CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7241 |
0.0003 |
0.0% |
0.7279 |
| High |
0.7273 |
0.7241 |
-0.0032 |
-0.4% |
0.7375 |
| Low |
0.7230 |
0.7141 |
-0.0089 |
-1.2% |
0.7221 |
| Close |
0.7235 |
0.7142 |
-0.0093 |
-1.3% |
0.7235 |
| Range |
0.0043 |
0.0100 |
0.0057 |
132.6% |
0.0155 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.4% |
0.0000 |
| Volume |
399 |
949 |
550 |
137.8% |
1,275 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7408 |
0.7197 |
|
| R3 |
0.7375 |
0.7308 |
0.7169 |
|
| R2 |
0.7275 |
0.7275 |
0.7160 |
|
| R1 |
0.7208 |
0.7208 |
0.7151 |
0.7191 |
| PP |
0.7175 |
0.7175 |
0.7175 |
0.7166 |
| S1 |
0.7108 |
0.7108 |
0.7132 |
0.7091 |
| S2 |
0.7075 |
0.7075 |
0.7123 |
|
| S3 |
0.6975 |
0.7008 |
0.7114 |
|
| S4 |
0.6875 |
0.6908 |
0.7087 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7642 |
0.7319 |
|
| R3 |
0.7586 |
0.7487 |
0.7277 |
|
| R2 |
0.7431 |
0.7431 |
0.7263 |
|
| R1 |
0.7333 |
0.7333 |
0.7249 |
0.7305 |
| PP |
0.7277 |
0.7277 |
0.7277 |
0.7263 |
| S1 |
0.7178 |
0.7178 |
0.7220 |
0.7150 |
| S2 |
0.7122 |
0.7122 |
0.7206 |
|
| S3 |
0.6968 |
0.7024 |
0.7192 |
|
| S4 |
0.6813 |
0.6869 |
0.7150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7375 |
0.7141 |
0.0234 |
3.3% |
0.0088 |
1.2% |
0% |
False |
True |
397 |
| 10 |
0.7375 |
0.6923 |
0.0452 |
6.3% |
0.0118 |
1.7% |
48% |
False |
False |
336 |
| 20 |
0.7375 |
0.6841 |
0.0534 |
7.5% |
0.0095 |
1.3% |
56% |
False |
False |
243 |
| 40 |
0.7375 |
0.6710 |
0.0665 |
9.3% |
0.0075 |
1.0% |
65% |
False |
False |
246 |
| 60 |
0.7403 |
0.6710 |
0.0693 |
9.7% |
0.0069 |
1.0% |
62% |
False |
False |
218 |
| 80 |
0.7814 |
0.6710 |
0.1104 |
15.5% |
0.0063 |
0.9% |
39% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7503 |
|
1.618 |
0.7403 |
|
1.000 |
0.7341 |
|
0.618 |
0.7303 |
|
HIGH |
0.7241 |
|
0.618 |
0.7203 |
|
0.500 |
0.7191 |
|
0.382 |
0.7179 |
|
LOW |
0.7141 |
|
0.618 |
0.7079 |
|
1.000 |
0.7041 |
|
1.618 |
0.6979 |
|
2.618 |
0.6879 |
|
4.250 |
0.6716 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7226 |
| PP |
0.7175 |
0.7198 |
| S1 |
0.7158 |
0.7170 |
|