CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7798 |
0.7811 |
0.0014 |
0.2% |
0.7745 |
| High |
0.7847 |
0.7831 |
-0.0017 |
-0.2% |
0.7847 |
| Low |
0.7783 |
0.7657 |
-0.0126 |
-1.6% |
0.7657 |
| Close |
0.7813 |
0.7667 |
-0.0146 |
-1.9% |
0.7667 |
| Range |
0.0065 |
0.0174 |
0.0109 |
169.0% |
0.0190 |
| ATR |
0.0099 |
0.0104 |
0.0005 |
5.4% |
0.0000 |
| Volume |
139,748 |
225,737 |
85,989 |
61.5% |
733,741 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8239 |
0.8126 |
0.7762 |
|
| R3 |
0.8065 |
0.7953 |
0.7715 |
|
| R2 |
0.7892 |
0.7892 |
0.7699 |
|
| R1 |
0.7779 |
0.7779 |
0.7683 |
0.7749 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7703 |
| S1 |
0.7606 |
0.7606 |
0.7651 |
0.7575 |
| S2 |
0.7545 |
0.7545 |
0.7635 |
|
| S3 |
0.7371 |
0.7432 |
0.7619 |
|
| S4 |
0.7198 |
0.7259 |
0.7572 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8294 |
0.8170 |
0.7772 |
|
| R3 |
0.8104 |
0.7980 |
0.7719 |
|
| R2 |
0.7914 |
0.7914 |
0.7702 |
|
| R1 |
0.7790 |
0.7790 |
0.7684 |
0.7757 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7707 |
| S1 |
0.7600 |
0.7600 |
0.7650 |
0.7567 |
| S2 |
0.7534 |
0.7534 |
0.7632 |
|
| S3 |
0.7344 |
0.7410 |
0.7615 |
|
| S4 |
0.7154 |
0.7220 |
0.7563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7847 |
0.7657 |
0.0190 |
2.5% |
0.0096 |
1.2% |
5% |
False |
True |
146,748 |
| 10 |
0.7847 |
0.7657 |
0.0190 |
2.5% |
0.0089 |
1.2% |
5% |
False |
True |
129,366 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.7% |
0.0107 |
1.4% |
42% |
False |
False |
149,415 |
| 40 |
0.7919 |
0.7321 |
0.0598 |
7.8% |
0.0108 |
1.4% |
58% |
False |
False |
128,178 |
| 60 |
0.7919 |
0.6923 |
0.0996 |
13.0% |
0.0109 |
1.4% |
75% |
False |
False |
86,181 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0100 |
1.3% |
79% |
False |
False |
64,711 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0090 |
1.2% |
79% |
False |
False |
51,803 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0082 |
1.1% |
79% |
False |
False |
43,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8568 |
|
2.618 |
0.8285 |
|
1.618 |
0.8111 |
|
1.000 |
0.8004 |
|
0.618 |
0.7938 |
|
HIGH |
0.7831 |
|
0.618 |
0.7764 |
|
0.500 |
0.7744 |
|
0.382 |
0.7723 |
|
LOW |
0.7657 |
|
0.618 |
0.7550 |
|
1.000 |
0.7484 |
|
1.618 |
0.7376 |
|
2.618 |
0.7203 |
|
4.250 |
0.6920 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7752 |
| PP |
0.7718 |
0.7724 |
| S1 |
0.7693 |
0.7695 |
|