CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7623 |
0.7523 |
-0.0100 |
-1.3% |
0.7378 |
| High |
0.7696 |
0.7586 |
-0.0111 |
-1.4% |
0.7575 |
| Low |
0.7534 |
0.7458 |
-0.0076 |
-1.0% |
0.7304 |
| Close |
0.7546 |
0.7482 |
-0.0064 |
-0.8% |
0.7527 |
| Range |
0.0163 |
0.0128 |
-0.0035 |
-21.2% |
0.0271 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0000 |
| Volume |
258,297 |
217,846 |
-40,451 |
-15.7% |
862,771 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7815 |
0.7552 |
|
| R3 |
0.7764 |
0.7687 |
0.7517 |
|
| R2 |
0.7636 |
0.7636 |
0.7505 |
|
| R1 |
0.7559 |
0.7559 |
0.7493 |
0.7534 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7496 |
| S1 |
0.7431 |
0.7431 |
0.7470 |
0.7406 |
| S2 |
0.7380 |
0.7380 |
0.7458 |
|
| S3 |
0.7252 |
0.7303 |
0.7446 |
|
| S4 |
0.7124 |
0.7175 |
0.7411 |
|
|
| 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 |
0.7349 |
0.0347 |
4.6% |
0.0132 |
1.8% |
38% |
False |
False |
241,924 |
| 10 |
0.7696 |
0.7231 |
0.0466 |
6.2% |
0.0102 |
1.4% |
54% |
False |
False |
191,644 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0080 |
1.1% |
56% |
False |
False |
162,098 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0084 |
1.1% |
56% |
False |
False |
161,096 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.0% |
0.0080 |
1.1% |
36% |
False |
False |
108,699 |
| 80 |
0.8140 |
0.7209 |
0.0932 |
12.5% |
0.0078 |
1.0% |
29% |
False |
False |
81,554 |
| 100 |
0.8655 |
0.7209 |
0.1447 |
19.3% |
0.0074 |
1.0% |
19% |
False |
False |
65,268 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.9% |
0.0065 |
0.9% |
17% |
False |
False |
54,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.7921 |
|
1.618 |
0.7793 |
|
1.000 |
0.7714 |
|
0.618 |
0.7665 |
|
HIGH |
0.7586 |
|
0.618 |
0.7537 |
|
0.500 |
0.7522 |
|
0.382 |
0.7506 |
|
LOW |
0.7458 |
|
0.618 |
0.7378 |
|
1.000 |
0.7330 |
|
1.618 |
0.7250 |
|
2.618 |
0.7122 |
|
4.250 |
0.6914 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7577 |
| PP |
0.7508 |
0.7545 |
| S1 |
0.7495 |
0.7513 |
|