CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7287 |
0.7329 |
0.0043 |
0.6% |
0.7513 |
| High |
0.7378 |
0.7357 |
-0.0021 |
-0.3% |
0.7563 |
| Low |
0.7276 |
0.7299 |
0.0024 |
0.3% |
0.7302 |
| Close |
0.7320 |
0.7308 |
-0.0012 |
-0.2% |
0.7320 |
| Range |
0.0102 |
0.0058 |
-0.0044 |
-43.1% |
0.0262 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
163,170 |
154,225 |
-8,945 |
-5.5% |
686,374 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7459 |
0.7339 |
|
| R3 |
0.7437 |
0.7401 |
0.7323 |
|
| R2 |
0.7379 |
0.7379 |
0.7318 |
|
| R1 |
0.7343 |
0.7343 |
0.7313 |
0.7332 |
| PP |
0.7321 |
0.7321 |
0.7321 |
0.7316 |
| S1 |
0.7285 |
0.7285 |
0.7302 |
0.7274 |
| S2 |
0.7263 |
0.7263 |
0.7297 |
|
| S3 |
0.7205 |
0.7227 |
0.7292 |
|
| S4 |
0.7147 |
0.7169 |
0.7276 |
|
|
| 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 |
0.7443 |
0.7276 |
0.0167 |
2.3% |
0.0072 |
1.0% |
19% |
False |
False |
147,401 |
| 10 |
0.7612 |
0.7276 |
0.0336 |
4.6% |
0.0076 |
1.0% |
10% |
False |
False |
139,619 |
| 20 |
0.7696 |
0.7276 |
0.0421 |
5.8% |
0.0098 |
1.3% |
8% |
False |
False |
170,723 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.7% |
0.0081 |
1.1% |
20% |
False |
False |
155,968 |
| 60 |
0.7922 |
0.7209 |
0.0713 |
9.8% |
0.0085 |
1.2% |
14% |
False |
False |
145,351 |
| 80 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0080 |
1.1% |
13% |
False |
False |
109,090 |
| 100 |
0.8256 |
0.7209 |
0.1047 |
14.3% |
0.0078 |
1.1% |
9% |
False |
False |
87,293 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
21.4% |
0.0073 |
1.0% |
6% |
False |
False |
72,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7604 |
|
2.618 |
0.7509 |
|
1.618 |
0.7451 |
|
1.000 |
0.7415 |
|
0.618 |
0.7393 |
|
HIGH |
0.7357 |
|
0.618 |
0.7335 |
|
0.500 |
0.7328 |
|
0.382 |
0.7321 |
|
LOW |
0.7299 |
|
0.618 |
0.7263 |
|
1.000 |
0.7241 |
|
1.618 |
0.7205 |
|
2.618 |
0.7147 |
|
4.250 |
0.7053 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7327 |
| PP |
0.7321 |
0.7320 |
| S1 |
0.7314 |
0.7314 |
|