CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7424 |
-0.0119 |
-1.6% |
0.7533 |
| High |
0.7570 |
0.7466 |
-0.0104 |
-1.4% |
0.7696 |
| Low |
0.7402 |
0.7398 |
-0.0005 |
-0.1% |
0.7402 |
| Close |
0.7425 |
0.7438 |
0.0013 |
0.2% |
0.7425 |
| Range |
0.0168 |
0.0069 |
-0.0099 |
-59.1% |
0.0294 |
| ATR |
0.0094 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
212,043 |
147,485 |
-64,558 |
-30.4% |
1,068,635 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7607 |
0.7475 |
|
| R3 |
0.7571 |
0.7538 |
0.7456 |
|
| R2 |
0.7502 |
0.7502 |
0.7450 |
|
| R1 |
0.7470 |
0.7470 |
0.7444 |
0.7486 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7442 |
| S1 |
0.7401 |
0.7401 |
0.7431 |
0.7418 |
| S2 |
0.7365 |
0.7365 |
0.7425 |
|
| S3 |
0.7297 |
0.7333 |
0.7419 |
|
| S4 |
0.7228 |
0.7264 |
0.7400 |
|
|
| 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 |
0.7398 |
0.0299 |
4.0% |
0.0124 |
1.7% |
13% |
False |
True |
198,243 |
| 10 |
0.7696 |
0.7304 |
0.0393 |
5.3% |
0.0109 |
1.5% |
34% |
False |
False |
195,907 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0086 |
1.2% |
47% |
False |
False |
164,833 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0087 |
1.2% |
47% |
False |
False |
165,142 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.1% |
0.0083 |
1.1% |
31% |
False |
False |
117,274 |
| 80 |
0.8047 |
0.7209 |
0.0838 |
11.3% |
0.0080 |
1.1% |
27% |
False |
False |
87,991 |
| 100 |
0.8514 |
0.7209 |
0.1305 |
17.5% |
0.0076 |
1.0% |
18% |
False |
False |
70,413 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.0% |
0.0067 |
0.9% |
15% |
False |
False |
58,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7645 |
|
1.618 |
0.7577 |
|
1.000 |
0.7535 |
|
0.618 |
0.7508 |
|
HIGH |
0.7466 |
|
0.618 |
0.7440 |
|
0.500 |
0.7432 |
|
0.382 |
0.7424 |
|
LOW |
0.7398 |
|
0.618 |
0.7355 |
|
1.000 |
0.7329 |
|
1.618 |
0.7287 |
|
2.618 |
0.7218 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7484 |
| PP |
0.7434 |
0.7468 |
| S1 |
0.7432 |
0.7453 |
|