CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7423 |
-0.0008 |
-0.1% |
0.7533 |
| High |
0.7447 |
0.7595 |
0.0148 |
2.0% |
0.7696 |
| Low |
0.7417 |
0.7411 |
-0.0007 |
-0.1% |
0.7402 |
| Close |
0.7419 |
0.7546 |
0.0127 |
1.7% |
0.7425 |
| Range |
0.0030 |
0.0184 |
0.0154 |
513.3% |
0.0294 |
| ATR |
0.0088 |
0.0095 |
0.0007 |
7.8% |
0.0000 |
| Volume |
91,015 |
202,567 |
111,552 |
122.6% |
1,068,635 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.7992 |
0.7647 |
|
| R3 |
0.7885 |
0.7808 |
0.7597 |
|
| R2 |
0.7701 |
0.7701 |
0.7580 |
|
| R1 |
0.7624 |
0.7624 |
0.7563 |
0.7662 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7536 |
| S1 |
0.7440 |
0.7440 |
0.7529 |
0.7478 |
| S2 |
0.7333 |
0.7333 |
0.7512 |
|
| S3 |
0.7149 |
0.7256 |
0.7495 |
|
| S4 |
0.6965 |
0.7072 |
0.7445 |
|
|
| 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 |
0.7595 |
0.7398 |
0.0197 |
2.6% |
0.0109 |
1.4% |
75% |
True |
False |
161,731 |
| 10 |
0.7696 |
0.7349 |
0.0347 |
4.6% |
0.0120 |
1.6% |
57% |
False |
False |
201,827 |
| 20 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0091 |
1.2% |
69% |
False |
False |
165,844 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0088 |
1.2% |
69% |
False |
False |
162,474 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
9.9% |
0.0083 |
1.1% |
45% |
False |
False |
122,153 |
| 80 |
0.7960 |
0.7209 |
0.0752 |
10.0% |
0.0081 |
1.1% |
45% |
False |
False |
91,660 |
| 100 |
0.8491 |
0.7209 |
0.1283 |
17.0% |
0.0078 |
1.0% |
26% |
False |
False |
73,348 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.7% |
0.0069 |
0.9% |
22% |
False |
False |
61,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8076 |
|
1.618 |
0.7892 |
|
1.000 |
0.7779 |
|
0.618 |
0.7708 |
|
HIGH |
0.7595 |
|
0.618 |
0.7524 |
|
0.500 |
0.7503 |
|
0.382 |
0.7481 |
|
LOW |
0.7411 |
|
0.618 |
0.7297 |
|
1.000 |
0.7227 |
|
1.618 |
0.7113 |
|
2.618 |
0.6929 |
|
4.250 |
0.6629 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7529 |
| PP |
0.7517 |
0.7513 |
| S1 |
0.7503 |
0.7496 |
|