CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7862 |
-0.0027 |
-0.3% |
0.7737 |
| High |
0.7900 |
0.7906 |
0.0007 |
0.1% |
0.7878 |
| Low |
0.7848 |
0.7842 |
-0.0006 |
-0.1% |
0.7711 |
| Close |
0.7860 |
0.7867 |
0.0007 |
0.1% |
0.7830 |
| Range |
0.0052 |
0.0065 |
0.0013 |
24.0% |
0.0167 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
119,218 |
117,833 |
-1,385 |
-1.2% |
656,256 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.8030 |
0.7902 |
|
| R3 |
0.8000 |
0.7966 |
0.7884 |
|
| R2 |
0.7936 |
0.7936 |
0.7878 |
|
| R1 |
0.7901 |
0.7901 |
0.7872 |
0.7919 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7880 |
| S1 |
0.7837 |
0.7837 |
0.7861 |
0.7854 |
| S2 |
0.7807 |
0.7807 |
0.7855 |
|
| S3 |
0.7742 |
0.7772 |
0.7849 |
|
| S4 |
0.7678 |
0.7708 |
0.7831 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8235 |
0.7921 |
|
| R3 |
0.8140 |
0.8068 |
0.7875 |
|
| R2 |
0.7973 |
0.7973 |
0.7860 |
|
| R1 |
0.7901 |
0.7901 |
0.7845 |
0.7937 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7824 |
| S1 |
0.7734 |
0.7734 |
0.7814 |
0.7770 |
| S2 |
0.7639 |
0.7639 |
0.7799 |
|
| S3 |
0.7472 |
0.7567 |
0.7784 |
|
| S4 |
0.7305 |
0.7400 |
0.7738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7800 |
0.0120 |
1.5% |
0.0065 |
0.8% |
56% |
False |
False |
124,250 |
| 10 |
0.7919 |
0.7711 |
0.0208 |
2.6% |
0.0072 |
0.9% |
75% |
False |
False |
130,906 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.8% |
0.0076 |
1.0% |
82% |
False |
False |
141,920 |
| 40 |
0.8260 |
0.7622 |
0.0638 |
8.1% |
0.0078 |
1.0% |
38% |
False |
False |
141,717 |
| 60 |
0.8747 |
0.7622 |
0.1126 |
14.3% |
0.0077 |
1.0% |
22% |
False |
False |
130,852 |
| 80 |
0.8770 |
0.7622 |
0.1149 |
14.6% |
0.0069 |
0.9% |
21% |
False |
False |
98,414 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.4% |
0.0064 |
0.8% |
20% |
False |
False |
78,761 |
| 120 |
0.8863 |
0.7622 |
0.1241 |
15.8% |
0.0057 |
0.7% |
20% |
False |
False |
65,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8180 |
|
2.618 |
0.8075 |
|
1.618 |
0.8010 |
|
1.000 |
0.7971 |
|
0.618 |
0.7946 |
|
HIGH |
0.7906 |
|
0.618 |
0.7881 |
|
0.500 |
0.7874 |
|
0.382 |
0.7866 |
|
LOW |
0.7842 |
|
0.618 |
0.7802 |
|
1.000 |
0.7777 |
|
1.618 |
0.7737 |
|
2.618 |
0.7673 |
|
4.250 |
0.7567 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7874 |
0.7866 |
| PP |
0.7871 |
0.7866 |
| S1 |
0.7869 |
0.7866 |
|