CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7676 |
-0.0005 |
-0.1% |
0.7710 |
| High |
0.7713 |
0.7733 |
0.0021 |
0.3% |
0.7785 |
| Low |
0.7666 |
0.7652 |
-0.0014 |
-0.2% |
0.7653 |
| Close |
0.7676 |
0.7715 |
0.0039 |
0.5% |
0.7666 |
| Range |
0.0047 |
0.0081 |
0.0034 |
72.3% |
0.0132 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
138,359 |
174,268 |
35,909 |
26.0% |
638,119 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7943 |
0.7910 |
0.7759 |
|
| R3 |
0.7862 |
0.7829 |
0.7737 |
|
| R2 |
0.7781 |
0.7781 |
0.7729 |
|
| R1 |
0.7748 |
0.7748 |
0.7722 |
0.7764 |
| PP |
0.7700 |
0.7700 |
0.7700 |
0.7708 |
| S1 |
0.7667 |
0.7667 |
0.7707 |
0.7683 |
| S2 |
0.7619 |
0.7619 |
0.7700 |
|
| S3 |
0.7538 |
0.7586 |
0.7692 |
|
| S4 |
0.7457 |
0.7505 |
0.7670 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8012 |
0.7738 |
|
| R3 |
0.7964 |
0.7881 |
0.7702 |
|
| R2 |
0.7833 |
0.7833 |
0.7690 |
|
| R1 |
0.7749 |
0.7749 |
0.7678 |
0.7725 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7689 |
| S1 |
0.7618 |
0.7618 |
0.7654 |
0.7594 |
| S2 |
0.7570 |
0.7570 |
0.7642 |
|
| S3 |
0.7438 |
0.7486 |
0.7630 |
|
| S4 |
0.7307 |
0.7355 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7622 |
0.0155 |
2.0% |
0.0070 |
0.9% |
60% |
False |
False |
152,405 |
| 10 |
0.7802 |
0.7622 |
0.0181 |
2.3% |
0.0082 |
1.1% |
52% |
False |
False |
153,145 |
| 20 |
0.8007 |
0.7622 |
0.0386 |
5.0% |
0.0081 |
1.1% |
24% |
False |
False |
153,020 |
| 40 |
0.8480 |
0.7622 |
0.0858 |
11.1% |
0.0082 |
1.1% |
11% |
False |
False |
141,003 |
| 60 |
0.8759 |
0.7622 |
0.1138 |
14.7% |
0.0071 |
0.9% |
8% |
False |
False |
105,385 |
| 80 |
0.8831 |
0.7622 |
0.1210 |
15.7% |
0.0064 |
0.8% |
8% |
False |
False |
79,084 |
| 100 |
0.8858 |
0.7622 |
0.1237 |
16.0% |
0.0058 |
0.7% |
8% |
False |
False |
63,292 |
| 120 |
0.8900 |
0.7622 |
0.1279 |
16.6% |
0.0054 |
0.7% |
7% |
False |
False |
52,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7945 |
|
1.618 |
0.7864 |
|
1.000 |
0.7814 |
|
0.618 |
0.7783 |
|
HIGH |
0.7733 |
|
0.618 |
0.7702 |
|
0.500 |
0.7693 |
|
0.382 |
0.7683 |
|
LOW |
0.7652 |
|
0.618 |
0.7602 |
|
1.000 |
0.7571 |
|
1.618 |
0.7521 |
|
2.618 |
0.7440 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7702 |
| PP |
0.7700 |
0.7690 |
| S1 |
0.7693 |
0.7677 |
|