CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7908 |
0.7920 |
0.0012 |
0.1% |
0.7862 |
| High |
0.7947 |
0.7940 |
-0.0008 |
-0.1% |
0.7958 |
| Low |
0.7886 |
0.7904 |
0.0018 |
0.2% |
0.7857 |
| Close |
0.7909 |
0.7913 |
0.0005 |
0.1% |
0.7913 |
| Range |
0.0061 |
0.0036 |
-0.0025 |
-41.0% |
0.0101 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
875 |
450 |
-425 |
-48.6% |
2,774 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8006 |
0.7933 |
|
| R3 |
0.7991 |
0.7970 |
0.7923 |
|
| R2 |
0.7955 |
0.7955 |
0.7920 |
|
| R1 |
0.7934 |
0.7934 |
0.7916 |
0.7926 |
| PP |
0.7919 |
0.7919 |
0.7919 |
0.7915 |
| S1 |
0.7898 |
0.7898 |
0.7910 |
0.7890 |
| S2 |
0.7883 |
0.7883 |
0.7906 |
|
| S3 |
0.7847 |
0.7862 |
0.7903 |
|
| S4 |
0.7811 |
0.7826 |
0.7893 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8164 |
0.7969 |
|
| R3 |
0.8111 |
0.8063 |
0.7941 |
|
| R2 |
0.8010 |
0.8010 |
0.7932 |
|
| R1 |
0.7962 |
0.7962 |
0.7922 |
0.7986 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7922 |
| S1 |
0.7861 |
0.7861 |
0.7904 |
0.7885 |
| S2 |
0.7808 |
0.7808 |
0.7894 |
|
| S3 |
0.7707 |
0.7760 |
0.7885 |
|
| S4 |
0.7606 |
0.7659 |
0.7857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7958 |
0.7857 |
0.0101 |
1.3% |
0.0059 |
0.7% |
55% |
False |
False |
554 |
| 10 |
0.7958 |
0.7759 |
0.0200 |
2.5% |
0.0064 |
0.8% |
77% |
False |
False |
431 |
| 20 |
0.7958 |
0.7663 |
0.0295 |
3.7% |
0.0066 |
0.8% |
85% |
False |
False |
306 |
| 40 |
0.8256 |
0.7663 |
0.0593 |
7.5% |
0.0067 |
0.8% |
42% |
False |
False |
206 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.0% |
0.0062 |
0.8% |
23% |
False |
False |
185 |
| 80 |
0.8773 |
0.7663 |
0.1110 |
14.0% |
0.0051 |
0.7% |
23% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8093 |
|
2.618 |
0.8034 |
|
1.618 |
0.7998 |
|
1.000 |
0.7976 |
|
0.618 |
0.7962 |
|
HIGH |
0.7940 |
|
0.618 |
0.7926 |
|
0.500 |
0.7922 |
|
0.382 |
0.7917 |
|
LOW |
0.7904 |
|
0.618 |
0.7881 |
|
1.000 |
0.7868 |
|
1.618 |
0.7845 |
|
2.618 |
0.7809 |
|
4.250 |
0.7751 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7917 |
| PP |
0.7919 |
0.7915 |
| S1 |
0.7916 |
0.7914 |
|