CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7311 |
0.7312 |
0.0001 |
0.0% |
0.7241 |
| High |
0.7357 |
0.7366 |
0.0009 |
0.1% |
0.7349 |
| Low |
0.7287 |
0.7251 |
-0.0036 |
-0.5% |
0.7141 |
| Close |
0.7315 |
0.7350 |
0.0035 |
0.5% |
0.7291 |
| Range |
0.0071 |
0.0115 |
0.0045 |
63.1% |
0.0208 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
1.8% |
0.0000 |
| Volume |
2,037 |
4,232 |
2,195 |
107.8% |
4,240 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7623 |
0.7413 |
|
| R3 |
0.7552 |
0.7508 |
0.7381 |
|
| R2 |
0.7437 |
0.7437 |
0.7371 |
|
| R1 |
0.7393 |
0.7393 |
0.7360 |
0.7415 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7333 |
| S1 |
0.7278 |
0.7278 |
0.7339 |
0.7300 |
| S2 |
0.7207 |
0.7207 |
0.7328 |
|
| S3 |
0.7092 |
0.7163 |
0.7318 |
|
| S4 |
0.6977 |
0.7048 |
0.7286 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7884 |
0.7796 |
0.7405 |
|
| R3 |
0.7676 |
0.7588 |
0.7348 |
|
| R2 |
0.7468 |
0.7468 |
0.7329 |
|
| R1 |
0.7380 |
0.7380 |
0.7310 |
0.7424 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7283 |
| S1 |
0.7172 |
0.7172 |
0.7272 |
0.7216 |
| S2 |
0.7052 |
0.7052 |
0.7253 |
|
| S3 |
0.6844 |
0.6964 |
0.7234 |
|
| S4 |
0.6636 |
0.6756 |
0.7177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7378 |
0.7174 |
0.0205 |
2.8% |
0.0097 |
1.3% |
86% |
False |
False |
2,092 |
| 10 |
0.7378 |
0.7141 |
0.0237 |
3.2% |
0.0084 |
1.1% |
88% |
False |
False |
1,258 |
| 20 |
0.7378 |
0.6855 |
0.0523 |
7.1% |
0.0100 |
1.4% |
95% |
False |
False |
742 |
| 40 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0083 |
1.1% |
96% |
False |
False |
513 |
| 60 |
0.7378 |
0.6710 |
0.0668 |
9.1% |
0.0073 |
1.0% |
96% |
False |
False |
399 |
| 80 |
0.7750 |
0.6710 |
0.1040 |
14.2% |
0.0066 |
0.9% |
61% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7855 |
|
2.618 |
0.7667 |
|
1.618 |
0.7552 |
|
1.000 |
0.7481 |
|
0.618 |
0.7437 |
|
HIGH |
0.7366 |
|
0.618 |
0.7322 |
|
0.500 |
0.7309 |
|
0.382 |
0.7295 |
|
LOW |
0.7251 |
|
0.618 |
0.7180 |
|
1.000 |
0.7136 |
|
1.618 |
0.7065 |
|
2.618 |
0.6950 |
|
4.250 |
0.6762 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7336 |
0.7338 |
| PP |
0.7322 |
0.7326 |
| S1 |
0.7309 |
0.7315 |
|