CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7036 |
0.7062 |
0.0026 |
0.4% |
0.7088 |
| High |
0.7069 |
0.7078 |
0.0009 |
0.1% |
0.7130 |
| Low |
0.7027 |
0.7029 |
0.0002 |
0.0% |
0.6949 |
| Close |
0.7062 |
0.7047 |
-0.0015 |
-0.2% |
0.7062 |
| Range |
0.0043 |
0.0050 |
0.0007 |
16.5% |
0.0182 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
145,914 |
86,642 |
-59,272 |
-40.6% |
630,462 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7173 |
0.7074 |
|
| R3 |
0.7150 |
0.7123 |
0.7061 |
|
| R2 |
0.7101 |
0.7101 |
0.7056 |
|
| R1 |
0.7074 |
0.7074 |
0.7052 |
0.7063 |
| PP |
0.7051 |
0.7051 |
0.7051 |
0.7046 |
| S1 |
0.7024 |
0.7024 |
0.7042 |
0.7013 |
| S2 |
0.7002 |
0.7002 |
0.7038 |
|
| S3 |
0.6952 |
0.6975 |
0.7033 |
|
| S4 |
0.6903 |
0.6925 |
0.7020 |
|
|
| 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% |
0.0088 |
1.2% |
54% |
False |
False |
127,965 |
| 10 |
0.7207 |
0.6949 |
0.0258 |
3.7% |
0.0095 |
1.4% |
38% |
False |
False |
80,991 |
| 20 |
0.7441 |
0.6949 |
0.0493 |
7.0% |
0.0077 |
1.1% |
20% |
False |
False |
42,648 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0082 |
1.2% |
12% |
False |
False |
21,495 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0074 |
1.1% |
12% |
False |
False |
14,468 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0073 |
1.0% |
9% |
False |
False |
10,939 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0067 |
1.0% |
9% |
False |
False |
8,769 |
| 120 |
0.8345 |
0.6949 |
0.1397 |
19.8% |
0.0061 |
0.9% |
7% |
False |
False |
7,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7288 |
|
2.618 |
0.7208 |
|
1.618 |
0.7158 |
|
1.000 |
0.7128 |
|
0.618 |
0.7109 |
|
HIGH |
0.7078 |
|
0.618 |
0.7059 |
|
0.500 |
0.7053 |
|
0.382 |
0.7047 |
|
LOW |
0.7029 |
|
0.618 |
0.6998 |
|
1.000 |
0.6979 |
|
1.618 |
0.6948 |
|
2.618 |
0.6899 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7053 |
0.7050 |
| PP |
0.7051 |
0.7049 |
| S1 |
0.7049 |
0.7048 |
|