CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6945 |
0.6996 |
0.0051 |
0.7% |
0.6882 |
| High |
0.7000 |
0.6996 |
-0.0004 |
-0.1% |
0.6969 |
| Low |
0.6923 |
0.6935 |
0.0012 |
0.2% |
0.6841 |
| Close |
0.6989 |
0.6935 |
-0.0054 |
-0.8% |
0.6933 |
| Range |
0.0077 |
0.0061 |
-0.0016 |
-20.8% |
0.0128 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
197 |
194 |
-3 |
-1.5% |
741 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7138 |
0.7098 |
0.6969 |
|
| R3 |
0.7077 |
0.7037 |
0.6952 |
|
| R2 |
0.7016 |
0.7016 |
0.6946 |
|
| R1 |
0.6976 |
0.6976 |
0.6941 |
0.6966 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6950 |
| S1 |
0.6915 |
0.6915 |
0.6929 |
0.6905 |
| S2 |
0.6894 |
0.6894 |
0.6924 |
|
| S3 |
0.6833 |
0.6854 |
0.6918 |
|
| S4 |
0.6772 |
0.6793 |
0.6901 |
|
|
| 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 |
0.7000 |
0.6855 |
0.0145 |
2.1% |
0.0067 |
1.0% |
55% |
False |
False |
150 |
| 10 |
0.7018 |
0.6841 |
0.0177 |
2.5% |
0.0071 |
1.0% |
53% |
False |
False |
147 |
| 20 |
0.7018 |
0.6710 |
0.0308 |
4.4% |
0.0077 |
1.1% |
73% |
False |
False |
314 |
| 40 |
0.7272 |
0.6710 |
0.0562 |
8.1% |
0.0061 |
0.9% |
40% |
False |
False |
240 |
| 60 |
0.7586 |
0.6710 |
0.0876 |
12.6% |
0.0056 |
0.8% |
26% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7255 |
|
2.618 |
0.7156 |
|
1.618 |
0.7095 |
|
1.000 |
0.7057 |
|
0.618 |
0.7034 |
|
HIGH |
0.6996 |
|
0.618 |
0.6973 |
|
0.500 |
0.6966 |
|
0.382 |
0.6958 |
|
LOW |
0.6935 |
|
0.618 |
0.6897 |
|
1.000 |
0.6874 |
|
1.618 |
0.6836 |
|
2.618 |
0.6775 |
|
4.250 |
0.6676 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6966 |
0.6952 |
| PP |
0.6955 |
0.6947 |
| S1 |
0.6945 |
0.6941 |
|