CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7623 |
0.0090 |
1.2% |
0.7378 |
| High |
0.7628 |
0.7696 |
0.0068 |
0.9% |
0.7575 |
| Low |
0.7514 |
0.7534 |
0.0020 |
0.3% |
0.7304 |
| Close |
0.7614 |
0.7546 |
-0.0069 |
-0.9% |
0.7527 |
| Range |
0.0115 |
0.0163 |
0.0048 |
41.9% |
0.0271 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
7.5% |
0.0000 |
| Volume |
224,904 |
258,297 |
33,393 |
14.8% |
862,771 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.7975 |
0.7635 |
|
| R3 |
0.7917 |
0.7812 |
0.7590 |
|
| R2 |
0.7754 |
0.7754 |
0.7575 |
|
| R1 |
0.7650 |
0.7650 |
0.7560 |
0.7621 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7577 |
| S1 |
0.7487 |
0.7487 |
0.7531 |
0.7458 |
| S2 |
0.7429 |
0.7429 |
0.7516 |
|
| S3 |
0.7267 |
0.7325 |
0.7501 |
|
| S4 |
0.7104 |
0.7162 |
0.7456 |
|
|
| 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 |
0.7696 |
0.7304 |
0.0393 |
5.2% |
0.0118 |
1.6% |
62% |
True |
False |
226,031 |
| 10 |
0.7696 |
0.7231 |
0.0466 |
6.2% |
0.0092 |
1.2% |
68% |
True |
False |
178,223 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0076 |
1.0% |
69% |
True |
False |
159,834 |
| 40 |
0.7708 |
0.7209 |
0.0500 |
6.6% |
0.0084 |
1.1% |
67% |
False |
False |
156,987 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
9.9% |
0.0079 |
1.0% |
45% |
False |
False |
105,069 |
| 80 |
0.8140 |
0.7209 |
0.0932 |
12.3% |
0.0077 |
1.0% |
36% |
False |
False |
78,831 |
| 100 |
0.8668 |
0.7209 |
0.1459 |
19.3% |
0.0073 |
1.0% |
23% |
False |
False |
63,090 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.7% |
0.0064 |
0.8% |
22% |
False |
False |
52,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8387 |
|
2.618 |
0.8121 |
|
1.618 |
0.7959 |
|
1.000 |
0.7859 |
|
0.618 |
0.7796 |
|
HIGH |
0.7696 |
|
0.618 |
0.7634 |
|
0.500 |
0.7615 |
|
0.382 |
0.7596 |
|
LOW |
0.7534 |
|
0.618 |
0.7433 |
|
1.000 |
0.7371 |
|
1.618 |
0.7271 |
|
2.618 |
0.7108 |
|
4.250 |
0.6843 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7574 |
| PP |
0.7592 |
0.7565 |
| S1 |
0.7569 |
0.7555 |
|