CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7398 |
-0.0034 |
-0.5% |
0.7440 |
| High |
0.7458 |
0.7448 |
-0.0010 |
-0.1% |
0.7476 |
| Low |
0.7371 |
0.7389 |
0.0019 |
0.3% |
0.7339 |
| Close |
0.7410 |
0.7393 |
-0.0017 |
-0.2% |
0.7432 |
| Range |
0.0087 |
0.0059 |
-0.0029 |
-32.8% |
0.0137 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
196,742 |
172,566 |
-24,176 |
-12.3% |
643,896 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7547 |
0.7425 |
|
| R3 |
0.7527 |
0.7489 |
0.7409 |
|
| R2 |
0.7468 |
0.7468 |
0.7403 |
|
| R1 |
0.7430 |
0.7430 |
0.7398 |
0.7420 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7405 |
| S1 |
0.7372 |
0.7372 |
0.7387 |
0.7362 |
| S2 |
0.7351 |
0.7351 |
0.7382 |
|
| S3 |
0.7293 |
0.7313 |
0.7376 |
|
| S4 |
0.7234 |
0.7255 |
0.7360 |
|
|
| 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 |
1.7% |
0.0070 |
0.9% |
44% |
False |
False |
158,385 |
| 10 |
0.7491 |
0.7339 |
0.0152 |
2.1% |
0.0070 |
0.9% |
35% |
False |
False |
143,657 |
| 20 |
0.7651 |
0.7339 |
0.0312 |
4.2% |
0.0089 |
1.2% |
17% |
False |
False |
160,094 |
| 40 |
0.7958 |
0.7339 |
0.0619 |
8.4% |
0.0081 |
1.1% |
9% |
False |
False |
81,999 |
| 60 |
0.8140 |
0.7339 |
0.0801 |
10.8% |
0.0077 |
1.0% |
7% |
False |
False |
54,706 |
| 80 |
0.8655 |
0.7339 |
0.1316 |
17.8% |
0.0073 |
1.0% |
4% |
False |
False |
41,060 |
| 100 |
0.8773 |
0.7339 |
0.1434 |
19.4% |
0.0062 |
0.8% |
4% |
False |
False |
32,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7696 |
|
2.618 |
0.7601 |
|
1.618 |
0.7542 |
|
1.000 |
0.7506 |
|
0.618 |
0.7484 |
|
HIGH |
0.7448 |
|
0.618 |
0.7425 |
|
0.500 |
0.7418 |
|
0.382 |
0.7411 |
|
LOW |
0.7389 |
|
0.618 |
0.7353 |
|
1.000 |
0.7331 |
|
1.618 |
0.7294 |
|
2.618 |
0.7236 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7416 |
| PP |
0.7410 |
0.7408 |
| S1 |
0.7401 |
0.7400 |
|