CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7496 |
0.7543 |
0.0047 |
0.6% |
0.7533 |
| High |
0.7556 |
0.7570 |
0.0014 |
0.2% |
0.7696 |
| Low |
0.7463 |
0.7402 |
-0.0061 |
-0.8% |
0.7402 |
| Close |
0.7548 |
0.7425 |
-0.0124 |
-1.6% |
0.7425 |
| Range |
0.0094 |
0.0168 |
0.0074 |
79.1% |
0.0294 |
| ATR |
0.0089 |
0.0094 |
0.0006 |
6.3% |
0.0000 |
| Volume |
155,545 |
212,043 |
56,498 |
36.3% |
1,068,635 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7864 |
0.7517 |
|
| R3 |
0.7800 |
0.7696 |
0.7471 |
|
| R2 |
0.7633 |
0.7633 |
0.7455 |
|
| R1 |
0.7529 |
0.7529 |
0.7440 |
0.7497 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7450 |
| S1 |
0.7361 |
0.7361 |
0.7409 |
0.7330 |
| S2 |
0.7298 |
0.7298 |
0.7394 |
|
| S3 |
0.7130 |
0.7194 |
0.7378 |
|
| S4 |
0.6963 |
0.7026 |
0.7332 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8201 |
0.7586 |
|
| R3 |
0.8096 |
0.7907 |
0.7505 |
|
| R2 |
0.7802 |
0.7802 |
0.7478 |
|
| R1 |
0.7613 |
0.7613 |
0.7451 |
0.7560 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7481 |
| S1 |
0.7319 |
0.7319 |
0.7398 |
0.7266 |
| S2 |
0.7214 |
0.7214 |
0.7371 |
|
| S3 |
0.6920 |
0.7025 |
0.7344 |
|
| S4 |
0.6626 |
0.6731 |
0.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7402 |
0.0294 |
4.0% |
0.0133 |
1.8% |
8% |
False |
True |
213,727 |
| 10 |
0.7696 |
0.7304 |
0.0393 |
5.3% |
0.0107 |
1.4% |
31% |
False |
False |
193,140 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0087 |
1.2% |
44% |
False |
False |
164,259 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0087 |
1.2% |
44% |
False |
False |
164,987 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.1% |
0.0083 |
1.1% |
29% |
False |
False |
114,820 |
| 80 |
0.8051 |
0.7209 |
0.0842 |
11.3% |
0.0079 |
1.1% |
26% |
False |
False |
86,148 |
| 100 |
0.8538 |
0.7209 |
0.1330 |
17.9% |
0.0076 |
1.0% |
16% |
False |
False |
68,938 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.1% |
0.0067 |
0.9% |
14% |
False |
False |
57,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8008 |
|
1.618 |
0.7841 |
|
1.000 |
0.7737 |
|
0.618 |
0.7673 |
|
HIGH |
0.7570 |
|
0.618 |
0.7506 |
|
0.500 |
0.7486 |
|
0.382 |
0.7466 |
|
LOW |
0.7402 |
|
0.618 |
0.7298 |
|
1.000 |
0.7235 |
|
1.618 |
0.7131 |
|
2.618 |
0.6963 |
|
4.250 |
0.6690 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7486 |
0.7494 |
| PP |
0.7465 |
0.7471 |
| S1 |
0.7445 |
0.7448 |
|