CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7392 |
0.0041 |
0.6% |
0.7575 |
| High |
0.7441 |
0.7423 |
-0.0018 |
-0.2% |
0.7629 |
| Low |
0.7347 |
0.7367 |
0.0020 |
0.3% |
0.7367 |
| Close |
0.7386 |
0.7374 |
-0.0012 |
-0.2% |
0.7385 |
| Range |
0.0095 |
0.0057 |
-0.0038 |
-40.2% |
0.0262 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2,478 |
686 |
-1,792 |
-72.3% |
2,911 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7522 |
0.7405 |
|
| R3 |
0.7501 |
0.7465 |
0.7389 |
|
| R2 |
0.7444 |
0.7444 |
0.7384 |
|
| R1 |
0.7409 |
0.7409 |
0.7379 |
0.7398 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7382 |
| S1 |
0.7352 |
0.7352 |
0.7368 |
0.7342 |
| S2 |
0.7331 |
0.7331 |
0.7363 |
|
| S3 |
0.7275 |
0.7296 |
0.7358 |
|
| S4 |
0.7218 |
0.7239 |
0.7342 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8246 |
0.8077 |
0.7529 |
|
| R3 |
0.7984 |
0.7815 |
0.7457 |
|
| R2 |
0.7722 |
0.7722 |
0.7433 |
|
| R1 |
0.7553 |
0.7553 |
0.7409 |
0.7507 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7437 |
| S1 |
0.7291 |
0.7291 |
0.7360 |
0.7245 |
| S2 |
0.7198 |
0.7198 |
0.7336 |
|
| S3 |
0.6936 |
0.7029 |
0.7312 |
|
| S4 |
0.6674 |
0.6767 |
0.7240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7506 |
0.7346 |
0.0160 |
2.2% |
0.0069 |
0.9% |
17% |
False |
False |
1,078 |
| 10 |
0.7675 |
0.7346 |
0.0329 |
4.5% |
0.0072 |
1.0% |
8% |
False |
False |
738 |
| 20 |
0.7758 |
0.7346 |
0.0412 |
5.6% |
0.0092 |
1.2% |
7% |
False |
False |
520 |
| 40 |
0.7758 |
0.7280 |
0.0478 |
6.5% |
0.0074 |
1.0% |
20% |
False |
False |
425 |
| 60 |
0.7935 |
0.7280 |
0.0655 |
8.9% |
0.0073 |
1.0% |
14% |
False |
False |
437 |
| 80 |
0.8000 |
0.7280 |
0.0720 |
9.8% |
0.0064 |
0.9% |
13% |
False |
False |
351 |
| 100 |
0.8290 |
0.7280 |
0.1010 |
13.7% |
0.0058 |
0.8% |
9% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7571 |
|
1.618 |
0.7514 |
|
1.000 |
0.7480 |
|
0.618 |
0.7458 |
|
HIGH |
0.7423 |
|
0.618 |
0.7401 |
|
0.500 |
0.7395 |
|
0.382 |
0.7388 |
|
LOW |
0.7367 |
|
0.618 |
0.7332 |
|
1.000 |
0.7310 |
|
1.618 |
0.7275 |
|
2.618 |
0.7219 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7394 |
| PP |
0.7388 |
0.7387 |
| S1 |
0.7381 |
0.7380 |
|