CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7575 |
-0.0051 |
-0.7% |
0.7745 |
| High |
0.7640 |
0.7700 |
0.0060 |
0.8% |
0.7847 |
| Low |
0.7559 |
0.7570 |
0.0011 |
0.1% |
0.7657 |
| Close |
0.7582 |
0.7664 |
0.0082 |
1.1% |
0.7667 |
| Range |
0.0081 |
0.0130 |
0.0049 |
60.5% |
0.0190 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.7% |
0.0000 |
| Volume |
153,305 |
159,078 |
5,773 |
3.8% |
733,741 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7979 |
0.7735 |
|
| R3 |
0.7904 |
0.7849 |
0.7699 |
|
| R2 |
0.7774 |
0.7774 |
0.7687 |
|
| R1 |
0.7719 |
0.7719 |
0.7675 |
0.7747 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7658 |
| S1 |
0.7589 |
0.7589 |
0.7652 |
0.7617 |
| S2 |
0.7514 |
0.7514 |
0.7640 |
|
| S3 |
0.7384 |
0.7459 |
0.7628 |
|
| S4 |
0.7254 |
0.7329 |
0.7592 |
|
|
| 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 |
0.7559 |
0.0288 |
3.8% |
0.0112 |
1.5% |
36% |
False |
False |
165,901 |
| 10 |
0.7847 |
0.7559 |
0.0288 |
3.8% |
0.0091 |
1.2% |
36% |
False |
False |
136,465 |
| 20 |
0.7919 |
0.7559 |
0.0360 |
4.7% |
0.0105 |
1.4% |
29% |
False |
False |
151,158 |
| 40 |
0.7919 |
0.7321 |
0.0598 |
7.8% |
0.0110 |
1.4% |
57% |
False |
False |
135,711 |
| 60 |
0.7919 |
0.6938 |
0.0981 |
12.8% |
0.0110 |
1.4% |
74% |
False |
False |
91,381 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0102 |
1.3% |
79% |
False |
False |
68,614 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0091 |
1.2% |
79% |
False |
False |
54,924 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.8% |
0.0083 |
1.1% |
79% |
False |
False |
45,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8252 |
|
2.618 |
0.8040 |
|
1.618 |
0.7910 |
|
1.000 |
0.7830 |
|
0.618 |
0.7780 |
|
HIGH |
0.7700 |
|
0.618 |
0.7650 |
|
0.500 |
0.7635 |
|
0.382 |
0.7619 |
|
LOW |
0.7570 |
|
0.618 |
0.7489 |
|
1.000 |
0.7440 |
|
1.618 |
0.7359 |
|
2.618 |
0.7229 |
|
4.250 |
0.7017 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7695 |
| PP |
0.7644 |
0.7684 |
| S1 |
0.7635 |
0.7674 |
|