CME Japanese Yen Future September 2022
Trading Metrics calculated at close of trading on 27-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7454 |
0.7440 |
-0.0014 |
-0.2% |
0.7456 |
High |
0.7486 |
0.7476 |
-0.0010 |
-0.1% |
0.7491 |
Low |
0.7428 |
0.7419 |
-0.0009 |
-0.1% |
0.7358 |
Close |
0.7437 |
0.7426 |
-0.0011 |
-0.1% |
0.7437 |
Range |
0.0058 |
0.0057 |
-0.0002 |
-2.6% |
0.0133 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
119,118 |
107,110 |
-12,008 |
-10.1% |
611,283 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7610 |
0.7574 |
0.7457 |
|
R3 |
0.7553 |
0.7518 |
0.7442 |
|
R2 |
0.7497 |
0.7497 |
0.7436 |
|
R1 |
0.7461 |
0.7461 |
0.7431 |
0.7451 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7435 |
S1 |
0.7405 |
0.7405 |
0.7421 |
0.7394 |
S2 |
0.7384 |
0.7384 |
0.7416 |
|
S3 |
0.7327 |
0.7348 |
0.7410 |
|
S4 |
0.7271 |
0.7292 |
0.7395 |
|
|
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 |
0.7491 |
0.7358 |
0.0133 |
1.8% |
0.0079 |
1.1% |
51% |
False |
False |
143,678 |
10 |
0.7651 |
0.7358 |
0.0293 |
3.9% |
0.0106 |
1.4% |
23% |
False |
False |
174,823 |
20 |
0.7940 |
0.7358 |
0.0582 |
7.8% |
0.0091 |
1.2% |
12% |
False |
False |
118,432 |
40 |
0.7958 |
0.7358 |
0.0600 |
8.1% |
0.0080 |
1.1% |
11% |
False |
False |
59,361 |
60 |
0.8295 |
0.7358 |
0.0937 |
12.6% |
0.0075 |
1.0% |
7% |
False |
False |
39,608 |
80 |
0.8773 |
0.7358 |
0.1415 |
19.1% |
0.0069 |
0.9% |
5% |
False |
False |
29,741 |
100 |
0.8786 |
0.7358 |
0.1428 |
19.2% |
0.0059 |
0.8% |
5% |
False |
False |
23,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7716 |
2.618 |
0.7623 |
1.618 |
0.7567 |
1.000 |
0.7532 |
0.618 |
0.7510 |
HIGH |
0.7476 |
0.618 |
0.7454 |
0.500 |
0.7447 |
0.382 |
0.7441 |
LOW |
0.7419 |
0.618 |
0.7384 |
1.000 |
0.7363 |
1.618 |
0.7328 |
2.618 |
0.7271 |
4.250 |
0.7179 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7447 |
0.7438 |
PP |
0.7440 |
0.7434 |
S1 |
0.7433 |
0.7430 |
|