CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7344 |
0.0033 |
0.4% |
0.7432 |
| High |
0.7363 |
0.7351 |
-0.0012 |
-0.2% |
0.7458 |
| Low |
0.7306 |
0.7289 |
-0.0018 |
-0.2% |
0.7358 |
| Close |
0.7348 |
0.7319 |
-0.0029 |
-0.4% |
0.7378 |
| Range |
0.0057 |
0.0062 |
0.0006 |
9.7% |
0.0100 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
116,453 |
156,910 |
40,457 |
34.7% |
693,678 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7474 |
0.7353 |
|
| R3 |
0.7443 |
0.7412 |
0.7336 |
|
| R2 |
0.7381 |
0.7381 |
0.7330 |
|
| R1 |
0.7350 |
0.7350 |
0.7324 |
0.7335 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7312 |
| S1 |
0.7288 |
0.7288 |
0.7313 |
0.7273 |
| S2 |
0.7257 |
0.7257 |
0.7307 |
|
| S3 |
0.7195 |
0.7226 |
0.7301 |
|
| S4 |
0.7133 |
0.7164 |
0.7284 |
|
|
| 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 |
0.7425 |
0.7289 |
0.0137 |
1.9% |
0.0063 |
0.9% |
22% |
False |
True |
146,746 |
| 10 |
0.7461 |
0.7289 |
0.0173 |
2.4% |
0.0066 |
0.9% |
17% |
False |
True |
152,566 |
| 20 |
0.7651 |
0.7289 |
0.0362 |
4.9% |
0.0085 |
1.2% |
8% |
False |
True |
159,104 |
| 40 |
0.7958 |
0.7289 |
0.0670 |
9.1% |
0.0079 |
1.1% |
4% |
False |
True |
100,308 |
| 60 |
0.7960 |
0.7289 |
0.0672 |
9.2% |
0.0078 |
1.1% |
4% |
False |
True |
66,933 |
| 80 |
0.8491 |
0.7289 |
0.1203 |
16.4% |
0.0074 |
1.0% |
2% |
False |
True |
50,224 |
| 100 |
0.8773 |
0.7289 |
0.1485 |
20.3% |
0.0064 |
0.9% |
2% |
False |
True |
40,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7614 |
|
2.618 |
0.7513 |
|
1.618 |
0.7451 |
|
1.000 |
0.7413 |
|
0.618 |
0.7389 |
|
HIGH |
0.7351 |
|
0.618 |
0.7327 |
|
0.500 |
0.7320 |
|
0.382 |
0.7312 |
|
LOW |
0.7289 |
|
0.618 |
0.7250 |
|
1.000 |
0.7227 |
|
1.618 |
0.7188 |
|
2.618 |
0.7126 |
|
4.250 |
0.7025 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7336 |
| PP |
0.7319 |
0.7330 |
| S1 |
0.7319 |
0.7324 |
|