CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7088 |
0.7072 |
-0.0016 |
-0.2% |
0.7201 |
| High |
0.7103 |
0.7130 |
0.0028 |
0.4% |
0.7207 |
| Low |
0.7037 |
0.6949 |
-0.0089 |
-1.3% |
0.6967 |
| Close |
0.7076 |
0.6996 |
-0.0080 |
-1.1% |
0.7076 |
| Range |
0.0066 |
0.0182 |
0.0116 |
177.1% |
0.0240 |
| ATR |
0.0080 |
0.0088 |
0.0007 |
9.0% |
0.0000 |
| Volume |
77,276 |
115,609 |
38,333 |
49.6% |
92,812 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7464 |
0.7096 |
|
| R3 |
0.7388 |
0.7283 |
0.7046 |
|
| R2 |
0.7206 |
0.7206 |
0.7029 |
|
| R1 |
0.7101 |
0.7101 |
0.7013 |
0.7063 |
| PP |
0.7025 |
0.7025 |
0.7025 |
0.7006 |
| S1 |
0.6920 |
0.6920 |
0.6979 |
0.6882 |
| S2 |
0.6843 |
0.6843 |
0.6963 |
|
| S3 |
0.6662 |
0.6738 |
0.6946 |
|
| S4 |
0.6480 |
0.6557 |
0.6896 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7680 |
0.7208 |
|
| R3 |
0.7563 |
0.7440 |
0.7142 |
|
| R2 |
0.7323 |
0.7323 |
0.7120 |
|
| R1 |
0.7200 |
0.7200 |
0.7098 |
0.7141 |
| PP |
0.7083 |
0.7083 |
0.7083 |
0.7054 |
| S1 |
0.6960 |
0.6960 |
0.7054 |
0.6901 |
| S2 |
0.6843 |
0.6843 |
0.7032 |
|
| S3 |
0.6603 |
0.6720 |
0.7010 |
|
| S4 |
0.6363 |
0.6480 |
0.6944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7136 |
0.6949 |
0.0187 |
2.7% |
0.0109 |
1.6% |
25% |
False |
True |
52,240 |
| 10 |
0.7319 |
0.6949 |
0.0371 |
5.3% |
0.0089 |
1.3% |
13% |
False |
True |
31,893 |
| 20 |
0.7605 |
0.6949 |
0.0656 |
9.4% |
0.0081 |
1.2% |
7% |
False |
True |
16,570 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.6% |
0.0082 |
1.2% |
6% |
False |
True |
8,407 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.6% |
0.0077 |
1.1% |
6% |
False |
True |
5,795 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
15.0% |
0.0074 |
1.1% |
5% |
False |
True |
4,400 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
15.0% |
0.0066 |
0.9% |
5% |
False |
True |
3,527 |
| 120 |
0.8364 |
0.6949 |
0.1416 |
20.2% |
0.0060 |
0.9% |
3% |
False |
True |
2,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7605 |
|
1.618 |
0.7424 |
|
1.000 |
0.7312 |
|
0.618 |
0.7242 |
|
HIGH |
0.7130 |
|
0.618 |
0.7061 |
|
0.500 |
0.7039 |
|
0.382 |
0.7018 |
|
LOW |
0.6949 |
|
0.618 |
0.6836 |
|
1.000 |
0.6767 |
|
1.618 |
0.6655 |
|
2.618 |
0.6473 |
|
4.250 |
0.6177 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7039 |
0.7042 |
| PP |
0.7025 |
0.7027 |
| S1 |
0.7010 |
0.7011 |
|