CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7875 |
0.0035 |
0.4% |
0.7783 |
| High |
0.7920 |
0.7889 |
-0.0031 |
-0.4% |
0.7920 |
| Low |
0.7806 |
0.7843 |
0.0037 |
0.5% |
0.7759 |
| Close |
0.7877 |
0.7872 |
-0.0006 |
-0.1% |
0.7872 |
| Range |
0.0114 |
0.0046 |
-0.0068 |
-59.5% |
0.0161 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
483 |
320 |
-163 |
-33.7% |
1,543 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7985 |
0.7897 |
|
| R3 |
0.7960 |
0.7939 |
0.7884 |
|
| R2 |
0.7914 |
0.7914 |
0.7880 |
|
| R1 |
0.7893 |
0.7893 |
0.7876 |
0.7880 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7861 |
| S1 |
0.7847 |
0.7847 |
0.7867 |
0.7834 |
| S2 |
0.7822 |
0.7822 |
0.7863 |
|
| S3 |
0.7776 |
0.7801 |
0.7859 |
|
| S4 |
0.7730 |
0.7755 |
0.7846 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8263 |
0.7960 |
|
| R3 |
0.8172 |
0.8102 |
0.7916 |
|
| R2 |
0.8011 |
0.8011 |
0.7901 |
|
| R1 |
0.7941 |
0.7941 |
0.7886 |
0.7976 |
| PP |
0.7850 |
0.7850 |
0.7850 |
0.7867 |
| S1 |
0.7780 |
0.7780 |
0.7857 |
0.7815 |
| S2 |
0.7689 |
0.7689 |
0.7842 |
|
| S3 |
0.7528 |
0.7619 |
0.7827 |
|
| S4 |
0.7367 |
0.7458 |
0.7783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7920 |
0.7759 |
0.0161 |
2.0% |
0.0068 |
0.9% |
70% |
False |
False |
308 |
| 10 |
0.7920 |
0.7663 |
0.0257 |
3.3% |
0.0073 |
0.9% |
81% |
False |
False |
292 |
| 20 |
0.7927 |
0.7663 |
0.0264 |
3.4% |
0.0075 |
1.0% |
79% |
False |
False |
212 |
| 40 |
0.8307 |
0.7663 |
0.0644 |
8.2% |
0.0072 |
0.9% |
32% |
False |
False |
150 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.1% |
0.0058 |
0.7% |
19% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.8009 |
|
1.618 |
0.7963 |
|
1.000 |
0.7935 |
|
0.618 |
0.7917 |
|
HIGH |
0.7889 |
|
0.618 |
0.7871 |
|
0.500 |
0.7866 |
|
0.382 |
0.7860 |
|
LOW |
0.7843 |
|
0.618 |
0.7814 |
|
1.000 |
0.7797 |
|
1.618 |
0.7768 |
|
2.618 |
0.7722 |
|
4.250 |
0.7647 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7863 |
| PP |
0.7868 |
0.7855 |
| S1 |
0.7866 |
0.7847 |
|