CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7868 |
0.0006 |
0.1% |
0.7783 |
| High |
0.7909 |
0.7958 |
0.0049 |
0.6% |
0.7920 |
| Low |
0.7862 |
0.7857 |
-0.0005 |
-0.1% |
0.7759 |
| Close |
0.7866 |
0.7933 |
0.0067 |
0.9% |
0.7872 |
| Range |
0.0048 |
0.0101 |
0.0054 |
112.6% |
0.0161 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
260 |
705 |
445 |
171.2% |
1,543 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8177 |
0.7989 |
|
| R3 |
0.8118 |
0.8076 |
0.7961 |
|
| R2 |
0.8017 |
0.8017 |
0.7952 |
|
| R1 |
0.7975 |
0.7975 |
0.7942 |
0.7996 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7927 |
| S1 |
0.7874 |
0.7874 |
0.7924 |
0.7895 |
| S2 |
0.7815 |
0.7815 |
0.7914 |
|
| S3 |
0.7714 |
0.7773 |
0.7905 |
|
| S4 |
0.7613 |
0.7672 |
0.7877 |
|
|
| 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 |
0.7958 |
0.7775 |
0.0184 |
2.3% |
0.0078 |
1.0% |
86% |
True |
False |
396 |
| 10 |
0.7958 |
0.7698 |
0.0260 |
3.3% |
0.0077 |
1.0% |
90% |
True |
False |
355 |
| 20 |
0.7958 |
0.7663 |
0.0295 |
3.7% |
0.0075 |
0.9% |
92% |
True |
False |
243 |
| 40 |
0.8295 |
0.7663 |
0.0632 |
8.0% |
0.0069 |
0.9% |
43% |
False |
False |
165 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.0% |
0.0059 |
0.7% |
24% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8387 |
|
2.618 |
0.8222 |
|
1.618 |
0.8121 |
|
1.000 |
0.8059 |
|
0.618 |
0.8020 |
|
HIGH |
0.7958 |
|
0.618 |
0.7919 |
|
0.500 |
0.7908 |
|
0.382 |
0.7896 |
|
LOW |
0.7857 |
|
0.618 |
0.7795 |
|
1.000 |
0.7756 |
|
1.618 |
0.7694 |
|
2.618 |
0.7593 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7925 |
0.7922 |
| PP |
0.7916 |
0.7911 |
| S1 |
0.7908 |
0.7900 |
|