CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6982 |
0.7056 |
0.0074 |
1.1% |
0.7201 |
| High |
0.7086 |
0.7071 |
-0.0015 |
-0.2% |
0.7207 |
| Low |
0.6969 |
0.7022 |
0.0054 |
0.8% |
0.6967 |
| Close |
0.7058 |
0.7037 |
-0.0021 |
-0.3% |
0.7076 |
| Range |
0.0118 |
0.0049 |
-0.0069 |
-58.3% |
0.0240 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
179,227 |
112,436 |
-66,791 |
-37.3% |
92,812 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7190 |
0.7163 |
0.7064 |
|
| R3 |
0.7141 |
0.7114 |
0.7050 |
|
| R2 |
0.7092 |
0.7092 |
0.7046 |
|
| R1 |
0.7065 |
0.7065 |
0.7041 |
0.7054 |
| PP |
0.7043 |
0.7043 |
0.7043 |
0.7038 |
| S1 |
0.7016 |
0.7016 |
0.7033 |
0.7005 |
| S2 |
0.6994 |
0.6994 |
0.7028 |
|
| S3 |
0.6945 |
0.6967 |
0.7024 |
|
| S4 |
0.6896 |
0.6918 |
0.7010 |
|
|
| 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 |
1.5% |
47% |
False |
False |
102,456 |
| 10 |
0.7267 |
0.6949 |
0.0319 |
4.5% |
0.0097 |
1.4% |
28% |
False |
False |
58,891 |
| 20 |
0.7506 |
0.6949 |
0.0557 |
7.9% |
0.0080 |
1.1% |
16% |
False |
False |
31,084 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0085 |
1.2% |
11% |
False |
False |
15,692 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0075 |
1.1% |
11% |
False |
False |
10,631 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0074 |
1.0% |
8% |
False |
False |
8,033 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0066 |
0.9% |
8% |
False |
False |
6,444 |
| 120 |
0.8347 |
0.6949 |
0.1398 |
19.9% |
0.0061 |
0.9% |
6% |
False |
False |
5,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7279 |
|
2.618 |
0.7199 |
|
1.618 |
0.7150 |
|
1.000 |
0.7120 |
|
0.618 |
0.7101 |
|
HIGH |
0.7071 |
|
0.618 |
0.7052 |
|
0.500 |
0.7047 |
|
0.382 |
0.7041 |
|
LOW |
0.7022 |
|
0.618 |
0.6992 |
|
1.000 |
0.6973 |
|
1.618 |
0.6943 |
|
2.618 |
0.6894 |
|
4.250 |
0.6814 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7047 |
0.7039 |
| PP |
0.7043 |
0.7039 |
| S1 |
0.7040 |
0.7038 |
|