CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7700 |
0.0100 |
1.3% |
0.7433 |
| High |
0.7693 |
0.7758 |
0.0065 |
0.8% |
0.7640 |
| Low |
0.7588 |
0.7606 |
0.0018 |
0.2% |
0.7388 |
| Close |
0.7681 |
0.7614 |
-0.0067 |
-0.9% |
0.7593 |
| Range |
0.0106 |
0.0153 |
0.0047 |
44.5% |
0.0252 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.2% |
0.0000 |
| Volume |
253 |
240 |
-13 |
-5.1% |
914 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8018 |
0.7697 |
|
| R3 |
0.7964 |
0.7865 |
0.7655 |
|
| R2 |
0.7812 |
0.7812 |
0.7641 |
|
| R1 |
0.7713 |
0.7713 |
0.7627 |
0.7686 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7646 |
| S1 |
0.7560 |
0.7560 |
0.7600 |
0.7533 |
| S2 |
0.7507 |
0.7507 |
0.7586 |
|
| S3 |
0.7354 |
0.7408 |
0.7572 |
|
| S4 |
0.7202 |
0.7255 |
0.7530 |
|
|
| 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 |
0.7758 |
0.7388 |
0.0371 |
4.9% |
0.0109 |
1.4% |
61% |
True |
False |
187 |
| 10 |
0.7758 |
0.7301 |
0.0457 |
6.0% |
0.0082 |
1.1% |
68% |
True |
False |
203 |
| 20 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0067 |
0.9% |
70% |
True |
False |
228 |
| 40 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0072 |
0.9% |
70% |
True |
False |
410 |
| 60 |
0.8000 |
0.7280 |
0.0720 |
9.5% |
0.0061 |
0.8% |
46% |
False |
False |
308 |
| 80 |
0.8192 |
0.7280 |
0.0912 |
12.0% |
0.0055 |
0.7% |
37% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8406 |
|
2.618 |
0.8157 |
|
1.618 |
0.8005 |
|
1.000 |
0.7911 |
|
0.618 |
0.7852 |
|
HIGH |
0.7758 |
|
0.618 |
0.7700 |
|
0.500 |
0.7682 |
|
0.382 |
0.7664 |
|
LOW |
0.7606 |
|
0.618 |
0.7511 |
|
1.000 |
0.7453 |
|
1.618 |
0.7359 |
|
2.618 |
0.7206 |
|
4.250 |
0.6957 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7682 |
0.7639 |
| PP |
0.7659 |
0.7630 |
| S1 |
0.7636 |
0.7622 |
|