CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6988 |
0.6970 |
-0.0018 |
-0.3% |
0.7023 |
| High |
0.7003 |
0.7002 |
-0.0002 |
0.0% |
0.7065 |
| Low |
0.6955 |
0.6960 |
0.0005 |
0.1% |
0.6888 |
| Close |
0.6970 |
0.6995 |
0.0025 |
0.4% |
0.6995 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-13.4% |
0.0177 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
179,460 |
23,302 |
-156,158 |
-87.0% |
1,063,284 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7111 |
0.7095 |
0.7018 |
|
| R3 |
0.7069 |
0.7053 |
0.7007 |
|
| R2 |
0.7027 |
0.7027 |
0.7003 |
|
| R1 |
0.7011 |
0.7011 |
0.6999 |
0.7019 |
| PP |
0.6985 |
0.6985 |
0.6985 |
0.6989 |
| S1 |
0.6969 |
0.6969 |
0.6991 |
0.6977 |
| S2 |
0.6943 |
0.6943 |
0.6987 |
|
| S3 |
0.6901 |
0.6927 |
0.6983 |
|
| S4 |
0.6859 |
0.6885 |
0.6972 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7514 |
0.7431 |
0.7092 |
|
| R3 |
0.7337 |
0.7254 |
0.7044 |
|
| R2 |
0.7160 |
0.7160 |
0.7027 |
|
| R1 |
0.7077 |
0.7077 |
0.7011 |
0.7030 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6959 |
| S1 |
0.6900 |
0.6900 |
0.6979 |
0.6853 |
| S2 |
0.6806 |
0.6806 |
0.6963 |
|
| S3 |
0.6629 |
0.6723 |
0.6946 |
|
| S4 |
0.6452 |
0.6546 |
0.6898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7065 |
0.6888 |
0.0177 |
2.5% |
0.0090 |
1.3% |
60% |
False |
False |
212,656 |
| 10 |
0.7157 |
0.6888 |
0.0269 |
3.8% |
0.0094 |
1.3% |
40% |
False |
False |
226,304 |
| 20 |
0.7384 |
0.6888 |
0.0496 |
7.1% |
0.0080 |
1.1% |
22% |
False |
False |
188,176 |
| 40 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0088 |
1.3% |
13% |
False |
False |
178,123 |
| 60 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0081 |
1.2% |
13% |
False |
False |
165,046 |
| 80 |
0.7958 |
0.6888 |
0.1070 |
15.3% |
0.0083 |
1.2% |
10% |
False |
False |
148,586 |
| 100 |
0.7958 |
0.6888 |
0.1070 |
15.3% |
0.0081 |
1.2% |
10% |
False |
False |
118,912 |
| 120 |
0.8295 |
0.6888 |
0.1407 |
20.1% |
0.0079 |
1.1% |
8% |
False |
False |
99,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7180 |
|
2.618 |
0.7111 |
|
1.618 |
0.7069 |
|
1.000 |
0.7044 |
|
0.618 |
0.7027 |
|
HIGH |
0.7002 |
|
0.618 |
0.6985 |
|
0.500 |
0.6981 |
|
0.382 |
0.6976 |
|
LOW |
0.6960 |
|
0.618 |
0.6934 |
|
1.000 |
0.6918 |
|
1.618 |
0.6892 |
|
2.618 |
0.6850 |
|
4.250 |
0.6781 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6990 |
0.6983 |
| PP |
0.6985 |
0.6971 |
| S1 |
0.6981 |
0.6959 |
|