CME Japanese Yen Future September 2022
Trading Metrics calculated at close of trading on 31-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7920 |
0.7910 |
-0.0010 |
-0.1% |
0.7862 |
High |
0.7940 |
0.7922 |
-0.0018 |
-0.2% |
0.7958 |
Low |
0.7904 |
0.7803 |
-0.0101 |
-1.3% |
0.7857 |
Close |
0.7913 |
0.7817 |
-0.0096 |
-1.2% |
0.7913 |
Range |
0.0036 |
0.0119 |
0.0083 |
229.2% |
0.0101 |
ATR |
0.0069 |
0.0072 |
0.0004 |
5.1% |
0.0000 |
Volume |
450 |
3,612 |
3,162 |
702.7% |
2,774 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8203 |
0.8128 |
0.7882 |
|
R3 |
0.8084 |
0.8010 |
0.7850 |
|
R2 |
0.7966 |
0.7966 |
0.7839 |
|
R1 |
0.7891 |
0.7891 |
0.7828 |
0.7869 |
PP |
0.7847 |
0.7847 |
0.7847 |
0.7836 |
S1 |
0.7773 |
0.7773 |
0.7806 |
0.7751 |
S2 |
0.7729 |
0.7729 |
0.7795 |
|
S3 |
0.7610 |
0.7654 |
0.7784 |
|
S4 |
0.7492 |
0.7536 |
0.7752 |
|
|
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 |
0.7803 |
0.0155 |
2.0% |
0.0073 |
0.9% |
9% |
False |
True |
1,225 |
10 |
0.7958 |
0.7759 |
0.0200 |
2.6% |
0.0071 |
0.9% |
29% |
False |
False |
770 |
20 |
0.7958 |
0.7663 |
0.0295 |
3.8% |
0.0070 |
0.9% |
52% |
False |
False |
483 |
40 |
0.8230 |
0.7663 |
0.0567 |
7.3% |
0.0068 |
0.9% |
27% |
False |
False |
295 |
60 |
0.8728 |
0.7663 |
0.1065 |
13.6% |
0.0063 |
0.8% |
14% |
False |
False |
245 |
80 |
0.8773 |
0.7663 |
0.1110 |
14.2% |
0.0053 |
0.7% |
14% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8425 |
2.618 |
0.8232 |
1.618 |
0.8113 |
1.000 |
0.8040 |
0.618 |
0.7995 |
HIGH |
0.7922 |
0.618 |
0.7876 |
0.500 |
0.7862 |
0.382 |
0.7848 |
LOW |
0.7803 |
0.618 |
0.7730 |
1.000 |
0.7685 |
1.618 |
0.7611 |
2.618 |
0.7493 |
4.250 |
0.7299 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7862 |
0.7875 |
PP |
0.7847 |
0.7856 |
S1 |
0.7832 |
0.7836 |
|