CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7023 |
0.7005 |
-0.0019 |
-0.3% |
0.7142 |
| High |
0.7038 |
0.7065 |
0.0028 |
0.4% |
0.7144 |
| Low |
0.6973 |
0.6888 |
-0.0085 |
-1.2% |
0.6903 |
| Close |
0.7010 |
0.6929 |
-0.0082 |
-1.2% |
0.7012 |
| Range |
0.0065 |
0.0177 |
0.0112 |
172.3% |
0.0242 |
| ATR |
0.0083 |
0.0090 |
0.0007 |
8.1% |
0.0000 |
| Volume |
200,041 |
287,752 |
87,711 |
43.8% |
1,033,857 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7387 |
0.7026 |
|
| R3 |
0.7315 |
0.7210 |
0.6977 |
|
| R2 |
0.7138 |
0.7138 |
0.6961 |
|
| R1 |
0.7033 |
0.7033 |
0.6945 |
0.6997 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6942 |
| S1 |
0.6856 |
0.6856 |
0.6912 |
0.6820 |
| S2 |
0.6784 |
0.6784 |
0.6896 |
|
| S3 |
0.6607 |
0.6679 |
0.6880 |
|
| S4 |
0.6430 |
0.6502 |
0.6831 |
|
|
| 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 |
0.7071 |
0.6888 |
0.0183 |
2.6% |
0.0108 |
1.6% |
22% |
False |
True |
250,986 |
| 10 |
0.7254 |
0.6888 |
0.0366 |
5.3% |
0.0089 |
1.3% |
11% |
False |
True |
214,918 |
| 20 |
0.7540 |
0.6888 |
0.0652 |
9.4% |
0.0082 |
1.2% |
6% |
False |
True |
179,862 |
| 40 |
0.7696 |
0.6888 |
0.0808 |
11.7% |
0.0087 |
1.3% |
5% |
False |
True |
172,617 |
| 60 |
0.7696 |
0.6888 |
0.0808 |
11.7% |
0.0083 |
1.2% |
5% |
False |
True |
164,683 |
| 80 |
0.7958 |
0.6888 |
0.1070 |
15.4% |
0.0083 |
1.2% |
4% |
False |
True |
141,406 |
| 100 |
0.7958 |
0.6888 |
0.1070 |
15.4% |
0.0081 |
1.2% |
4% |
False |
True |
113,166 |
| 120 |
0.8336 |
0.6888 |
0.1448 |
20.9% |
0.0079 |
1.1% |
3% |
False |
True |
94,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7528 |
|
1.618 |
0.7351 |
|
1.000 |
0.7242 |
|
0.618 |
0.7174 |
|
HIGH |
0.7065 |
|
0.618 |
0.6997 |
|
0.500 |
0.6977 |
|
0.382 |
0.6956 |
|
LOW |
0.6888 |
|
0.618 |
0.6779 |
|
1.000 |
0.6711 |
|
1.618 |
0.6602 |
|
2.618 |
0.6425 |
|
4.250 |
0.6136 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.6980 |
| PP |
0.6961 |
0.6963 |
| S1 |
0.6945 |
0.6946 |
|