CME Japanese Yen Future September 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 |
0.7932 |
0.7908 |
-0.0024 |
-0.3% |
0.7783 |
| High |
0.7940 |
0.7947 |
0.0007 |
0.1% |
0.7920 |
| Low |
0.7890 |
0.7886 |
-0.0004 |
0.0% |
0.7759 |
| Close |
0.7902 |
0.7909 |
0.0007 |
0.1% |
0.7872 |
| Range |
0.0051 |
0.0061 |
0.0011 |
20.8% |
0.0161 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
484 |
875 |
391 |
80.8% |
1,543 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8064 |
0.7942 |
|
| R3 |
0.8036 |
0.8003 |
0.7925 |
|
| R2 |
0.7975 |
0.7975 |
0.7920 |
|
| R1 |
0.7942 |
0.7942 |
0.7914 |
0.7958 |
| PP |
0.7914 |
0.7914 |
0.7914 |
0.7922 |
| S1 |
0.7881 |
0.7881 |
0.7903 |
0.7897 |
| S2 |
0.7853 |
0.7853 |
0.7897 |
|
| S3 |
0.7792 |
0.7820 |
0.7892 |
|
| S4 |
0.7731 |
0.7759 |
0.7875 |
|
|
| 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 |
0.7843 |
0.0116 |
1.5% |
0.0061 |
0.8% |
57% |
False |
False |
528 |
| 10 |
0.7958 |
0.7759 |
0.0200 |
2.5% |
0.0067 |
0.8% |
75% |
False |
False |
416 |
| 20 |
0.7958 |
0.7663 |
0.0295 |
3.7% |
0.0069 |
0.9% |
83% |
False |
False |
290 |
| 40 |
0.8295 |
0.7663 |
0.0632 |
8.0% |
0.0067 |
0.9% |
39% |
False |
False |
196 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.0% |
0.0061 |
0.8% |
22% |
False |
False |
177 |
| 80 |
0.8786 |
0.7663 |
0.1123 |
14.2% |
0.0051 |
0.6% |
22% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8107 |
|
1.618 |
0.8046 |
|
1.000 |
0.8008 |
|
0.618 |
0.7985 |
|
HIGH |
0.7947 |
|
0.618 |
0.7924 |
|
0.500 |
0.7917 |
|
0.382 |
0.7909 |
|
LOW |
0.7886 |
|
0.618 |
0.7848 |
|
1.000 |
0.7825 |
|
1.618 |
0.7787 |
|
2.618 |
0.7726 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7917 |
0.7908 |
| PP |
0.7914 |
0.7908 |
| S1 |
0.7911 |
0.7908 |
|