CME Japanese Yen Future September 2022
Trading Metrics calculated at close of trading on 01-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7471 |
0.7533 |
0.0062 |
0.8% |
0.7378 |
High |
0.7575 |
0.7628 |
0.0054 |
0.7% |
0.7575 |
Low |
0.7453 |
0.7514 |
0.0061 |
0.8% |
0.7304 |
Close |
0.7527 |
0.7614 |
0.0088 |
1.2% |
0.7527 |
Range |
0.0122 |
0.0115 |
-0.0008 |
-6.1% |
0.0271 |
ATR |
0.0077 |
0.0079 |
0.0003 |
3.5% |
0.0000 |
Volume |
266,747 |
224,904 |
-41,843 |
-15.7% |
862,771 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7929 |
0.7886 |
0.7677 |
|
R3 |
0.7814 |
0.7771 |
0.7645 |
|
R2 |
0.7700 |
0.7700 |
0.7635 |
|
R1 |
0.7657 |
0.7657 |
0.7624 |
0.7678 |
PP |
0.7585 |
0.7585 |
0.7585 |
0.7596 |
S1 |
0.7542 |
0.7542 |
0.7604 |
0.7564 |
S2 |
0.7471 |
0.7471 |
0.7593 |
|
S3 |
0.7356 |
0.7428 |
0.7583 |
|
S4 |
0.7242 |
0.7313 |
0.7551 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8281 |
0.8175 |
0.7676 |
|
R3 |
0.8010 |
0.7904 |
0.7601 |
|
R2 |
0.7739 |
0.7739 |
0.7576 |
|
R1 |
0.7633 |
0.7633 |
0.7551 |
0.7686 |
PP |
0.7468 |
0.7468 |
0.7468 |
0.7495 |
S1 |
0.7362 |
0.7362 |
0.7502 |
0.7415 |
S2 |
0.7197 |
0.7197 |
0.7477 |
|
S3 |
0.6926 |
0.7091 |
0.7452 |
|
S4 |
0.6655 |
0.6820 |
0.7377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7628 |
0.7304 |
0.0325 |
4.3% |
0.0093 |
1.2% |
96% |
True |
False |
193,571 |
10 |
0.7628 |
0.7231 |
0.0398 |
5.2% |
0.0081 |
1.1% |
96% |
True |
False |
163,587 |
20 |
0.7628 |
0.7209 |
0.0420 |
5.5% |
0.0072 |
1.0% |
97% |
True |
False |
156,756 |
40 |
0.7753 |
0.7209 |
0.0544 |
7.1% |
0.0081 |
1.1% |
75% |
False |
False |
150,772 |
60 |
0.7958 |
0.7209 |
0.0750 |
9.8% |
0.0078 |
1.0% |
54% |
False |
False |
100,766 |
80 |
0.8146 |
0.7209 |
0.0938 |
12.3% |
0.0075 |
1.0% |
43% |
False |
False |
75,603 |
100 |
0.8686 |
0.7209 |
0.1478 |
19.4% |
0.0071 |
0.9% |
27% |
False |
False |
60,509 |
120 |
0.8773 |
0.7209 |
0.1565 |
20.5% |
0.0063 |
0.8% |
26% |
False |
False |
50,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8115 |
2.618 |
0.7928 |
1.618 |
0.7813 |
1.000 |
0.7743 |
0.618 |
0.7699 |
HIGH |
0.7628 |
0.618 |
0.7584 |
0.500 |
0.7571 |
0.382 |
0.7557 |
LOW |
0.7514 |
0.618 |
0.7443 |
1.000 |
0.7399 |
1.618 |
0.7328 |
2.618 |
0.7214 |
4.250 |
0.7027 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7600 |
0.7572 |
PP |
0.7585 |
0.7530 |
S1 |
0.7571 |
0.7489 |
|