CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7010 |
-0.0132 |
-1.8% |
0.7274 |
| High |
0.7144 |
0.7011 |
-0.0134 |
-1.9% |
0.7275 |
| Low |
0.6995 |
0.6903 |
-0.0092 |
-1.3% |
0.7110 |
| Close |
0.7005 |
0.6944 |
-0.0061 |
-0.9% |
0.7143 |
| Range |
0.0150 |
0.0108 |
-0.0042 |
-27.8% |
0.0166 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.4% |
0.0000 |
| Volume |
266,717 |
268,813 |
2,096 |
0.8% |
773,141 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7276 |
0.7218 |
0.7003 |
|
| R3 |
0.7168 |
0.7110 |
0.6973 |
|
| R2 |
0.7060 |
0.7060 |
0.6963 |
|
| R1 |
0.7002 |
0.7002 |
0.6953 |
0.6977 |
| PP |
0.6952 |
0.6952 |
0.6952 |
0.6940 |
| S1 |
0.6894 |
0.6894 |
0.6934 |
0.6869 |
| S2 |
0.6844 |
0.6844 |
0.6924 |
|
| S3 |
0.6736 |
0.6786 |
0.6914 |
|
| S4 |
0.6628 |
0.6678 |
0.6884 |
|
|
| 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 |
0.7242 |
0.6903 |
0.0339 |
4.9% |
0.0081 |
1.2% |
12% |
False |
True |
205,858 |
| 10 |
0.7357 |
0.6903 |
0.0455 |
6.5% |
0.0072 |
1.0% |
9% |
False |
True |
175,593 |
| 20 |
0.7612 |
0.6903 |
0.0709 |
10.2% |
0.0080 |
1.2% |
6% |
False |
True |
160,023 |
| 40 |
0.7696 |
0.6903 |
0.0794 |
11.4% |
0.0083 |
1.2% |
5% |
False |
True |
161,792 |
| 60 |
0.7696 |
0.6903 |
0.0794 |
11.4% |
0.0084 |
1.2% |
5% |
False |
True |
161,714 |
| 80 |
0.7958 |
0.6903 |
0.1056 |
15.2% |
0.0081 |
1.2% |
4% |
False |
True |
129,092 |
| 100 |
0.8047 |
0.6903 |
0.1144 |
16.5% |
0.0080 |
1.1% |
4% |
False |
True |
103,307 |
| 120 |
0.8491 |
0.6903 |
0.1589 |
22.9% |
0.0077 |
1.1% |
3% |
False |
True |
86,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7470 |
|
2.618 |
0.7293 |
|
1.618 |
0.7185 |
|
1.000 |
0.7119 |
|
0.618 |
0.7077 |
|
HIGH |
0.7011 |
|
0.618 |
0.6969 |
|
0.500 |
0.6957 |
|
0.382 |
0.6944 |
|
LOW |
0.6903 |
|
0.618 |
0.6836 |
|
1.000 |
0.6795 |
|
1.618 |
0.6728 |
|
2.618 |
0.6620 |
|
4.250 |
0.6444 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6957 |
0.7030 |
| PP |
0.6952 |
0.7001 |
| S1 |
0.6948 |
0.6972 |
|