CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7518 |
0.7607 |
0.0089 |
1.2% |
0.7481 |
| High |
0.7651 |
0.7612 |
-0.0039 |
-0.5% |
0.7651 |
| Low |
0.7469 |
0.7429 |
-0.0041 |
-0.5% |
0.7421 |
| Close |
0.7622 |
0.7453 |
-0.0169 |
-2.2% |
0.7453 |
| Range |
0.0182 |
0.0184 |
0.0002 |
1.1% |
0.0230 |
| ATR |
0.0087 |
0.0094 |
0.0008 |
8.8% |
0.0000 |
| Volume |
232,724 |
221,879 |
-10,845 |
-4.7% |
1,029,842 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.7934 |
0.7553 |
|
| R3 |
0.7865 |
0.7750 |
0.7503 |
|
| R2 |
0.7681 |
0.7681 |
0.7486 |
|
| R1 |
0.7567 |
0.7567 |
0.7469 |
0.7532 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7480 |
| S1 |
0.7383 |
0.7383 |
0.7436 |
0.7349 |
| S2 |
0.7314 |
0.7314 |
0.7419 |
|
| S3 |
0.7131 |
0.7200 |
0.7402 |
|
| S4 |
0.6947 |
0.7016 |
0.7352 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8197 |
0.8054 |
0.7579 |
|
| R3 |
0.7967 |
0.7825 |
0.7516 |
|
| R2 |
0.7738 |
0.7738 |
0.7495 |
|
| R1 |
0.7595 |
0.7595 |
0.7474 |
0.7552 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7486 |
| S1 |
0.7366 |
0.7366 |
0.7431 |
0.7322 |
| S2 |
0.7279 |
0.7279 |
0.7410 |
|
| S3 |
0.7049 |
0.7136 |
0.7389 |
|
| S4 |
0.6820 |
0.6907 |
0.7326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7651 |
0.7421 |
0.0230 |
3.1% |
0.0132 |
1.8% |
14% |
False |
False |
205,968 |
| 10 |
0.7708 |
0.7421 |
0.0287 |
3.9% |
0.0106 |
1.4% |
11% |
False |
False |
163,089 |
| 20 |
0.7958 |
0.7421 |
0.0537 |
7.2% |
0.0087 |
1.2% |
6% |
False |
False |
82,645 |
| 40 |
0.7958 |
0.7421 |
0.0537 |
7.2% |
0.0082 |
1.1% |
6% |
False |
False |
41,436 |
| 60 |
0.8307 |
0.7421 |
0.0886 |
11.9% |
0.0077 |
1.0% |
4% |
False |
False |
27,643 |
| 80 |
0.8773 |
0.7421 |
0.1352 |
18.1% |
0.0065 |
0.9% |
2% |
False |
False |
20,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8392 |
|
2.618 |
0.8092 |
|
1.618 |
0.7909 |
|
1.000 |
0.7796 |
|
0.618 |
0.7725 |
|
HIGH |
0.7612 |
|
0.618 |
0.7542 |
|
0.500 |
0.7520 |
|
0.382 |
0.7499 |
|
LOW |
0.7429 |
|
0.618 |
0.7315 |
|
1.000 |
0.7245 |
|
1.618 |
0.7132 |
|
2.618 |
0.6948 |
|
4.250 |
0.6649 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7536 |
| PP |
0.7498 |
0.7508 |
| S1 |
0.7475 |
0.7480 |
|