CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7617 |
0.7555 |
-0.0062 |
-0.8% |
0.7433 |
| High |
0.7650 |
0.7621 |
-0.0029 |
-0.4% |
0.7640 |
| Low |
0.7527 |
0.7541 |
0.0014 |
0.2% |
0.7388 |
| Close |
0.7549 |
0.7616 |
0.0067 |
0.9% |
0.7593 |
| Range |
0.0123 |
0.0081 |
-0.0043 |
-34.6% |
0.0252 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
365 |
178 |
-187 |
-51.2% |
914 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7805 |
0.7660 |
|
| R3 |
0.7753 |
0.7725 |
0.7638 |
|
| R2 |
0.7673 |
0.7673 |
0.7630 |
|
| R1 |
0.7644 |
0.7644 |
0.7623 |
0.7659 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7600 |
| S1 |
0.7564 |
0.7564 |
0.7608 |
0.7578 |
| S2 |
0.7512 |
0.7512 |
0.7601 |
|
| S3 |
0.7431 |
0.7483 |
0.7593 |
|
| S4 |
0.7351 |
0.7403 |
0.7571 |
|
|
| 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 |
0.7520 |
0.0239 |
3.1% |
0.0116 |
1.5% |
40% |
False |
False |
233 |
| 10 |
0.7758 |
0.7347 |
0.0411 |
5.4% |
0.0094 |
1.2% |
65% |
False |
False |
223 |
| 20 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0074 |
1.0% |
70% |
False |
False |
249 |
| 40 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0074 |
1.0% |
70% |
False |
False |
422 |
| 60 |
0.8000 |
0.7280 |
0.0720 |
9.5% |
0.0064 |
0.8% |
47% |
False |
False |
317 |
| 80 |
0.8097 |
0.7280 |
0.0817 |
10.7% |
0.0057 |
0.8% |
41% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7832 |
|
1.618 |
0.7751 |
|
1.000 |
0.7702 |
|
0.618 |
0.7671 |
|
HIGH |
0.7621 |
|
0.618 |
0.7590 |
|
0.500 |
0.7581 |
|
0.382 |
0.7571 |
|
LOW |
0.7541 |
|
0.618 |
0.7491 |
|
1.000 |
0.7460 |
|
1.618 |
0.7410 |
|
2.618 |
0.7330 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7643 |
| PP |
0.7592 |
0.7634 |
| S1 |
0.7581 |
0.7625 |
|