CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6913 |
0.6988 |
0.0076 |
1.1% |
0.7142 |
| High |
0.7018 |
0.7003 |
-0.0015 |
-0.2% |
0.7144 |
| Low |
0.6901 |
0.6955 |
0.0054 |
0.8% |
0.6903 |
| Close |
0.6990 |
0.6970 |
-0.0020 |
-0.3% |
0.7012 |
| Range |
0.0117 |
0.0049 |
-0.0069 |
-58.5% |
0.0242 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
372,729 |
179,460 |
-193,269 |
-51.9% |
1,033,857 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7121 |
0.7094 |
0.6997 |
|
| R3 |
0.7073 |
0.7046 |
0.6983 |
|
| R2 |
0.7024 |
0.7024 |
0.6979 |
|
| R1 |
0.6997 |
0.6997 |
0.6974 |
0.6987 |
| PP |
0.6976 |
0.6976 |
0.6976 |
0.6971 |
| S1 |
0.6949 |
0.6949 |
0.6966 |
0.6938 |
| S2 |
0.6927 |
0.6927 |
0.6961 |
|
| S3 |
0.6879 |
0.6900 |
0.6957 |
|
| S4 |
0.6830 |
0.6852 |
0.6943 |
|
|
| 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% |
0.0107 |
1.5% |
45% |
False |
False |
258,250 |
| 10 |
0.7201 |
0.6888 |
0.0313 |
4.5% |
0.0096 |
1.4% |
26% |
False |
False |
242,364 |
| 20 |
0.7443 |
0.6888 |
0.0555 |
8.0% |
0.0081 |
1.2% |
15% |
False |
False |
193,851 |
| 40 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0089 |
1.3% |
10% |
False |
False |
181,532 |
| 60 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0081 |
1.2% |
10% |
False |
False |
167,056 |
| 80 |
0.7958 |
0.6888 |
0.1070 |
15.4% |
0.0083 |
1.2% |
8% |
False |
False |
148,298 |
| 100 |
0.7958 |
0.6888 |
0.1070 |
15.4% |
0.0082 |
1.2% |
8% |
False |
False |
118,681 |
| 120 |
0.8307 |
0.6888 |
0.1419 |
20.4% |
0.0080 |
1.1% |
6% |
False |
False |
98,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7209 |
|
2.618 |
0.7130 |
|
1.618 |
0.7081 |
|
1.000 |
0.7052 |
|
0.618 |
0.7033 |
|
HIGH |
0.7003 |
|
0.618 |
0.6984 |
|
0.500 |
0.6979 |
|
0.382 |
0.6973 |
|
LOW |
0.6955 |
|
0.618 |
0.6925 |
|
1.000 |
0.6906 |
|
1.618 |
0.6876 |
|
2.618 |
0.6828 |
|
4.250 |
0.6748 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.6977 |
| PP |
0.6976 |
0.6974 |
| S1 |
0.6973 |
0.6972 |
|