CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7406 |
0.0043 |
0.6% |
0.7440 |
| High |
0.7417 |
0.7461 |
0.0045 |
0.6% |
0.7476 |
| Low |
0.7349 |
0.7393 |
0.0044 |
0.6% |
0.7339 |
| Close |
0.7416 |
0.7432 |
0.0017 |
0.2% |
0.7432 |
| Range |
0.0068 |
0.0069 |
0.0001 |
0.7% |
0.0137 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
136,136 |
155,693 |
19,557 |
14.4% |
643,896 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7602 |
0.7470 |
|
| R3 |
0.7566 |
0.7533 |
0.7451 |
|
| R2 |
0.7497 |
0.7497 |
0.7445 |
|
| R1 |
0.7465 |
0.7465 |
0.7438 |
0.7481 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7437 |
| S1 |
0.7396 |
0.7396 |
0.7426 |
0.7412 |
| S2 |
0.7360 |
0.7360 |
0.7419 |
|
| S3 |
0.7292 |
0.7328 |
0.7413 |
|
| S4 |
0.7223 |
0.7259 |
0.7394 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7765 |
0.7507 |
|
| R3 |
0.7689 |
0.7629 |
0.7470 |
|
| R2 |
0.7552 |
0.7552 |
0.7457 |
|
| R1 |
0.7492 |
0.7492 |
0.7445 |
0.7454 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7396 |
| S1 |
0.7356 |
0.7356 |
0.7419 |
0.7317 |
| S2 |
0.7279 |
0.7279 |
0.7407 |
|
| S3 |
0.7143 |
0.7219 |
0.7394 |
|
| S4 |
0.7006 |
0.7083 |
0.7357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7476 |
0.7339 |
0.0137 |
1.8% |
0.0066 |
0.9% |
68% |
False |
False |
128,779 |
| 10 |
0.7612 |
0.7339 |
0.0273 |
3.7% |
0.0085 |
1.1% |
34% |
False |
False |
147,705 |
| 20 |
0.7753 |
0.7339 |
0.0414 |
5.6% |
0.0090 |
1.2% |
22% |
False |
False |
144,788 |
| 40 |
0.7958 |
0.7339 |
0.0619 |
8.3% |
0.0081 |
1.1% |
15% |
False |
False |
72,771 |
| 60 |
0.8146 |
0.7339 |
0.0807 |
10.9% |
0.0076 |
1.0% |
12% |
False |
False |
48,552 |
| 80 |
0.8686 |
0.7339 |
0.1347 |
18.1% |
0.0071 |
1.0% |
7% |
False |
False |
36,447 |
| 100 |
0.8773 |
0.7339 |
0.1434 |
19.3% |
0.0061 |
0.8% |
6% |
False |
False |
29,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7640 |
|
1.618 |
0.7572 |
|
1.000 |
0.7530 |
|
0.618 |
0.7503 |
|
HIGH |
0.7461 |
|
0.618 |
0.7435 |
|
0.500 |
0.7427 |
|
0.382 |
0.7419 |
|
LOW |
0.7393 |
|
0.618 |
0.7350 |
|
1.000 |
0.7324 |
|
1.618 |
0.7282 |
|
2.618 |
0.7213 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7421 |
| PP |
0.7429 |
0.7411 |
| S1 |
0.7427 |
0.7400 |
|