CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7072 |
0.6982 |
-0.0090 |
-1.3% |
0.7201 |
| High |
0.7130 |
0.7086 |
-0.0044 |
-0.6% |
0.7207 |
| Low |
0.6949 |
0.6969 |
0.0020 |
0.3% |
0.6967 |
| Close |
0.6996 |
0.7058 |
0.0062 |
0.9% |
0.7076 |
| Range |
0.0182 |
0.0118 |
-0.0064 |
-35.3% |
0.0240 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.4% |
0.0000 |
| Volume |
115,609 |
179,227 |
63,618 |
55.0% |
92,812 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7342 |
0.7123 |
|
| R3 |
0.7273 |
0.7224 |
0.7090 |
|
| R2 |
0.7155 |
0.7155 |
0.7080 |
|
| R1 |
0.7107 |
0.7107 |
0.7069 |
0.7131 |
| PP |
0.7038 |
0.7038 |
0.7038 |
0.7050 |
| S1 |
0.6989 |
0.6989 |
0.7047 |
0.7013 |
| S2 |
0.6920 |
0.6920 |
0.7036 |
|
| S3 |
0.6803 |
0.6872 |
0.7026 |
|
| S4 |
0.6685 |
0.6754 |
0.6993 |
|
|
| 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 |
2.6% |
0.0111 |
1.6% |
59% |
False |
False |
84,532 |
| 10 |
0.7307 |
0.6949 |
0.0359 |
5.1% |
0.0096 |
1.4% |
31% |
False |
False |
49,546 |
| 20 |
0.7551 |
0.6949 |
0.0602 |
8.5% |
0.0082 |
1.2% |
18% |
False |
False |
25,515 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0084 |
1.2% |
14% |
False |
False |
12,886 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0076 |
1.1% |
14% |
False |
False |
8,775 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0074 |
1.0% |
10% |
False |
False |
6,628 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0066 |
0.9% |
10% |
False |
False |
5,319 |
| 120 |
0.8350 |
0.6949 |
0.1401 |
19.8% |
0.0061 |
0.9% |
8% |
False |
False |
4,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7394 |
|
1.618 |
0.7276 |
|
1.000 |
0.7204 |
|
0.618 |
0.7159 |
|
HIGH |
0.7086 |
|
0.618 |
0.7041 |
|
0.500 |
0.7027 |
|
0.382 |
0.7013 |
|
LOW |
0.6969 |
|
0.618 |
0.6896 |
|
1.000 |
0.6851 |
|
1.618 |
0.6778 |
|
2.618 |
0.6661 |
|
4.250 |
0.6469 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7048 |
0.7052 |
| PP |
0.7038 |
0.7046 |
| S1 |
0.7027 |
0.7039 |
|