CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7430 |
0.0006 |
0.1% |
0.7533 |
| High |
0.7466 |
0.7447 |
-0.0019 |
-0.3% |
0.7696 |
| Low |
0.7398 |
0.7417 |
0.0020 |
0.3% |
0.7402 |
| Close |
0.7438 |
0.7419 |
-0.0019 |
-0.2% |
0.7425 |
| Range |
0.0069 |
0.0030 |
-0.0039 |
-56.2% |
0.0294 |
| ATR |
0.0093 |
0.0088 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
147,485 |
91,015 |
-56,470 |
-38.3% |
1,068,635 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7498 |
0.7436 |
|
| R3 |
0.7488 |
0.7468 |
0.7427 |
|
| R2 |
0.7458 |
0.7458 |
0.7425 |
|
| R1 |
0.7438 |
0.7438 |
0.7422 |
0.7433 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7425 |
| S1 |
0.7408 |
0.7408 |
0.7416 |
0.7403 |
| S2 |
0.7398 |
0.7398 |
0.7414 |
|
| S3 |
0.7368 |
0.7378 |
0.7411 |
|
| S4 |
0.7338 |
0.7348 |
0.7403 |
|
|
| 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 |
0.7586 |
0.7398 |
0.0188 |
2.5% |
0.0098 |
1.3% |
11% |
False |
False |
164,786 |
| 10 |
0.7696 |
0.7304 |
0.0393 |
5.3% |
0.0108 |
1.5% |
29% |
False |
False |
195,409 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0085 |
1.1% |
43% |
False |
False |
163,561 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.6% |
0.0086 |
1.2% |
43% |
False |
False |
162,559 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.1% |
0.0081 |
1.1% |
28% |
False |
False |
118,782 |
| 80 |
0.8047 |
0.7209 |
0.0838 |
11.3% |
0.0080 |
1.1% |
25% |
False |
False |
89,129 |
| 100 |
0.8491 |
0.7209 |
0.1283 |
17.3% |
0.0076 |
1.0% |
16% |
False |
False |
71,322 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.1% |
0.0067 |
0.9% |
13% |
False |
False |
59,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7575 |
|
2.618 |
0.7526 |
|
1.618 |
0.7496 |
|
1.000 |
0.7477 |
|
0.618 |
0.7466 |
|
HIGH |
0.7447 |
|
0.618 |
0.7436 |
|
0.500 |
0.7432 |
|
0.382 |
0.7428 |
|
LOW |
0.7417 |
|
0.618 |
0.7398 |
|
1.000 |
0.7387 |
|
1.618 |
0.7368 |
|
2.618 |
0.7338 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7432 |
0.7484 |
| PP |
0.7428 |
0.7462 |
| S1 |
0.7423 |
0.7441 |
|