CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7802 |
0.0019 |
0.2% |
0.7707 |
| High |
0.7814 |
0.7810 |
-0.0004 |
-0.1% |
0.7889 |
| Low |
0.7768 |
0.7759 |
-0.0009 |
-0.1% |
0.7663 |
| Close |
0.7795 |
0.7776 |
-0.0019 |
-0.2% |
0.7781 |
| Range |
0.0047 |
0.0052 |
0.0005 |
10.8% |
0.0226 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
228 |
300 |
72 |
31.6% |
1,380 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7907 |
0.7804 |
|
| R3 |
0.7884 |
0.7856 |
0.7790 |
|
| R2 |
0.7833 |
0.7833 |
0.7785 |
|
| R1 |
0.7804 |
0.7804 |
0.7780 |
0.7793 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7776 |
| S1 |
0.7753 |
0.7753 |
0.7771 |
0.7741 |
| S2 |
0.7730 |
0.7730 |
0.7766 |
|
| S3 |
0.7678 |
0.7701 |
0.7761 |
|
| S4 |
0.7627 |
0.7650 |
0.7747 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8454 |
0.8343 |
0.7905 |
|
| R3 |
0.8228 |
0.8117 |
0.7843 |
|
| R2 |
0.8003 |
0.8003 |
0.7822 |
|
| R1 |
0.7892 |
0.7892 |
0.7801 |
0.7947 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7805 |
| S1 |
0.7666 |
0.7666 |
0.7760 |
0.7722 |
| S2 |
0.7552 |
0.7552 |
0.7739 |
|
| S3 |
0.7326 |
0.7441 |
0.7718 |
|
| S4 |
0.7101 |
0.7215 |
0.7656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7889 |
0.7698 |
0.0191 |
2.5% |
0.0076 |
1.0% |
41% |
False |
False |
314 |
| 10 |
0.7889 |
0.7663 |
0.0226 |
2.9% |
0.0072 |
0.9% |
50% |
False |
False |
222 |
| 20 |
0.7927 |
0.7663 |
0.0264 |
3.4% |
0.0074 |
1.0% |
43% |
False |
False |
200 |
| 40 |
0.8376 |
0.7663 |
0.0713 |
9.2% |
0.0070 |
0.9% |
16% |
False |
False |
152 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.3% |
0.0055 |
0.7% |
10% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7945 |
|
1.618 |
0.7893 |
|
1.000 |
0.7862 |
|
0.618 |
0.7842 |
|
HIGH |
0.7810 |
|
0.618 |
0.7790 |
|
0.500 |
0.7784 |
|
0.382 |
0.7778 |
|
LOW |
0.7759 |
|
0.618 |
0.7727 |
|
1.000 |
0.7707 |
|
1.618 |
0.7675 |
|
2.618 |
0.7624 |
|
4.250 |
0.7540 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7784 |
0.7800 |
| PP |
0.7781 |
0.7792 |
| S1 |
0.7778 |
0.7784 |
|