CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7062 |
0.7049 |
-0.0013 |
-0.2% |
0.7088 |
| High |
0.7078 |
0.7064 |
-0.0015 |
-0.2% |
0.7130 |
| Low |
0.7029 |
0.7015 |
-0.0014 |
-0.2% |
0.6949 |
| Close |
0.7047 |
0.7028 |
-0.0020 |
-0.3% |
0.7062 |
| Range |
0.0050 |
0.0049 |
-0.0001 |
-1.0% |
0.0182 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
86,642 |
131,976 |
45,334 |
52.3% |
630,462 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7182 |
0.7154 |
0.7054 |
|
| R3 |
0.7133 |
0.7105 |
0.7041 |
|
| R2 |
0.7084 |
0.7084 |
0.7036 |
|
| R1 |
0.7056 |
0.7056 |
0.7032 |
0.7046 |
| PP |
0.7035 |
0.7035 |
0.7035 |
0.7030 |
| S1 |
0.7007 |
0.7007 |
0.7023 |
0.6997 |
| S2 |
0.6986 |
0.6986 |
0.7019 |
|
| S3 |
0.6937 |
0.6958 |
0.7014 |
|
| S4 |
0.6888 |
0.6909 |
0.7001 |
|
|
| 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 |
0.7086 |
0.6969 |
0.0118 |
1.7% |
0.0062 |
0.9% |
50% |
False |
False |
131,239 |
| 10 |
0.7136 |
0.6949 |
0.0187 |
2.7% |
0.0085 |
1.2% |
42% |
False |
False |
91,739 |
| 20 |
0.7441 |
0.6949 |
0.0493 |
7.0% |
0.0077 |
1.1% |
16% |
False |
False |
49,200 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0083 |
1.2% |
10% |
False |
False |
24,788 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0074 |
1.1% |
10% |
False |
False |
16,666 |
| 80 |
0.8000 |
0.6949 |
0.1052 |
15.0% |
0.0074 |
1.0% |
8% |
False |
False |
12,588 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
15.0% |
0.0067 |
0.9% |
8% |
False |
False |
10,089 |
| 120 |
0.8345 |
0.6949 |
0.1397 |
19.9% |
0.0061 |
0.9% |
6% |
False |
False |
8,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7272 |
|
2.618 |
0.7192 |
|
1.618 |
0.7143 |
|
1.000 |
0.7113 |
|
0.618 |
0.7094 |
|
HIGH |
0.7064 |
|
0.618 |
0.7045 |
|
0.500 |
0.7039 |
|
0.382 |
0.7033 |
|
LOW |
0.7015 |
|
0.618 |
0.6984 |
|
1.000 |
0.6966 |
|
1.618 |
0.6935 |
|
2.618 |
0.6886 |
|
4.250 |
0.6806 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7039 |
0.7046 |
| PP |
0.7035 |
0.7040 |
| S1 |
0.7031 |
0.7034 |
|