CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7615 |
0.0131 |
1.8% |
0.7600 |
| High |
0.7656 |
0.7675 |
0.0019 |
0.2% |
0.7758 |
| Low |
0.7484 |
0.7593 |
0.0109 |
1.5% |
0.7470 |
| Close |
0.7614 |
0.7611 |
-0.0003 |
0.0% |
0.7493 |
| Range |
0.0172 |
0.0082 |
-0.0090 |
-52.3% |
0.0288 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
445 |
128 |
-317 |
-71.2% |
1,502 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7823 |
0.7656 |
|
| R3 |
0.7790 |
0.7741 |
0.7633 |
|
| R2 |
0.7708 |
0.7708 |
0.7626 |
|
| R1 |
0.7659 |
0.7659 |
0.7618 |
0.7643 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7618 |
| S1 |
0.7577 |
0.7577 |
0.7603 |
0.7561 |
| S2 |
0.7544 |
0.7544 |
0.7595 |
|
| S3 |
0.7462 |
0.7495 |
0.7588 |
|
| S4 |
0.7380 |
0.7413 |
0.7565 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8438 |
0.8253 |
0.7651 |
|
| R3 |
0.8150 |
0.7965 |
0.7572 |
|
| R2 |
0.7862 |
0.7862 |
0.7545 |
|
| R1 |
0.7677 |
0.7677 |
0.7519 |
0.7625 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7548 |
| S1 |
0.7389 |
0.7389 |
0.7466 |
0.7337 |
| S2 |
0.7286 |
0.7286 |
0.7440 |
|
| S3 |
0.6998 |
0.7101 |
0.7413 |
|
| S4 |
0.6710 |
0.6813 |
0.7334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7675 |
0.7470 |
0.0205 |
2.7% |
0.0099 |
1.3% |
69% |
True |
False |
350 |
| 10 |
0.7758 |
0.7470 |
0.0288 |
3.8% |
0.0108 |
1.4% |
49% |
False |
False |
291 |
| 20 |
0.7758 |
0.7292 |
0.0467 |
6.1% |
0.0081 |
1.1% |
68% |
False |
False |
253 |
| 40 |
0.7758 |
0.7280 |
0.0478 |
6.3% |
0.0078 |
1.0% |
69% |
False |
False |
413 |
| 60 |
0.8000 |
0.7280 |
0.0720 |
9.5% |
0.0070 |
0.9% |
46% |
False |
False |
343 |
| 80 |
0.8000 |
0.7280 |
0.0720 |
9.5% |
0.0062 |
0.8% |
46% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7890 |
|
1.618 |
0.7808 |
|
1.000 |
0.7757 |
|
0.618 |
0.7726 |
|
HIGH |
0.7675 |
|
0.618 |
0.7644 |
|
0.500 |
0.7634 |
|
0.382 |
0.7624 |
|
LOW |
0.7593 |
|
0.618 |
0.7542 |
|
1.000 |
0.7511 |
|
1.618 |
0.7460 |
|
2.618 |
0.7378 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7600 |
| PP |
0.7626 |
0.7590 |
| S1 |
0.7618 |
0.7580 |
|