CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7617 |
-0.0084 |
-1.1% |
0.7433 |
| High |
0.7758 |
0.7650 |
-0.0108 |
-1.4% |
0.7640 |
| Low |
0.7606 |
0.7527 |
-0.0079 |
-1.0% |
0.7388 |
| Close |
0.7614 |
0.7549 |
-0.0065 |
-0.8% |
0.7593 |
| Range |
0.0153 |
0.0123 |
-0.0030 |
-19.3% |
0.0252 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.3% |
0.0000 |
| Volume |
240 |
365 |
125 |
52.1% |
914 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7870 |
0.7617 |
|
| R3 |
0.7821 |
0.7747 |
0.7583 |
|
| R2 |
0.7698 |
0.7698 |
0.7572 |
|
| R1 |
0.7624 |
0.7624 |
0.7560 |
0.7600 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7563 |
| S1 |
0.7501 |
0.7501 |
0.7538 |
0.7477 |
| S2 |
0.7452 |
0.7452 |
0.7526 |
|
| S3 |
0.7329 |
0.7378 |
0.7515 |
|
| S4 |
0.7206 |
0.7255 |
0.7481 |
|
|
| 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 |
0.7419 |
0.0340 |
4.5% |
0.0126 |
1.7% |
38% |
False |
False |
244 |
| 10 |
0.7758 |
0.7301 |
0.0457 |
6.1% |
0.0093 |
1.2% |
54% |
False |
False |
221 |
| 20 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0071 |
0.9% |
56% |
False |
False |
241 |
| 40 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0073 |
1.0% |
56% |
False |
False |
418 |
| 60 |
0.8000 |
0.7280 |
0.0720 |
9.5% |
0.0063 |
0.8% |
37% |
False |
False |
314 |
| 80 |
0.8192 |
0.7280 |
0.0912 |
12.1% |
0.0057 |
0.8% |
29% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8173 |
|
2.618 |
0.7972 |
|
1.618 |
0.7849 |
|
1.000 |
0.7773 |
|
0.618 |
0.7726 |
|
HIGH |
0.7650 |
|
0.618 |
0.7603 |
|
0.500 |
0.7589 |
|
0.382 |
0.7574 |
|
LOW |
0.7527 |
|
0.618 |
0.7451 |
|
1.000 |
0.7404 |
|
1.618 |
0.7328 |
|
2.618 |
0.7205 |
|
4.250 |
0.7004 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7643 |
| PP |
0.7575 |
0.7611 |
| S1 |
0.7562 |
0.7580 |
|