CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7589 |
0.7716 |
0.0127 |
1.7% |
0.7604 |
| High |
0.7719 |
0.7794 |
0.0075 |
1.0% |
0.7719 |
| Low |
0.7583 |
0.7681 |
0.0098 |
1.3% |
0.7512 |
| Close |
0.7707 |
0.7718 |
0.0011 |
0.1% |
0.7707 |
| Range |
0.0136 |
0.0113 |
-0.0024 |
-17.3% |
0.0208 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.6% |
0.0000 |
| Volume |
147,607 |
166,572 |
18,965 |
12.8% |
414,752 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8006 |
0.7780 |
|
| R3 |
0.7956 |
0.7893 |
0.7749 |
|
| R2 |
0.7843 |
0.7843 |
0.7739 |
|
| R1 |
0.7781 |
0.7781 |
0.7728 |
0.7812 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7747 |
| S1 |
0.7668 |
0.7668 |
0.7708 |
0.7700 |
| S2 |
0.7618 |
0.7618 |
0.7697 |
|
| S3 |
0.7506 |
0.7556 |
0.7687 |
|
| S4 |
0.7393 |
0.7443 |
0.7656 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8268 |
0.8195 |
0.7821 |
|
| R3 |
0.8061 |
0.7988 |
0.7764 |
|
| R2 |
0.7853 |
0.7853 |
0.7745 |
|
| R1 |
0.7780 |
0.7780 |
0.7726 |
0.7817 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7664 |
| S1 |
0.7573 |
0.7573 |
0.7688 |
0.7609 |
| S2 |
0.7438 |
0.7438 |
0.7669 |
|
| S3 |
0.7231 |
0.7365 |
0.7650 |
|
| S4 |
0.7023 |
0.7158 |
0.7593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7794 |
0.7512 |
0.0282 |
3.7% |
0.0091 |
1.2% |
73% |
True |
False |
116,264 |
| 10 |
0.7794 |
0.7357 |
0.0437 |
5.7% |
0.0110 |
1.4% |
83% |
True |
False |
129,227 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.1% |
0.0106 |
1.4% |
84% |
True |
False |
92,091 |
| 40 |
0.7794 |
0.6855 |
0.0939 |
12.2% |
0.0107 |
1.4% |
92% |
True |
False |
46,724 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.0% |
0.0094 |
1.2% |
93% |
True |
False |
31,247 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.0% |
0.0084 |
1.1% |
93% |
True |
False |
23,478 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.0% |
0.0075 |
1.0% |
93% |
True |
False |
18,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8272 |
|
2.618 |
0.8088 |
|
1.618 |
0.7976 |
|
1.000 |
0.7906 |
|
0.618 |
0.7863 |
|
HIGH |
0.7794 |
|
0.618 |
0.7751 |
|
0.500 |
0.7737 |
|
0.382 |
0.7724 |
|
LOW |
0.7681 |
|
0.618 |
0.7611 |
|
1.000 |
0.7569 |
|
1.618 |
0.7499 |
|
2.618 |
0.7386 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7737 |
0.7696 |
| PP |
0.7731 |
0.7675 |
| S1 |
0.7724 |
0.7653 |
|