CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7546 |
0.7539 |
-0.0007 |
-0.1% |
0.7424 |
| High |
0.7612 |
0.7546 |
-0.0066 |
-0.9% |
0.7612 |
| Low |
0.7522 |
0.7488 |
-0.0034 |
-0.5% |
0.7398 |
| Close |
0.7543 |
0.7511 |
-0.0033 |
-0.4% |
0.7511 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0214 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
138,510 |
121,895 |
-16,615 |
-12.0% |
701,472 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7658 |
0.7542 |
|
| R3 |
0.7631 |
0.7600 |
0.7526 |
|
| R2 |
0.7573 |
0.7573 |
0.7521 |
|
| R1 |
0.7542 |
0.7542 |
0.7516 |
0.7528 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7508 |
| S1 |
0.7484 |
0.7484 |
0.7505 |
0.7470 |
| S2 |
0.7457 |
0.7457 |
0.7500 |
|
| S3 |
0.7399 |
0.7426 |
0.7495 |
|
| S4 |
0.7341 |
0.7368 |
0.7479 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8149 |
0.8044 |
0.7628 |
|
| R3 |
0.7935 |
0.7830 |
0.7569 |
|
| R2 |
0.7721 |
0.7721 |
0.7550 |
|
| R1 |
0.7616 |
0.7616 |
0.7530 |
0.7668 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7533 |
| S1 |
0.7402 |
0.7402 |
0.7491 |
0.7454 |
| S2 |
0.7293 |
0.7293 |
0.7471 |
|
| S3 |
0.7079 |
0.7188 |
0.7452 |
|
| S4 |
0.6865 |
0.6974 |
0.7393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7612 |
0.7398 |
0.0214 |
2.8% |
0.0086 |
1.1% |
53% |
False |
False |
140,294 |
| 10 |
0.7696 |
0.7398 |
0.0299 |
4.0% |
0.0110 |
1.5% |
38% |
False |
False |
177,010 |
| 20 |
0.7696 |
0.7231 |
0.0466 |
6.2% |
0.0091 |
1.2% |
60% |
False |
False |
162,910 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.5% |
0.0087 |
1.2% |
62% |
False |
False |
159,753 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.0% |
0.0084 |
1.1% |
40% |
False |
False |
126,485 |
| 80 |
0.7958 |
0.7209 |
0.0750 |
10.0% |
0.0081 |
1.1% |
40% |
False |
False |
94,913 |
| 100 |
0.8376 |
0.7209 |
0.1167 |
15.5% |
0.0078 |
1.0% |
26% |
False |
False |
75,951 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.8% |
0.0069 |
0.9% |
19% |
False |
False |
63,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7697 |
|
1.618 |
0.7639 |
|
1.000 |
0.7604 |
|
0.618 |
0.7581 |
|
HIGH |
0.7546 |
|
0.618 |
0.7523 |
|
0.500 |
0.7517 |
|
0.382 |
0.7510 |
|
LOW |
0.7488 |
|
0.618 |
0.7452 |
|
1.000 |
0.7430 |
|
1.618 |
0.7394 |
|
2.618 |
0.7336 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7517 |
0.7511 |
| PP |
0.7515 |
0.7511 |
| S1 |
0.7513 |
0.7511 |
|