CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7321 |
-0.0054 |
-0.7% |
0.7513 |
| High |
0.7384 |
0.7330 |
-0.0054 |
-0.7% |
0.7563 |
| Low |
0.7302 |
0.7280 |
-0.0022 |
-0.3% |
0.7302 |
| Close |
0.7320 |
0.7286 |
-0.0034 |
-0.5% |
0.7320 |
| Range |
0.0082 |
0.0051 |
-0.0032 |
-38.4% |
0.0262 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
150,799 |
132,016 |
-18,783 |
-12.5% |
686,374 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7450 |
0.7418 |
0.7313 |
|
| R3 |
0.7399 |
0.7368 |
0.7299 |
|
| R2 |
0.7349 |
0.7349 |
0.7295 |
|
| R1 |
0.7317 |
0.7317 |
0.7290 |
0.7308 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7294 |
| S1 |
0.7267 |
0.7267 |
0.7281 |
0.7257 |
| S2 |
0.7248 |
0.7248 |
0.7276 |
|
| S3 |
0.7197 |
0.7216 |
0.7272 |
|
| S4 |
0.7147 |
0.7166 |
0.7258 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8179 |
0.8011 |
0.7463 |
|
| R3 |
0.7918 |
0.7749 |
0.7391 |
|
| R2 |
0.7656 |
0.7656 |
0.7367 |
|
| R1 |
0.7488 |
0.7488 |
0.7343 |
0.7441 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7371 |
| S1 |
0.7226 |
0.7226 |
0.7296 |
0.7180 |
| S2 |
0.7133 |
0.7133 |
0.7272 |
|
| S3 |
0.6872 |
0.6965 |
0.7248 |
|
| S4 |
0.6610 |
0.6703 |
0.7176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7540 |
0.7280 |
0.0260 |
3.6% |
0.0078 |
1.1% |
2% |
False |
True |
138,406 |
| 10 |
0.7612 |
0.7280 |
0.0332 |
4.6% |
0.0081 |
1.1% |
2% |
False |
True |
137,237 |
| 20 |
0.7696 |
0.7280 |
0.0417 |
5.7% |
0.0095 |
1.3% |
1% |
False |
True |
166,572 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.7% |
0.0080 |
1.1% |
16% |
False |
False |
153,565 |
| 60 |
0.7947 |
0.7209 |
0.0739 |
10.1% |
0.0084 |
1.2% |
10% |
False |
False |
140,084 |
| 80 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0082 |
1.1% |
10% |
False |
False |
105,128 |
| 100 |
0.8295 |
0.7209 |
0.1087 |
14.9% |
0.0077 |
1.1% |
7% |
False |
False |
84,121 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.5% |
0.0072 |
1.0% |
5% |
False |
False |
70,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7462 |
|
1.618 |
0.7412 |
|
1.000 |
0.7381 |
|
0.618 |
0.7361 |
|
HIGH |
0.7330 |
|
0.618 |
0.7311 |
|
0.500 |
0.7305 |
|
0.382 |
0.7299 |
|
LOW |
0.7280 |
|
0.618 |
0.7248 |
|
1.000 |
0.7229 |
|
1.618 |
0.7198 |
|
2.618 |
0.7147 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7305 |
0.7361 |
| PP |
0.7298 |
0.7336 |
| S1 |
0.7292 |
0.7311 |
|