CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7456 |
-0.0151 |
-2.0% |
0.7481 |
| High |
0.7612 |
0.7478 |
-0.0134 |
-1.8% |
0.7651 |
| Low |
0.7429 |
0.7359 |
-0.0070 |
-0.9% |
0.7421 |
| Close |
0.7453 |
0.7369 |
-0.0084 |
-1.1% |
0.7453 |
| Range |
0.0184 |
0.0119 |
-0.0065 |
-35.1% |
0.0230 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.9% |
0.0000 |
| Volume |
221,879 |
187,911 |
-33,968 |
-15.3% |
1,029,842 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7683 |
0.7434 |
|
| R3 |
0.7640 |
0.7564 |
0.7401 |
|
| R2 |
0.7521 |
0.7521 |
0.7390 |
|
| R1 |
0.7445 |
0.7445 |
0.7379 |
0.7423 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7391 |
| S1 |
0.7326 |
0.7326 |
0.7358 |
0.7304 |
| S2 |
0.7283 |
0.7283 |
0.7347 |
|
| S3 |
0.7164 |
0.7207 |
0.7336 |
|
| S4 |
0.7045 |
0.7088 |
0.7303 |
|
|
| 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 |
0.7359 |
0.0292 |
4.0% |
0.0138 |
1.9% |
3% |
False |
True |
202,356 |
| 10 |
0.7651 |
0.7359 |
0.0292 |
4.0% |
0.0109 |
1.5% |
3% |
False |
True |
176,531 |
| 20 |
0.7958 |
0.7359 |
0.0599 |
8.1% |
0.0090 |
1.2% |
2% |
False |
True |
92,024 |
| 40 |
0.7958 |
0.7359 |
0.0599 |
8.1% |
0.0083 |
1.1% |
2% |
False |
True |
46,118 |
| 60 |
0.8307 |
0.7359 |
0.0948 |
12.9% |
0.0078 |
1.1% |
1% |
False |
True |
30,774 |
| 80 |
0.8773 |
0.7359 |
0.1414 |
19.2% |
0.0066 |
0.9% |
1% |
False |
True |
23,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7790 |
|
1.618 |
0.7671 |
|
1.000 |
0.7597 |
|
0.618 |
0.7552 |
|
HIGH |
0.7478 |
|
0.618 |
0.7433 |
|
0.500 |
0.7419 |
|
0.382 |
0.7404 |
|
LOW |
0.7359 |
|
0.618 |
0.7285 |
|
1.000 |
0.7240 |
|
1.618 |
0.7166 |
|
2.618 |
0.7047 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7505 |
| PP |
0.7402 |
0.7459 |
| S1 |
0.7385 |
0.7414 |
|