CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7454 |
0.0067 |
0.9% |
0.7456 |
| High |
0.7491 |
0.7486 |
-0.0006 |
-0.1% |
0.7491 |
| Low |
0.7385 |
0.7428 |
0.0043 |
0.6% |
0.7358 |
| Close |
0.7453 |
0.7437 |
-0.0017 |
-0.2% |
0.7437 |
| Range |
0.0107 |
0.0058 |
-0.0049 |
-45.5% |
0.0133 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
160,303 |
119,118 |
-41,185 |
-25.7% |
611,283 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7624 |
0.7588 |
0.7468 |
|
| R3 |
0.7566 |
0.7530 |
0.7452 |
|
| R2 |
0.7508 |
0.7508 |
0.7447 |
|
| R1 |
0.7472 |
0.7472 |
0.7442 |
0.7461 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7444 |
| S1 |
0.7414 |
0.7414 |
0.7431 |
0.7403 |
| S2 |
0.7392 |
0.7392 |
0.7426 |
|
| S3 |
0.7334 |
0.7356 |
0.7421 |
|
| S4 |
0.7276 |
0.7298 |
0.7405 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7765 |
0.7510 |
|
| R3 |
0.7695 |
0.7632 |
0.7473 |
|
| R2 |
0.7562 |
0.7562 |
0.7461 |
|
| R1 |
0.7499 |
0.7499 |
0.7449 |
0.7464 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7411 |
| S1 |
0.7366 |
0.7366 |
0.7424 |
0.7331 |
| S2 |
0.7296 |
0.7296 |
0.7412 |
|
| S3 |
0.7163 |
0.7233 |
0.7400 |
|
| S4 |
0.7030 |
0.7100 |
0.7363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7612 |
0.7358 |
0.0254 |
3.4% |
0.0105 |
1.4% |
31% |
False |
False |
166,632 |
| 10 |
0.7651 |
0.7358 |
0.0293 |
3.9% |
0.0107 |
1.4% |
27% |
False |
False |
183,544 |
| 20 |
0.7947 |
0.7358 |
0.0589 |
7.9% |
0.0091 |
1.2% |
13% |
False |
False |
113,120 |
| 40 |
0.7958 |
0.7358 |
0.0600 |
8.1% |
0.0083 |
1.1% |
13% |
False |
False |
56,691 |
| 60 |
0.8295 |
0.7358 |
0.0937 |
12.6% |
0.0075 |
1.0% |
8% |
False |
False |
37,824 |
| 80 |
0.8773 |
0.7358 |
0.1415 |
19.0% |
0.0068 |
0.9% |
6% |
False |
False |
28,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7637 |
|
1.618 |
0.7579 |
|
1.000 |
0.7544 |
|
0.618 |
0.7521 |
|
HIGH |
0.7486 |
|
0.618 |
0.7463 |
|
0.500 |
0.7457 |
|
0.382 |
0.7450 |
|
LOW |
0.7428 |
|
0.618 |
0.7392 |
|
1.000 |
0.7370 |
|
1.618 |
0.7334 |
|
2.618 |
0.7276 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7433 |
| PP |
0.7450 |
0.7429 |
| S1 |
0.7443 |
0.7425 |
|