CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7229 |
-0.0085 |
-1.2% |
0.7383 |
| High |
0.7317 |
0.7260 |
-0.0057 |
-0.8% |
0.7384 |
| Low |
0.7209 |
0.7221 |
0.0013 |
0.2% |
0.7209 |
| Close |
0.7236 |
0.7250 |
0.0014 |
0.2% |
0.7250 |
| Range |
0.0108 |
0.0039 |
-0.0070 |
-64.4% |
0.0175 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
195,767 |
123,310 |
-72,457 |
-37.0% |
728,441 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7343 |
0.7271 |
|
| R3 |
0.7320 |
0.7304 |
0.7260 |
|
| R2 |
0.7282 |
0.7282 |
0.7257 |
|
| R1 |
0.7266 |
0.7266 |
0.7253 |
0.7274 |
| PP |
0.7243 |
0.7243 |
0.7243 |
0.7247 |
| S1 |
0.7227 |
0.7227 |
0.7246 |
0.7235 |
| S2 |
0.7205 |
0.7205 |
0.7242 |
|
| S3 |
0.7166 |
0.7189 |
0.7239 |
|
| S4 |
0.7128 |
0.7150 |
0.7228 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7703 |
0.7346 |
|
| R3 |
0.7631 |
0.7528 |
0.7298 |
|
| R2 |
0.7456 |
0.7456 |
0.7282 |
|
| R1 |
0.7353 |
0.7353 |
0.7266 |
0.7317 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7263 |
| S1 |
0.7178 |
0.7178 |
0.7233 |
0.7142 |
| S2 |
0.7106 |
0.7106 |
0.7217 |
|
| S3 |
0.6931 |
0.7003 |
0.7201 |
|
| S4 |
0.6756 |
0.6828 |
0.7153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7384 |
0.7209 |
0.0175 |
2.4% |
0.0071 |
1.0% |
23% |
False |
False |
145,688 |
| 10 |
0.7461 |
0.7209 |
0.0253 |
3.5% |
0.0067 |
0.9% |
16% |
False |
False |
157,781 |
| 20 |
0.7651 |
0.7209 |
0.0442 |
6.1% |
0.0082 |
1.1% |
9% |
False |
False |
156,595 |
| 40 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0080 |
1.1% |
5% |
False |
False |
108,272 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0078 |
1.1% |
5% |
False |
False |
72,248 |
| 80 |
0.8376 |
0.7209 |
0.1167 |
16.1% |
0.0075 |
1.0% |
4% |
False |
False |
54,212 |
| 100 |
0.8773 |
0.7209 |
0.1565 |
21.6% |
0.0065 |
0.9% |
3% |
False |
False |
43,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7423 |
|
2.618 |
0.7360 |
|
1.618 |
0.7322 |
|
1.000 |
0.7298 |
|
0.618 |
0.7283 |
|
HIGH |
0.7260 |
|
0.618 |
0.7245 |
|
0.500 |
0.7240 |
|
0.382 |
0.7236 |
|
LOW |
0.7221 |
|
0.618 |
0.7197 |
|
1.000 |
0.7183 |
|
1.618 |
0.7159 |
|
2.618 |
0.7120 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7246 |
0.7280 |
| PP |
0.7243 |
0.7270 |
| S1 |
0.7240 |
0.7260 |
|