CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7010 |
0.6962 |
-0.0048 |
-0.7% |
0.7274 |
| High |
0.7011 |
0.6982 |
-0.0029 |
-0.4% |
0.7275 |
| Low |
0.6903 |
0.6922 |
0.0019 |
0.3% |
0.7110 |
| Close |
0.6944 |
0.6948 |
0.0005 |
0.1% |
0.7143 |
| Range |
0.0108 |
0.0061 |
-0.0048 |
-44.0% |
0.0166 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
268,813 |
247,058 |
-21,755 |
-8.1% |
773,141 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7132 |
0.7101 |
0.6981 |
|
| R3 |
0.7072 |
0.7040 |
0.6965 |
|
| R2 |
0.7011 |
0.7011 |
0.6959 |
|
| R1 |
0.6980 |
0.6980 |
0.6954 |
0.6965 |
| PP |
0.6951 |
0.6951 |
0.6951 |
0.6943 |
| S1 |
0.6919 |
0.6919 |
0.6942 |
0.6905 |
| S2 |
0.6890 |
0.6890 |
0.6937 |
|
| S3 |
0.6830 |
0.6859 |
0.6931 |
|
| S4 |
0.6769 |
0.6798 |
0.6915 |
|
|
| 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 |
0.7201 |
0.6903 |
0.0299 |
4.3% |
0.0086 |
1.2% |
15% |
False |
False |
226,479 |
| 10 |
0.7355 |
0.6903 |
0.0452 |
6.5% |
0.0073 |
1.0% |
10% |
False |
False |
184,876 |
| 20 |
0.7612 |
0.6903 |
0.0709 |
10.2% |
0.0074 |
1.1% |
6% |
False |
False |
162,247 |
| 40 |
0.7696 |
0.6903 |
0.0794 |
11.4% |
0.0083 |
1.2% |
6% |
False |
False |
164,046 |
| 60 |
0.7696 |
0.6903 |
0.0794 |
11.4% |
0.0083 |
1.2% |
6% |
False |
False |
162,399 |
| 80 |
0.7958 |
0.6903 |
0.1056 |
15.2% |
0.0081 |
1.2% |
4% |
False |
False |
132,177 |
| 100 |
0.7960 |
0.6903 |
0.1058 |
15.2% |
0.0080 |
1.1% |
4% |
False |
False |
105,778 |
| 120 |
0.8491 |
0.6903 |
0.1589 |
22.9% |
0.0077 |
1.1% |
3% |
False |
False |
88,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7239 |
|
2.618 |
0.7140 |
|
1.618 |
0.7080 |
|
1.000 |
0.7043 |
|
0.618 |
0.7019 |
|
HIGH |
0.6982 |
|
0.618 |
0.6959 |
|
0.500 |
0.6952 |
|
0.382 |
0.6945 |
|
LOW |
0.6922 |
|
0.618 |
0.6884 |
|
1.000 |
0.6861 |
|
1.618 |
0.6824 |
|
2.618 |
0.6763 |
|
4.250 |
0.6664 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6952 |
0.7023 |
| PP |
0.6951 |
0.6998 |
| S1 |
0.6949 |
0.6973 |
|