CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7600 |
0.0050 |
0.7% |
0.7433 |
| High |
0.7640 |
0.7693 |
0.0054 |
0.7% |
0.7640 |
| Low |
0.7520 |
0.7588 |
0.0068 |
0.9% |
0.7388 |
| Close |
0.7593 |
0.7681 |
0.0088 |
1.2% |
0.7593 |
| Range |
0.0120 |
0.0106 |
-0.0015 |
-12.1% |
0.0252 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
3.9% |
0.0000 |
| Volume |
129 |
253 |
124 |
96.1% |
914 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7970 |
0.7931 |
0.7739 |
|
| R3 |
0.7865 |
0.7825 |
0.7710 |
|
| R2 |
0.7759 |
0.7759 |
0.7700 |
|
| R1 |
0.7720 |
0.7720 |
0.7690 |
0.7740 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7664 |
| S1 |
0.7614 |
0.7614 |
0.7671 |
0.7634 |
| S2 |
0.7548 |
0.7548 |
0.7661 |
|
| S3 |
0.7443 |
0.7509 |
0.7651 |
|
| S4 |
0.7337 |
0.7403 |
0.7622 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8296 |
0.8196 |
0.7731 |
|
| R3 |
0.8044 |
0.7944 |
0.7662 |
|
| R2 |
0.7792 |
0.7792 |
0.7639 |
|
| R1 |
0.7692 |
0.7692 |
0.7616 |
0.7742 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7565 |
| S1 |
0.7440 |
0.7440 |
0.7569 |
0.7490 |
| S2 |
0.7288 |
0.7288 |
0.7546 |
|
| S3 |
0.7036 |
0.7188 |
0.7523 |
|
| S4 |
0.6784 |
0.6936 |
0.7454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7693 |
0.7388 |
0.0306 |
4.0% |
0.0085 |
1.1% |
96% |
True |
False |
185 |
| 10 |
0.7693 |
0.7301 |
0.0392 |
5.1% |
0.0071 |
0.9% |
97% |
True |
False |
188 |
| 20 |
0.7693 |
0.7280 |
0.0413 |
5.4% |
0.0064 |
0.8% |
97% |
True |
False |
259 |
| 40 |
0.7807 |
0.7280 |
0.0527 |
6.9% |
0.0070 |
0.9% |
76% |
False |
False |
404 |
| 60 |
0.8000 |
0.7280 |
0.0720 |
9.4% |
0.0060 |
0.8% |
56% |
False |
False |
304 |
| 80 |
0.8192 |
0.7280 |
0.0912 |
11.9% |
0.0054 |
0.7% |
44% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8141 |
|
2.618 |
0.7969 |
|
1.618 |
0.7864 |
|
1.000 |
0.7799 |
|
0.618 |
0.7758 |
|
HIGH |
0.7693 |
|
0.618 |
0.7653 |
|
0.500 |
0.7640 |
|
0.382 |
0.7628 |
|
LOW |
0.7588 |
|
0.618 |
0.7522 |
|
1.000 |
0.7482 |
|
1.618 |
0.7417 |
|
2.618 |
0.7311 |
|
4.250 |
0.7139 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7639 |
| PP |
0.7654 |
0.7597 |
| S1 |
0.7640 |
0.7556 |
|