CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7219 |
0.7217 |
-0.0002 |
0.0% |
0.7321 |
| High |
0.7254 |
0.7242 |
-0.0013 |
-0.2% |
0.7378 |
| Low |
0.7200 |
0.7204 |
0.0004 |
0.0% |
0.7268 |
| Close |
0.7222 |
0.7218 |
-0.0004 |
0.0% |
0.7290 |
| Range |
0.0054 |
0.0038 |
-0.0016 |
-29.6% |
0.0110 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
133,774 |
143,955 |
10,181 |
7.6% |
742,451 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7335 |
0.7315 |
0.7239 |
|
| R3 |
0.7297 |
0.7277 |
0.7228 |
|
| R2 |
0.7259 |
0.7259 |
0.7225 |
|
| R1 |
0.7239 |
0.7239 |
0.7221 |
0.7249 |
| PP |
0.7221 |
0.7221 |
0.7221 |
0.7226 |
| S1 |
0.7201 |
0.7201 |
0.7215 |
0.7211 |
| S2 |
0.7183 |
0.7183 |
0.7211 |
|
| S3 |
0.7145 |
0.7163 |
0.7208 |
|
| S4 |
0.7107 |
0.7125 |
0.7197 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7576 |
0.7351 |
|
| R3 |
0.7532 |
0.7466 |
0.7320 |
|
| R2 |
0.7422 |
0.7422 |
0.7310 |
|
| R1 |
0.7356 |
0.7356 |
0.7300 |
0.7334 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7301 |
| S1 |
0.7246 |
0.7246 |
0.7280 |
0.7224 |
| S2 |
0.7202 |
0.7202 |
0.7270 |
|
| S3 |
0.7092 |
0.7136 |
0.7260 |
|
| S4 |
0.6982 |
0.7026 |
0.7230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7355 |
0.7200 |
0.0155 |
2.1% |
0.0059 |
0.8% |
12% |
False |
False |
143,274 |
| 10 |
0.7443 |
0.7200 |
0.0243 |
3.4% |
0.0066 |
0.9% |
7% |
False |
False |
145,338 |
| 20 |
0.7612 |
0.7200 |
0.0412 |
5.7% |
0.0080 |
1.1% |
4% |
False |
False |
146,060 |
| 40 |
0.7696 |
0.7200 |
0.0496 |
6.9% |
0.0080 |
1.1% |
4% |
False |
False |
154,079 |
| 60 |
0.7696 |
0.7200 |
0.0496 |
6.9% |
0.0083 |
1.1% |
4% |
False |
False |
156,084 |
| 80 |
0.7958 |
0.7200 |
0.0758 |
10.5% |
0.0080 |
1.1% |
2% |
False |
False |
118,039 |
| 100 |
0.8140 |
0.7200 |
0.0940 |
13.0% |
0.0078 |
1.1% |
2% |
False |
False |
94,456 |
| 120 |
0.8655 |
0.7200 |
0.1455 |
20.2% |
0.0075 |
1.0% |
1% |
False |
False |
78,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7403 |
|
2.618 |
0.7341 |
|
1.618 |
0.7303 |
|
1.000 |
0.7280 |
|
0.618 |
0.7265 |
|
HIGH |
0.7242 |
|
0.618 |
0.7227 |
|
0.500 |
0.7223 |
|
0.382 |
0.7218 |
|
LOW |
0.7204 |
|
0.618 |
0.7180 |
|
1.000 |
0.7166 |
|
1.618 |
0.7142 |
|
2.618 |
0.7104 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7223 |
0.7238 |
| PP |
0.7221 |
0.7231 |
| S1 |
0.7220 |
0.7225 |
|