CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7267 |
-0.0006 |
-0.1% |
0.7383 |
| High |
0.7312 |
0.7283 |
-0.0029 |
-0.4% |
0.7384 |
| Low |
0.7258 |
0.7257 |
-0.0002 |
0.0% |
0.7209 |
| Close |
0.7268 |
0.7264 |
-0.0004 |
-0.1% |
0.7250 |
| Range |
0.0054 |
0.0027 |
-0.0027 |
-50.5% |
0.0175 |
| ATR |
0.0072 |
0.0068 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
111,944 |
83,637 |
-28,307 |
-25.3% |
728,441 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7332 |
0.7279 |
|
| R3 |
0.7321 |
0.7306 |
0.7271 |
|
| R2 |
0.7294 |
0.7294 |
0.7269 |
|
| R1 |
0.7279 |
0.7279 |
0.7266 |
0.7274 |
| PP |
0.7268 |
0.7268 |
0.7268 |
0.7265 |
| S1 |
0.7253 |
0.7253 |
0.7262 |
0.7247 |
| S2 |
0.7241 |
0.7241 |
0.7259 |
|
| S3 |
0.7215 |
0.7226 |
0.7257 |
|
| S4 |
0.7188 |
0.7200 |
0.7249 |
|
|
| 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 |
0.7317 |
0.7209 |
0.0108 |
1.5% |
0.0053 |
0.7% |
51% |
False |
False |
118,359 |
| 10 |
0.7425 |
0.7209 |
0.0217 |
3.0% |
0.0058 |
0.8% |
26% |
False |
False |
132,553 |
| 20 |
0.7491 |
0.7209 |
0.0283 |
3.9% |
0.0064 |
0.9% |
20% |
False |
False |
138,105 |
| 40 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0077 |
1.1% |
7% |
False |
False |
115,065 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0076 |
1.0% |
7% |
False |
False |
76,780 |
| 80 |
0.8307 |
0.7209 |
0.1098 |
15.1% |
0.0075 |
1.0% |
5% |
False |
False |
57,607 |
| 100 |
0.8773 |
0.7209 |
0.1565 |
21.5% |
0.0066 |
0.9% |
4% |
False |
False |
46,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7352 |
|
1.618 |
0.7326 |
|
1.000 |
0.7310 |
|
0.618 |
0.7299 |
|
HIGH |
0.7283 |
|
0.618 |
0.7273 |
|
0.500 |
0.7270 |
|
0.382 |
0.7267 |
|
LOW |
0.7257 |
|
0.618 |
0.7240 |
|
1.000 |
0.7230 |
|
1.618 |
0.7214 |
|
2.618 |
0.7187 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7270 |
0.7280 |
| PP |
0.7268 |
0.7275 |
| S1 |
0.7266 |
0.7269 |
|