CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7140 |
0.7142 |
0.0002 |
0.0% |
0.7274 |
| High |
0.7157 |
0.7144 |
-0.0013 |
-0.2% |
0.7275 |
| Low |
0.7110 |
0.6995 |
-0.0115 |
-1.6% |
0.7110 |
| Close |
0.7143 |
0.7005 |
-0.0139 |
-1.9% |
0.7143 |
| Range |
0.0047 |
0.0150 |
0.0103 |
218.1% |
0.0166 |
| ATR |
0.0075 |
0.0081 |
0.0005 |
7.0% |
0.0000 |
| Volume |
165,906 |
266,717 |
100,811 |
60.8% |
773,141 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7400 |
0.7087 |
|
| R3 |
0.7347 |
0.7250 |
0.7046 |
|
| R2 |
0.7197 |
0.7197 |
0.7032 |
|
| R1 |
0.7101 |
0.7101 |
0.7018 |
0.7074 |
| PP |
0.7048 |
0.7048 |
0.7048 |
0.7034 |
| S1 |
0.6951 |
0.6951 |
0.6991 |
0.6925 |
| S2 |
0.6898 |
0.6898 |
0.6977 |
|
| S3 |
0.6749 |
0.6802 |
0.6963 |
|
| S4 |
0.6599 |
0.6652 |
0.6922 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7573 |
0.7234 |
|
| R3 |
0.7507 |
0.7408 |
0.7189 |
|
| R2 |
0.7341 |
0.7341 |
0.7173 |
|
| R1 |
0.7242 |
0.7242 |
0.7158 |
0.7209 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7159 |
| S1 |
0.7077 |
0.7077 |
0.7128 |
0.7044 |
| S2 |
0.7010 |
0.7010 |
0.7113 |
|
| S3 |
0.6845 |
0.6911 |
0.7097 |
|
| S4 |
0.6679 |
0.6746 |
0.7052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7254 |
0.6995 |
0.0260 |
3.7% |
0.0070 |
1.0% |
4% |
False |
True |
178,851 |
| 10 |
0.7378 |
0.6995 |
0.0383 |
5.5% |
0.0072 |
1.0% |
3% |
False |
True |
165,029 |
| 20 |
0.7612 |
0.6995 |
0.0617 |
8.8% |
0.0076 |
1.1% |
2% |
False |
True |
151,133 |
| 40 |
0.7696 |
0.6995 |
0.0702 |
10.0% |
0.0081 |
1.2% |
1% |
False |
True |
157,983 |
| 60 |
0.7696 |
0.6995 |
0.0702 |
10.0% |
0.0083 |
1.2% |
1% |
False |
True |
160,472 |
| 80 |
0.7958 |
0.6995 |
0.0964 |
13.8% |
0.0081 |
1.2% |
1% |
False |
True |
125,739 |
| 100 |
0.8047 |
0.6995 |
0.1052 |
15.0% |
0.0079 |
1.1% |
1% |
False |
True |
100,620 |
| 120 |
0.8514 |
0.6995 |
0.1519 |
21.7% |
0.0076 |
1.1% |
1% |
False |
True |
83,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7535 |
|
1.618 |
0.7386 |
|
1.000 |
0.7294 |
|
0.618 |
0.7236 |
|
HIGH |
0.7144 |
|
0.618 |
0.7087 |
|
0.500 |
0.7069 |
|
0.382 |
0.7052 |
|
LOW |
0.6995 |
|
0.618 |
0.6902 |
|
1.000 |
0.6845 |
|
1.618 |
0.6753 |
|
2.618 |
0.6603 |
|
4.250 |
0.6359 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7069 |
0.7098 |
| PP |
0.7048 |
0.7067 |
| S1 |
0.7026 |
0.7036 |
|