CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6962 |
0.6943 |
-0.0019 |
-0.3% |
0.7142 |
| High |
0.6982 |
0.7071 |
0.0089 |
1.3% |
0.7144 |
| Low |
0.6922 |
0.6943 |
0.0021 |
0.3% |
0.6903 |
| Close |
0.6948 |
0.7012 |
0.0064 |
0.9% |
0.7012 |
| Range |
0.0061 |
0.0129 |
0.0068 |
112.4% |
0.0242 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.2% |
0.0000 |
| Volume |
247,058 |
251,269 |
4,211 |
1.7% |
1,033,857 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7331 |
0.7082 |
|
| R3 |
0.7265 |
0.7203 |
0.7047 |
|
| R2 |
0.7137 |
0.7137 |
0.7035 |
|
| R1 |
0.7074 |
0.7074 |
0.7023 |
0.7106 |
| PP |
0.7008 |
0.7008 |
0.7008 |
0.7024 |
| S1 |
0.6946 |
0.6946 |
0.7000 |
0.6977 |
| S2 |
0.6880 |
0.6880 |
0.6988 |
|
| S3 |
0.6751 |
0.6817 |
0.6976 |
|
| S4 |
0.6623 |
0.6689 |
0.6941 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7744 |
0.7619 |
0.7144 |
|
| R3 |
0.7502 |
0.7378 |
0.7078 |
|
| R2 |
0.7261 |
0.7261 |
0.7056 |
|
| R1 |
0.7136 |
0.7136 |
0.7034 |
0.7078 |
| PP |
0.7019 |
0.7019 |
0.7019 |
0.6990 |
| S1 |
0.6895 |
0.6895 |
0.6989 |
0.6836 |
| S2 |
0.6778 |
0.6778 |
0.6967 |
|
| S3 |
0.6536 |
0.6653 |
0.6945 |
|
| S4 |
0.6295 |
0.6412 |
0.6879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7157 |
0.6903 |
0.0254 |
3.6% |
0.0099 |
1.4% |
43% |
False |
False |
239,952 |
| 10 |
0.7355 |
0.6903 |
0.0452 |
6.4% |
0.0081 |
1.2% |
24% |
False |
False |
197,781 |
| 20 |
0.7563 |
0.6903 |
0.0661 |
9.4% |
0.0076 |
1.1% |
17% |
False |
False |
167,885 |
| 40 |
0.7696 |
0.6903 |
0.0794 |
11.3% |
0.0083 |
1.2% |
14% |
False |
False |
165,433 |
| 60 |
0.7696 |
0.6903 |
0.0794 |
11.3% |
0.0084 |
1.2% |
14% |
False |
False |
163,779 |
| 80 |
0.7958 |
0.6903 |
0.1056 |
15.1% |
0.0082 |
1.2% |
10% |
False |
False |
135,315 |
| 100 |
0.7958 |
0.6903 |
0.1056 |
15.1% |
0.0081 |
1.2% |
10% |
False |
False |
108,290 |
| 120 |
0.8443 |
0.6903 |
0.1541 |
22.0% |
0.0078 |
1.1% |
7% |
False |
False |
90,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7617 |
|
2.618 |
0.7407 |
|
1.618 |
0.7279 |
|
1.000 |
0.7200 |
|
0.618 |
0.7150 |
|
HIGH |
0.7071 |
|
0.618 |
0.7022 |
|
0.500 |
0.7007 |
|
0.382 |
0.6992 |
|
LOW |
0.6943 |
|
0.618 |
0.6863 |
|
1.000 |
0.6814 |
|
1.618 |
0.6735 |
|
2.618 |
0.6606 |
|
4.250 |
0.6396 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7010 |
0.7003 |
| PP |
0.7008 |
0.6995 |
| S1 |
0.7007 |
0.6987 |
|