CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7217 |
0.7194 |
-0.0023 |
-0.3% |
0.7321 |
| High |
0.7242 |
0.7201 |
-0.0041 |
-0.6% |
0.7378 |
| Low |
0.7204 |
0.7138 |
-0.0066 |
-0.9% |
0.7268 |
| Close |
0.7218 |
0.7139 |
-0.0079 |
-1.1% |
0.7290 |
| Range |
0.0038 |
0.0063 |
0.0025 |
65.8% |
0.0110 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
143,955 |
183,903 |
39,948 |
27.8% |
742,451 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7307 |
0.7174 |
|
| R3 |
0.7285 |
0.7244 |
0.7156 |
|
| R2 |
0.7222 |
0.7222 |
0.7151 |
|
| R1 |
0.7181 |
0.7181 |
0.7145 |
0.7170 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7154 |
| S1 |
0.7118 |
0.7118 |
0.7133 |
0.7107 |
| S2 |
0.7096 |
0.7096 |
0.7127 |
|
| S3 |
0.7033 |
0.7055 |
0.7122 |
|
| S4 |
0.6970 |
0.6992 |
0.7104 |
|
|
| 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 |
0.7138 |
0.0217 |
3.0% |
0.0063 |
0.9% |
0% |
False |
True |
155,610 |
| 10 |
0.7384 |
0.7138 |
0.0246 |
3.4% |
0.0065 |
0.9% |
0% |
False |
True |
150,048 |
| 20 |
0.7612 |
0.7138 |
0.0474 |
6.6% |
0.0078 |
1.1% |
0% |
False |
True |
147,478 |
| 40 |
0.7696 |
0.7138 |
0.0558 |
7.8% |
0.0080 |
1.1% |
0% |
False |
True |
155,506 |
| 60 |
0.7696 |
0.7138 |
0.0558 |
7.8% |
0.0083 |
1.2% |
0% |
False |
True |
157,874 |
| 80 |
0.7958 |
0.7138 |
0.0820 |
11.5% |
0.0080 |
1.1% |
0% |
False |
True |
120,336 |
| 100 |
0.8096 |
0.7138 |
0.0958 |
13.4% |
0.0078 |
1.1% |
0% |
False |
True |
96,294 |
| 120 |
0.8544 |
0.7138 |
0.1406 |
19.7% |
0.0075 |
1.1% |
0% |
False |
True |
80,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7366 |
|
1.618 |
0.7303 |
|
1.000 |
0.7264 |
|
0.618 |
0.7240 |
|
HIGH |
0.7201 |
|
0.618 |
0.7177 |
|
0.500 |
0.7170 |
|
0.382 |
0.7162 |
|
LOW |
0.7138 |
|
0.618 |
0.7099 |
|
1.000 |
0.7075 |
|
1.618 |
0.7036 |
|
2.618 |
0.6973 |
|
4.250 |
0.6870 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7170 |
0.7196 |
| PP |
0.7159 |
0.7177 |
| S1 |
0.7149 |
0.7158 |
|