CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7611 |
-0.0096 |
-1.2% |
0.7604 |
| High |
0.7768 |
0.7659 |
-0.0109 |
-1.4% |
0.7719 |
| Low |
0.7604 |
0.7525 |
-0.0080 |
-1.0% |
0.7512 |
| Close |
0.7610 |
0.7573 |
-0.0037 |
-0.5% |
0.7707 |
| Range |
0.0164 |
0.0135 |
-0.0029 |
-17.7% |
0.0208 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.7% |
0.0000 |
| Volume |
166,644 |
147,262 |
-19,382 |
-11.6% |
414,752 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7916 |
0.7647 |
|
| R3 |
0.7855 |
0.7781 |
0.7610 |
|
| R2 |
0.7720 |
0.7720 |
0.7598 |
|
| R1 |
0.7647 |
0.7647 |
0.7585 |
0.7616 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7570 |
| S1 |
0.7512 |
0.7512 |
0.7561 |
0.7482 |
| S2 |
0.7451 |
0.7451 |
0.7548 |
|
| S3 |
0.7317 |
0.7378 |
0.7536 |
|
| S4 |
0.7182 |
0.7243 |
0.7499 |
|
|
| 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% |
0.0126 |
1.7% |
22% |
False |
False |
146,216 |
| 10 |
0.7794 |
0.7512 |
0.0282 |
3.7% |
0.0093 |
1.2% |
22% |
False |
False |
121,823 |
| 20 |
0.7794 |
0.7321 |
0.0473 |
6.2% |
0.0109 |
1.4% |
53% |
False |
False |
106,940 |
| 40 |
0.7794 |
0.6923 |
0.0871 |
11.5% |
0.0110 |
1.5% |
75% |
False |
False |
54,564 |
| 60 |
0.7794 |
0.6710 |
0.1084 |
14.3% |
0.0098 |
1.3% |
80% |
False |
False |
36,477 |
| 80 |
0.7794 |
0.6710 |
0.1084 |
14.3% |
0.0085 |
1.1% |
80% |
False |
False |
27,401 |
| 100 |
0.7794 |
0.6710 |
0.1084 |
14.3% |
0.0077 |
1.0% |
80% |
False |
False |
21,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8011 |
|
1.618 |
0.7877 |
|
1.000 |
0.7794 |
|
0.618 |
0.7742 |
|
HIGH |
0.7659 |
|
0.618 |
0.7608 |
|
0.500 |
0.7592 |
|
0.382 |
0.7576 |
|
LOW |
0.7525 |
|
0.618 |
0.7441 |
|
1.000 |
0.7390 |
|
1.618 |
0.7307 |
|
2.618 |
0.7172 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7659 |
| PP |
0.7586 |
0.7630 |
| S1 |
0.7579 |
0.7602 |
|