CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7056 |
0.7036 |
-0.0020 |
-0.3% |
0.7088 |
| High |
0.7071 |
0.7069 |
-0.0002 |
0.0% |
0.7130 |
| Low |
0.7022 |
0.7027 |
0.0005 |
0.1% |
0.6949 |
| Close |
0.7037 |
0.7062 |
0.0025 |
0.4% |
0.7062 |
| Range |
0.0049 |
0.0043 |
-0.0007 |
-13.3% |
0.0182 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
112,436 |
145,914 |
33,478 |
29.8% |
630,462 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7180 |
0.7164 |
0.7085 |
|
| R3 |
0.7138 |
0.7121 |
0.7074 |
|
| R2 |
0.7095 |
0.7095 |
0.7070 |
|
| R1 |
0.7079 |
0.7079 |
0.7066 |
0.7087 |
| PP |
0.7053 |
0.7053 |
0.7053 |
0.7057 |
| S1 |
0.7036 |
0.7036 |
0.7058 |
0.7044 |
| S2 |
0.7010 |
0.7010 |
0.7054 |
|
| S3 |
0.6968 |
0.6994 |
0.7050 |
|
| S4 |
0.6925 |
0.6951 |
0.7039 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7508 |
0.7162 |
|
| R3 |
0.7410 |
0.7327 |
0.7112 |
|
| R2 |
0.7228 |
0.7228 |
0.7095 |
|
| R1 |
0.7145 |
0.7145 |
0.7079 |
0.7096 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7022 |
| S1 |
0.6964 |
0.6964 |
0.7045 |
0.6915 |
| S2 |
0.6865 |
0.6865 |
0.7029 |
|
| S3 |
0.6684 |
0.6782 |
0.7012 |
|
| S4 |
0.6502 |
0.6601 |
0.6962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7130 |
0.6949 |
0.0182 |
2.6% |
0.0091 |
1.3% |
63% |
False |
False |
126,092 |
| 10 |
0.7222 |
0.6949 |
0.0273 |
3.9% |
0.0095 |
1.3% |
42% |
False |
False |
72,972 |
| 20 |
0.7448 |
0.6949 |
0.0500 |
7.1% |
0.0079 |
1.1% |
23% |
False |
False |
38,349 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0084 |
1.2% |
14% |
False |
False |
19,336 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0075 |
1.1% |
14% |
False |
False |
13,048 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0074 |
1.0% |
11% |
False |
False |
9,856 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0067 |
0.9% |
11% |
False |
False |
7,903 |
| 120 |
0.8345 |
0.6949 |
0.1397 |
19.8% |
0.0061 |
0.9% |
8% |
False |
False |
6,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7250 |
|
2.618 |
0.7180 |
|
1.618 |
0.7138 |
|
1.000 |
0.7112 |
|
0.618 |
0.7095 |
|
HIGH |
0.7069 |
|
0.618 |
0.7053 |
|
0.500 |
0.7048 |
|
0.382 |
0.7043 |
|
LOW |
0.7027 |
|
0.618 |
0.7000 |
|
1.000 |
0.6984 |
|
1.618 |
0.6958 |
|
2.618 |
0.6915 |
|
4.250 |
0.6846 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7057 |
0.7050 |
| PP |
0.7053 |
0.7039 |
| S1 |
0.7048 |
0.7027 |
|