CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7744 |
0.0019 |
0.2% |
0.7910 |
| High |
0.7764 |
0.7753 |
-0.0011 |
-0.1% |
0.7922 |
| Low |
0.7721 |
0.7677 |
-0.0044 |
-0.6% |
0.7677 |
| Close |
0.7743 |
0.7685 |
-0.0058 |
-0.7% |
0.7685 |
| Range |
0.0043 |
0.0076 |
0.0033 |
76.7% |
0.0245 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3,732 |
9,691 |
5,959 |
159.7% |
18,916 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7885 |
0.7727 |
|
| R3 |
0.7857 |
0.7809 |
0.7706 |
|
| R2 |
0.7781 |
0.7781 |
0.7699 |
|
| R1 |
0.7733 |
0.7733 |
0.7692 |
0.7719 |
| PP |
0.7705 |
0.7705 |
0.7705 |
0.7698 |
| S1 |
0.7657 |
0.7657 |
0.7678 |
0.7643 |
| S2 |
0.7629 |
0.7629 |
0.7671 |
|
| S3 |
0.7553 |
0.7581 |
0.7664 |
|
| S4 |
0.7477 |
0.7505 |
0.7643 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8496 |
0.8336 |
0.7820 |
|
| R3 |
0.8251 |
0.8091 |
0.7752 |
|
| R2 |
0.8006 |
0.8006 |
0.7730 |
|
| R1 |
0.7846 |
0.7846 |
0.7707 |
0.7803 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7740 |
| S1 |
0.7601 |
0.7601 |
0.7663 |
0.7558 |
| S2 |
0.7516 |
0.7516 |
0.7640 |
|
| S3 |
0.7271 |
0.7356 |
0.7618 |
|
| S4 |
0.7026 |
0.7111 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7677 |
0.0263 |
3.4% |
0.0073 |
1.0% |
3% |
False |
True |
3,873 |
| 10 |
0.7958 |
0.7677 |
0.0282 |
3.7% |
0.0067 |
0.9% |
3% |
False |
True |
2,201 |
| 20 |
0.7958 |
0.7663 |
0.0295 |
3.8% |
0.0070 |
0.9% |
7% |
False |
False |
1,233 |
| 40 |
0.8140 |
0.7663 |
0.0477 |
6.2% |
0.0070 |
0.9% |
5% |
False |
False |
676 |
| 60 |
0.8668 |
0.7663 |
0.1005 |
13.1% |
0.0066 |
0.9% |
2% |
False |
False |
491 |
| 80 |
0.8773 |
0.7663 |
0.1110 |
14.4% |
0.0054 |
0.7% |
2% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7951 |
|
1.618 |
0.7875 |
|
1.000 |
0.7829 |
|
0.618 |
0.7799 |
|
HIGH |
0.7753 |
|
0.618 |
0.7723 |
|
0.500 |
0.7715 |
|
0.382 |
0.7706 |
|
LOW |
0.7677 |
|
0.618 |
0.7630 |
|
1.000 |
0.7601 |
|
1.618 |
0.7554 |
|
2.618 |
0.7478 |
|
4.250 |
0.7354 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7746 |
| PP |
0.7705 |
0.7726 |
| S1 |
0.7695 |
0.7705 |
|