CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7312 |
-0.0071 |
-1.0% |
0.7432 |
| High |
0.7384 |
0.7363 |
-0.0021 |
-0.3% |
0.7458 |
| Low |
0.7294 |
0.7306 |
0.0012 |
0.2% |
0.7358 |
| Close |
0.7319 |
0.7348 |
0.0029 |
0.4% |
0.7378 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.9% |
0.0100 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
136,001 |
116,453 |
-19,548 |
-14.4% |
693,678 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7484 |
0.7379 |
|
| R3 |
0.7452 |
0.7428 |
0.7363 |
|
| R2 |
0.7395 |
0.7395 |
0.7358 |
|
| R1 |
0.7371 |
0.7371 |
0.7353 |
0.7383 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7345 |
| S1 |
0.7315 |
0.7315 |
0.7342 |
0.7327 |
| S2 |
0.7282 |
0.7282 |
0.7337 |
|
| S3 |
0.7226 |
0.7258 |
0.7332 |
|
| S4 |
0.7169 |
0.7202 |
0.7316 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7638 |
0.7433 |
|
| R3 |
0.7598 |
0.7538 |
0.7406 |
|
| R2 |
0.7498 |
0.7498 |
0.7396 |
|
| R1 |
0.7438 |
0.7438 |
0.7387 |
0.7418 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7388 |
| S1 |
0.7338 |
0.7338 |
0.7369 |
0.7318 |
| S2 |
0.7298 |
0.7298 |
0.7360 |
|
| S3 |
0.7198 |
0.7238 |
0.7351 |
|
| S4 |
0.7098 |
0.7138 |
0.7323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7448 |
0.7294 |
0.0154 |
2.1% |
0.0062 |
0.8% |
35% |
False |
False |
149,878 |
| 10 |
0.7461 |
0.7294 |
0.0167 |
2.3% |
0.0067 |
0.9% |
32% |
False |
False |
148,291 |
| 20 |
0.7651 |
0.7294 |
0.0357 |
4.9% |
0.0086 |
1.2% |
15% |
False |
False |
161,557 |
| 40 |
0.7958 |
0.7294 |
0.0664 |
9.0% |
0.0079 |
1.1% |
8% |
False |
False |
96,393 |
| 60 |
0.8047 |
0.7294 |
0.0753 |
10.2% |
0.0078 |
1.1% |
7% |
False |
False |
64,318 |
| 80 |
0.8491 |
0.7294 |
0.1197 |
16.3% |
0.0074 |
1.0% |
4% |
False |
False |
48,262 |
| 100 |
0.8773 |
0.7294 |
0.1479 |
20.1% |
0.0063 |
0.9% |
4% |
False |
False |
38,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7603 |
|
2.618 |
0.7510 |
|
1.618 |
0.7454 |
|
1.000 |
0.7419 |
|
0.618 |
0.7397 |
|
HIGH |
0.7363 |
|
0.618 |
0.7341 |
|
0.500 |
0.7334 |
|
0.382 |
0.7328 |
|
LOW |
0.7306 |
|
0.618 |
0.7271 |
|
1.000 |
0.7250 |
|
1.618 |
0.7215 |
|
2.618 |
0.7158 |
|
4.250 |
0.7066 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7360 |
| PP |
0.7339 |
0.7356 |
| S1 |
0.7334 |
0.7352 |
|