CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7005 |
0.6913 |
-0.0092 |
-1.3% |
0.7142 |
| High |
0.7065 |
0.7018 |
-0.0048 |
-0.7% |
0.7144 |
| Low |
0.6888 |
0.6901 |
0.0013 |
0.2% |
0.6903 |
| Close |
0.6929 |
0.6990 |
0.0062 |
0.9% |
0.7012 |
| Range |
0.0177 |
0.0117 |
-0.0060 |
-33.9% |
0.0242 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0000 |
| Volume |
287,752 |
372,729 |
84,977 |
29.5% |
1,033,857 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7320 |
0.7272 |
0.7054 |
|
| R3 |
0.7203 |
0.7155 |
0.7022 |
|
| R2 |
0.7086 |
0.7086 |
0.7011 |
|
| R1 |
0.7038 |
0.7038 |
0.7001 |
0.7062 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6981 |
| S1 |
0.6921 |
0.6921 |
0.6979 |
0.6945 |
| S2 |
0.6852 |
0.6852 |
0.6969 |
|
| S3 |
0.6735 |
0.6804 |
0.6958 |
|
| S4 |
0.6618 |
0.6687 |
0.6926 |
|
|
| 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% |
0.0110 |
1.6% |
56% |
False |
False |
271,769 |
| 10 |
0.7242 |
0.6888 |
0.0354 |
5.1% |
0.0095 |
1.4% |
29% |
False |
False |
238,814 |
| 20 |
0.7486 |
0.6888 |
0.0598 |
8.5% |
0.0083 |
1.2% |
17% |
False |
False |
191,767 |
| 40 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0089 |
1.3% |
13% |
False |
False |
179,137 |
| 60 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0082 |
1.2% |
13% |
False |
False |
167,197 |
| 80 |
0.7958 |
0.6888 |
0.1070 |
15.3% |
0.0083 |
1.2% |
10% |
False |
False |
146,059 |
| 100 |
0.7958 |
0.6888 |
0.1070 |
15.3% |
0.0082 |
1.2% |
10% |
False |
False |
116,893 |
| 120 |
0.8307 |
0.6888 |
0.1419 |
20.3% |
0.0080 |
1.1% |
7% |
False |
False |
97,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7324 |
|
1.618 |
0.7207 |
|
1.000 |
0.7135 |
|
0.618 |
0.7090 |
|
HIGH |
0.7018 |
|
0.618 |
0.6973 |
|
0.500 |
0.6959 |
|
0.382 |
0.6945 |
|
LOW |
0.6901 |
|
0.618 |
0.6828 |
|
1.000 |
0.6784 |
|
1.618 |
0.6711 |
|
2.618 |
0.6594 |
|
4.250 |
0.6403 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6980 |
0.6986 |
| PP |
0.6969 |
0.6981 |
| S1 |
0.6959 |
0.6977 |
|