CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7387 |
0.0026 |
0.4% |
0.7481 |
| High |
0.7415 |
0.7491 |
0.0076 |
1.0% |
0.7651 |
| Low |
0.7358 |
0.7385 |
0.0027 |
0.4% |
0.7421 |
| Close |
0.7382 |
0.7453 |
0.0071 |
1.0% |
0.7453 |
| Range |
0.0057 |
0.0107 |
0.0050 |
86.8% |
0.0230 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.2% |
0.0000 |
| Volume |
143,951 |
160,303 |
16,352 |
11.4% |
1,029,842 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7762 |
0.7714 |
0.7512 |
|
| R3 |
0.7656 |
0.7608 |
0.7482 |
|
| R2 |
0.7549 |
0.7549 |
0.7473 |
|
| R1 |
0.7501 |
0.7501 |
0.7463 |
0.7525 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7455 |
| S1 |
0.7395 |
0.7395 |
0.7443 |
0.7419 |
| S2 |
0.7336 |
0.7336 |
0.7433 |
|
| S3 |
0.7230 |
0.7288 |
0.7424 |
|
| S4 |
0.7123 |
0.7182 |
0.7394 |
|
|
| 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 |
0.7358 |
0.0293 |
3.9% |
0.0130 |
1.7% |
32% |
False |
False |
189,353 |
| 10 |
0.7651 |
0.7358 |
0.0293 |
3.9% |
0.0108 |
1.5% |
32% |
False |
False |
185,760 |
| 20 |
0.7947 |
0.7358 |
0.0589 |
7.9% |
0.0091 |
1.2% |
16% |
False |
False |
107,189 |
| 40 |
0.7958 |
0.7358 |
0.0600 |
8.1% |
0.0083 |
1.1% |
16% |
False |
False |
53,716 |
| 60 |
0.8295 |
0.7358 |
0.0937 |
12.6% |
0.0077 |
1.0% |
10% |
False |
False |
35,840 |
| 80 |
0.8773 |
0.7358 |
0.1415 |
19.0% |
0.0067 |
0.9% |
7% |
False |
False |
26,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7770 |
|
1.618 |
0.7663 |
|
1.000 |
0.7598 |
|
0.618 |
0.7557 |
|
HIGH |
0.7491 |
|
0.618 |
0.7450 |
|
0.500 |
0.7438 |
|
0.382 |
0.7425 |
|
LOW |
0.7385 |
|
0.618 |
0.7319 |
|
1.000 |
0.7278 |
|
1.618 |
0.7212 |
|
2.618 |
0.7106 |
|
4.250 |
0.6932 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7448 |
0.7444 |
| PP |
0.7443 |
0.7434 |
| S1 |
0.7438 |
0.7425 |
|