |
0.6841 |
0.0128 |
1.8% |
0.0071 |
1.0% |
71% |
False |
False |
148 |
| 10 |
0.7018 |
0.6810 |
0.0208 |
3.0% |
0.0085 |
1.2% |
59% |
False |
False |
154 |
| 20 |
0.7018 |
0.6710 |
0.0308 |
4.4% |
0.0070 |
1.0% |
72% |
False |
False |
295 |
| 40 |
0.7272 |
0.6710 |
0.0562 |
8.1% |
0.0060 |
0.9% |
40% |
False |
False |
235 |
| 60 |
0.7702 |
0.6710 |
0.0992 |
14.3% |
0.0055 |
0.8% |
22% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7320 |
|
2.618 |
0.7175 |
|
1.618 |
0.7087 |
|
1.000 |
0.7032 |
|
0.618 |
0.6998 |
|
HIGH |
0.6944 |
|
0.618 |
0.6910 |
|
0.500 |
0.6899 |
|
0.382 |
0.6889 |
|
LOW |
0.6855 |
|
0.618 |
0.6800 |
|
1.000 |
0.6767 |
|
1.618 |
0.6712 |
|
2.618 |
0.6623 |
|
4.250 |
0.6479 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6921 |
0.6926 |
| PP |
0.6910 |
0.6919 |
| S1 |
0.6899 |
0.6912 |
|