CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7432 |
0.0026 |
0.4% |
0.7440 |
| High |
0.7461 |
0.7458 |
-0.0004 |
0.0% |
0.7476 |
| Low |
0.7393 |
0.7371 |
-0.0022 |
-0.3% |
0.7339 |
| Close |
0.7432 |
0.7410 |
-0.0023 |
-0.3% |
0.7432 |
| Range |
0.0069 |
0.0087 |
0.0019 |
27.0% |
0.0137 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.3% |
0.0000 |
| Volume |
155,693 |
196,742 |
41,049 |
26.4% |
643,896 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7629 |
0.7457 |
|
| R3 |
0.7587 |
0.7542 |
0.7433 |
|
| R2 |
0.7500 |
0.7500 |
0.7425 |
|
| R1 |
0.7455 |
0.7455 |
0.7417 |
0.7434 |
| PP |
0.7413 |
0.7413 |
0.7413 |
0.7402 |
| S1 |
0.7368 |
0.7368 |
0.7402 |
0.7347 |
| S2 |
0.7326 |
0.7326 |
0.7394 |
|
| S3 |
0.7239 |
0.7281 |
0.7386 |
|
| S4 |
0.7152 |
0.7194 |
0.7362 |
|
|
| 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 |
0.7461 |
0.7339 |
0.0122 |
1.6% |
0.0072 |
1.0% |
58% |
False |
False |
146,705 |
| 10 |
0.7491 |
0.7339 |
0.0152 |
2.1% |
0.0076 |
1.0% |
46% |
False |
False |
145,192 |
| 20 |
0.7708 |
0.7339 |
0.0369 |
5.0% |
0.0091 |
1.2% |
19% |
False |
False |
154,140 |
| 40 |
0.7958 |
0.7339 |
0.0619 |
8.4% |
0.0080 |
1.1% |
11% |
False |
False |
77,686 |
| 60 |
0.8140 |
0.7339 |
0.0801 |
10.8% |
0.0077 |
1.0% |
9% |
False |
False |
51,830 |
| 80 |
0.8668 |
0.7339 |
0.1329 |
17.9% |
0.0072 |
1.0% |
5% |
False |
False |
38,903 |
| 100 |
0.8773 |
0.7339 |
0.1434 |
19.4% |
0.0062 |
0.8% |
5% |
False |
False |
31,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7827 |
|
2.618 |
0.7685 |
|
1.618 |
0.7598 |
|
1.000 |
0.7545 |
|
0.618 |
0.7511 |
|
HIGH |
0.7458 |
|
0.618 |
0.7424 |
|
0.500 |
0.7414 |
|
0.382 |
0.7404 |
|
LOW |
0.7371 |
|
0.618 |
0.7317 |
|
1.000 |
0.7284 |
|
1.618 |
0.7230 |
|
2.618 |
0.7143 |
|
4.250 |
0.7001 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7414 |
0.7408 |
| PP |
0.7413 |
0.7406 |
| S1 |
0.7411 |
0.7405 |
|