CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7523 |
0.7496 |
-0.0027 |
-0.4% |
0.7378 |
| High |
0.7586 |
0.7556 |
-0.0030 |
-0.4% |
0.7575 |
| Low |
0.7458 |
0.7463 |
0.0005 |
0.1% |
0.7304 |
| Close |
0.7482 |
0.7548 |
0.0067 |
0.9% |
0.7527 |
| Range |
0.0128 |
0.0094 |
-0.0035 |
-27.0% |
0.0271 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
217,846 |
155,545 |
-62,301 |
-28.6% |
862,771 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7769 |
0.7599 |
|
| R3 |
0.7709 |
0.7675 |
0.7574 |
|
| R2 |
0.7616 |
0.7616 |
0.7565 |
|
| R1 |
0.7582 |
0.7582 |
0.7557 |
0.7599 |
| PP |
0.7522 |
0.7522 |
0.7522 |
0.7531 |
| S1 |
0.7488 |
0.7488 |
0.7539 |
0.7505 |
| S2 |
0.7429 |
0.7429 |
0.7531 |
|
| S3 |
0.7335 |
0.7395 |
0.7522 |
|
| S4 |
0.7242 |
0.7301 |
0.7497 |
|
|
| 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 |
0.7453 |
0.0244 |
3.2% |
0.0124 |
1.6% |
39% |
False |
False |
224,667 |
| 10 |
0.7696 |
0.7279 |
0.0418 |
5.5% |
0.0103 |
1.4% |
65% |
False |
False |
191,230 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0082 |
1.1% |
70% |
False |
False |
163,533 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0085 |
1.1% |
70% |
False |
False |
163,072 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
9.9% |
0.0081 |
1.1% |
45% |
False |
False |
111,289 |
| 80 |
0.8096 |
0.7209 |
0.0888 |
11.8% |
0.0078 |
1.0% |
38% |
False |
False |
83,498 |
| 100 |
0.8544 |
0.7209 |
0.1336 |
17.7% |
0.0074 |
1.0% |
25% |
False |
False |
66,821 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.7% |
0.0066 |
0.9% |
22% |
False |
False |
55,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7953 |
|
2.618 |
0.7801 |
|
1.618 |
0.7707 |
|
1.000 |
0.7650 |
|
0.618 |
0.7614 |
|
HIGH |
0.7556 |
|
0.618 |
0.7520 |
|
0.500 |
0.7509 |
|
0.382 |
0.7498 |
|
LOW |
0.7463 |
|
0.618 |
0.7405 |
|
1.000 |
0.7369 |
|
1.618 |
0.7311 |
|
2.618 |
0.7218 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7577 |
| PP |
0.7522 |
0.7567 |
| S1 |
0.7509 |
0.7558 |
|