CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7267 |
0.7265 |
-0.0003 |
0.0% |
0.7383 |
| High |
0.7283 |
0.7314 |
0.0031 |
0.4% |
0.7384 |
| Low |
0.7257 |
0.7231 |
-0.0026 |
-0.4% |
0.7209 |
| Close |
0.7264 |
0.7294 |
0.0030 |
0.4% |
0.7250 |
| Range |
0.0027 |
0.0084 |
0.0057 |
215.1% |
0.0175 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
| Volume |
83,637 |
159,676 |
76,039 |
90.9% |
728,441 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7495 |
0.7339 |
|
| R3 |
0.7446 |
0.7412 |
0.7316 |
|
| R2 |
0.7363 |
0.7363 |
0.7309 |
|
| R1 |
0.7328 |
0.7328 |
0.7301 |
0.7346 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7288 |
| S1 |
0.7245 |
0.7245 |
0.7286 |
0.7262 |
| S2 |
0.7196 |
0.7196 |
0.7278 |
|
| S3 |
0.7112 |
0.7161 |
0.7271 |
|
| S4 |
0.7029 |
0.7078 |
0.7248 |
|
|
| 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 |
0.7314 |
0.7221 |
0.0093 |
1.3% |
0.0048 |
0.7% |
78% |
True |
False |
111,141 |
| 10 |
0.7425 |
0.7209 |
0.0217 |
3.0% |
0.0062 |
0.9% |
39% |
False |
False |
135,836 |
| 20 |
0.7491 |
0.7209 |
0.0283 |
3.9% |
0.0065 |
0.9% |
30% |
False |
False |
138,891 |
| 40 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0078 |
1.1% |
11% |
False |
False |
119,050 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0076 |
1.0% |
11% |
False |
False |
79,438 |
| 80 |
0.8295 |
0.7209 |
0.1087 |
14.9% |
0.0075 |
1.0% |
8% |
False |
False |
59,601 |
| 100 |
0.8773 |
0.7209 |
0.1565 |
21.5% |
0.0066 |
0.9% |
5% |
False |
False |
47,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7533 |
|
1.618 |
0.7449 |
|
1.000 |
0.7398 |
|
0.618 |
0.7366 |
|
HIGH |
0.7314 |
|
0.618 |
0.7282 |
|
0.500 |
0.7272 |
|
0.382 |
0.7262 |
|
LOW |
0.7231 |
|
0.618 |
0.7179 |
|
1.000 |
0.7147 |
|
1.618 |
0.7095 |
|
2.618 |
0.7012 |
|
4.250 |
0.6876 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7286 |
| PP |
0.7279 |
0.7279 |
| S1 |
0.7272 |
0.7272 |
|