CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7612 |
-0.0013 |
-0.2% |
0.7716 |
| High |
0.7634 |
0.7819 |
0.0185 |
2.4% |
0.7794 |
| Low |
0.7588 |
0.7610 |
0.0023 |
0.3% |
0.7483 |
| Close |
0.7614 |
0.7793 |
0.0179 |
2.4% |
0.7639 |
| Range |
0.0047 |
0.0209 |
0.0162 |
348.4% |
0.0311 |
| ATR |
0.0103 |
0.0111 |
0.0008 |
7.3% |
0.0000 |
| Volume |
82,396 |
244,373 |
161,977 |
196.6% |
659,506 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8366 |
0.8288 |
0.7907 |
|
| R3 |
0.8157 |
0.8079 |
0.7850 |
|
| R2 |
0.7949 |
0.7949 |
0.7831 |
|
| R1 |
0.7871 |
0.7871 |
0.7812 |
0.7910 |
| PP |
0.7740 |
0.7740 |
0.7740 |
0.7760 |
| S1 |
0.7662 |
0.7662 |
0.7773 |
0.7701 |
| S2 |
0.7532 |
0.7532 |
0.7754 |
|
| S3 |
0.7323 |
0.7454 |
0.7735 |
|
| S4 |
0.7115 |
0.7245 |
0.7678 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8415 |
0.7810 |
|
| R3 |
0.8260 |
0.8105 |
0.7724 |
|
| R2 |
0.7949 |
0.7949 |
0.7696 |
|
| R1 |
0.7794 |
0.7794 |
0.7667 |
0.7716 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7600 |
| S1 |
0.7484 |
0.7484 |
0.7611 |
0.7406 |
| S2 |
0.7328 |
0.7328 |
0.7582 |
|
| S3 |
0.7018 |
0.7173 |
0.7554 |
|
| S4 |
0.6707 |
0.6863 |
0.7468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7819 |
0.7483 |
0.0336 |
4.3% |
0.0111 |
1.4% |
92% |
True |
False |
141,686 |
| 10 |
0.7819 |
0.7483 |
0.0336 |
4.3% |
0.0119 |
1.5% |
92% |
True |
False |
143,951 |
| 20 |
0.7819 |
0.7321 |
0.0498 |
6.4% |
0.0114 |
1.5% |
95% |
True |
False |
132,354 |
| 40 |
0.7819 |
0.7141 |
0.0678 |
8.7% |
0.0106 |
1.4% |
96% |
True |
False |
72,241 |
| 60 |
0.7819 |
0.6710 |
0.1109 |
14.2% |
0.0104 |
1.3% |
98% |
True |
False |
48,277 |
| 80 |
0.7819 |
0.6710 |
0.1109 |
14.2% |
0.0090 |
1.2% |
98% |
True |
False |
36,241 |
| 100 |
0.7819 |
0.6710 |
0.1109 |
14.2% |
0.0080 |
1.0% |
98% |
True |
False |
29,008 |
| 120 |
0.7819 |
0.6710 |
0.1109 |
14.2% |
0.0075 |
1.0% |
98% |
True |
False |
24,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8705 |
|
2.618 |
0.8364 |
|
1.618 |
0.8156 |
|
1.000 |
0.8027 |
|
0.618 |
0.7947 |
|
HIGH |
0.7819 |
|
0.618 |
0.7739 |
|
0.500 |
0.7714 |
|
0.382 |
0.7690 |
|
LOW |
0.7610 |
|
0.618 |
0.7481 |
|
1.000 |
0.7402 |
|
1.618 |
0.7273 |
|
2.618 |
0.7064 |
|
4.250 |
0.6724 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7763 |
| PP |
0.7740 |
0.7733 |
| S1 |
0.7714 |
0.7703 |
|