CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6970 |
0.6994 |
0.0024 |
0.3% |
0.7023 |
| High |
0.7002 |
0.7010 |
0.0009 |
0.1% |
0.7065 |
| Low |
0.6960 |
0.6962 |
0.0003 |
0.0% |
0.6888 |
| Close |
0.6995 |
0.6968 |
-0.0027 |
-0.4% |
0.6995 |
| Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0177 |
| ATR |
0.0085 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
23,302 |
906 |
-22,396 |
-96.1% |
1,063,284 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7124 |
0.7094 |
0.6994 |
|
| R3 |
0.7076 |
0.7046 |
0.6981 |
|
| R2 |
0.7028 |
0.7028 |
0.6977 |
|
| R1 |
0.6998 |
0.6998 |
0.6972 |
0.6989 |
| PP |
0.6980 |
0.6980 |
0.6980 |
0.6976 |
| S1 |
0.6950 |
0.6950 |
0.6964 |
0.6941 |
| S2 |
0.6932 |
0.6932 |
0.6959 |
|
| S3 |
0.6884 |
0.6902 |
0.6955 |
|
| S4 |
0.6836 |
0.6854 |
0.6942 |
|
|
| 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% |
0.0087 |
1.2% |
45% |
False |
False |
172,829 |
| 10 |
0.7144 |
0.6888 |
0.0256 |
3.7% |
0.0094 |
1.4% |
31% |
False |
False |
209,804 |
| 20 |
0.7378 |
0.6888 |
0.0490 |
7.0% |
0.0078 |
1.1% |
16% |
False |
False |
180,681 |
| 40 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0086 |
1.2% |
10% |
False |
False |
173,322 |
| 60 |
0.7696 |
0.6888 |
0.0808 |
11.6% |
0.0080 |
1.1% |
10% |
False |
False |
162,389 |
| 80 |
0.7947 |
0.6888 |
0.1059 |
15.2% |
0.0082 |
1.2% |
8% |
False |
False |
148,589 |
| 100 |
0.7958 |
0.6888 |
0.1070 |
15.4% |
0.0081 |
1.2% |
7% |
False |
False |
118,920 |
| 120 |
0.8295 |
0.6888 |
0.1407 |
20.2% |
0.0078 |
1.1% |
6% |
False |
False |
99,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7214 |
|
2.618 |
0.7136 |
|
1.618 |
0.7088 |
|
1.000 |
0.7058 |
|
0.618 |
0.7040 |
|
HIGH |
0.7010 |
|
0.618 |
0.6992 |
|
0.500 |
0.6986 |
|
0.382 |
0.6980 |
|
LOW |
0.6962 |
|
0.618 |
0.6932 |
|
1.000 |
0.6914 |
|
1.618 |
0.6884 |
|
2.618 |
0.6836 |
|
4.250 |
0.6758 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6986 |
0.6982 |
| PP |
0.6980 |
0.6978 |
| S1 |
0.6974 |
0.6973 |
|