CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7334 |
-0.0014 |
-0.2% |
0.7254 |
| High |
0.7369 |
0.7365 |
-0.0004 |
-0.1% |
0.7408 |
| Low |
0.7331 |
0.7304 |
-0.0027 |
-0.4% |
0.7231 |
| Close |
0.7346 |
0.7360 |
0.0014 |
0.2% |
0.7374 |
| Range |
0.0038 |
0.0061 |
0.0023 |
60.5% |
0.0177 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
95,995 |
138,381 |
42,386 |
44.2% |
625,341 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7526 |
0.7504 |
0.7393 |
|
| R3 |
0.7465 |
0.7443 |
0.7376 |
|
| R2 |
0.7404 |
0.7404 |
0.7371 |
|
| R1 |
0.7382 |
0.7382 |
0.7365 |
0.7393 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7348 |
| S1 |
0.7321 |
0.7321 |
0.7354 |
0.7332 |
| S2 |
0.7282 |
0.7282 |
0.7348 |
|
| S3 |
0.7221 |
0.7260 |
0.7343 |
|
| S4 |
0.7160 |
0.7199 |
0.7326 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7798 |
0.7471 |
|
| R3 |
0.7691 |
0.7621 |
0.7422 |
|
| R2 |
0.7514 |
0.7514 |
0.7406 |
|
| R1 |
0.7444 |
0.7444 |
0.7390 |
0.7479 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7355 |
| S1 |
0.7267 |
0.7267 |
0.7357 |
0.7302 |
| S2 |
0.7160 |
0.7160 |
0.7341 |
|
| S3 |
0.6983 |
0.7090 |
0.7325 |
|
| S4 |
0.6806 |
0.6913 |
0.7276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7408 |
0.7231 |
0.0177 |
2.4% |
0.0072 |
1.0% |
73% |
False |
False |
141,363 |
| 10 |
0.7408 |
0.7209 |
0.0199 |
2.7% |
0.0062 |
0.8% |
76% |
False |
False |
129,861 |
| 20 |
0.7461 |
0.7209 |
0.0253 |
3.4% |
0.0064 |
0.9% |
60% |
False |
False |
141,213 |
| 40 |
0.7922 |
0.7209 |
0.0713 |
9.7% |
0.0079 |
1.1% |
21% |
False |
False |
132,666 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.2% |
0.0074 |
1.0% |
20% |
False |
False |
88,546 |
| 80 |
0.8256 |
0.7209 |
0.1047 |
14.2% |
0.0073 |
1.0% |
14% |
False |
False |
66,436 |
| 100 |
0.8773 |
0.7209 |
0.1565 |
21.3% |
0.0068 |
0.9% |
10% |
False |
False |
53,177 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.3% |
0.0060 |
0.8% |
10% |
False |
False |
44,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7524 |
|
1.618 |
0.7463 |
|
1.000 |
0.7426 |
|
0.618 |
0.7402 |
|
HIGH |
0.7365 |
|
0.618 |
0.7341 |
|
0.500 |
0.7334 |
|
0.382 |
0.7327 |
|
LOW |
0.7304 |
|
0.618 |
0.7266 |
|
1.000 |
0.7243 |
|
1.618 |
0.7205 |
|
2.618 |
0.7144 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7355 |
| PP |
0.7343 |
0.7351 |
| S1 |
0.7334 |
0.7347 |
|