CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7321 |
0.7287 |
-0.0034 |
-0.5% |
0.7513 |
| High |
0.7330 |
0.7378 |
0.0048 |
0.6% |
0.7563 |
| Low |
0.7280 |
0.7276 |
-0.0004 |
-0.1% |
0.7302 |
| Close |
0.7286 |
0.7320 |
0.0034 |
0.5% |
0.7320 |
| Range |
0.0051 |
0.0102 |
0.0052 |
102.0% |
0.0262 |
| ATR |
0.0085 |
0.0087 |
0.0001 |
1.4% |
0.0000 |
| Volume |
132,016 |
163,170 |
31,154 |
23.6% |
686,374 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7577 |
0.7376 |
|
| R3 |
0.7528 |
0.7475 |
0.7348 |
|
| R2 |
0.7426 |
0.7426 |
0.7338 |
|
| R1 |
0.7373 |
0.7373 |
0.7329 |
0.7400 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7338 |
| S1 |
0.7271 |
0.7271 |
0.7310 |
0.7298 |
| S2 |
0.7222 |
0.7222 |
0.7301 |
|
| S3 |
0.7120 |
0.7169 |
0.7291 |
|
| S4 |
0.7018 |
0.7067 |
0.7263 |
|
|
| 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 |
0.7486 |
0.7276 |
0.0210 |
2.9% |
0.0079 |
1.1% |
21% |
False |
True |
144,111 |
| 10 |
0.7612 |
0.7276 |
0.0336 |
4.6% |
0.0088 |
1.2% |
13% |
False |
True |
144,453 |
| 20 |
0.7696 |
0.7276 |
0.0421 |
5.7% |
0.0098 |
1.3% |
10% |
False |
True |
169,931 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.7% |
0.0081 |
1.1% |
23% |
False |
False |
154,967 |
| 60 |
0.7940 |
0.7209 |
0.0731 |
10.0% |
0.0085 |
1.2% |
15% |
False |
False |
142,788 |
| 80 |
0.7958 |
0.7209 |
0.0750 |
10.2% |
0.0081 |
1.1% |
15% |
False |
False |
107,164 |
| 100 |
0.8295 |
0.7209 |
0.1087 |
14.8% |
0.0078 |
1.1% |
10% |
False |
False |
85,751 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.4% |
0.0073 |
1.0% |
7% |
False |
False |
71,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7811 |
|
2.618 |
0.7645 |
|
1.618 |
0.7543 |
|
1.000 |
0.7480 |
|
0.618 |
0.7441 |
|
HIGH |
0.7378 |
|
0.618 |
0.7339 |
|
0.500 |
0.7327 |
|
0.382 |
0.7314 |
|
LOW |
0.7276 |
|
0.618 |
0.7212 |
|
1.000 |
0.7174 |
|
1.618 |
0.7110 |
|
2.618 |
0.7008 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7330 |
| PP |
0.7324 |
0.7326 |
| S1 |
0.7322 |
0.7323 |
|