CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7049 |
0.7022 |
-0.0027 |
-0.4% |
0.7088 |
| High |
0.7064 |
0.7041 |
-0.0023 |
-0.3% |
0.7130 |
| Low |
0.7015 |
0.6974 |
-0.0041 |
-0.6% |
0.6949 |
| Close |
0.7028 |
0.7035 |
0.0007 |
0.1% |
0.7062 |
| Range |
0.0049 |
0.0068 |
0.0019 |
37.8% |
0.0182 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
131,976 |
205,466 |
73,490 |
55.7% |
630,462 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7219 |
0.7194 |
0.7072 |
|
| R3 |
0.7151 |
0.7127 |
0.7053 |
|
| R2 |
0.7084 |
0.7084 |
0.7047 |
|
| R1 |
0.7059 |
0.7059 |
0.7041 |
0.7072 |
| PP |
0.7016 |
0.7016 |
0.7016 |
0.7023 |
| S1 |
0.6992 |
0.6992 |
0.7028 |
0.7004 |
| S2 |
0.6949 |
0.6949 |
0.7022 |
|
| S3 |
0.6881 |
0.6924 |
0.7016 |
|
| S4 |
0.6814 |
0.6857 |
0.6997 |
|
|
| 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 |
0.7078 |
0.6974 |
0.0105 |
1.5% |
0.0052 |
0.7% |
58% |
False |
True |
136,486 |
| 10 |
0.7136 |
0.6949 |
0.0187 |
2.7% |
0.0081 |
1.2% |
46% |
False |
False |
110,509 |
| 20 |
0.7423 |
0.6949 |
0.0475 |
6.7% |
0.0076 |
1.1% |
18% |
False |
False |
59,349 |
| 40 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0083 |
1.2% |
11% |
False |
False |
29,919 |
| 60 |
0.7758 |
0.6949 |
0.0810 |
11.5% |
0.0074 |
1.1% |
11% |
False |
False |
20,090 |
| 80 |
0.7994 |
0.6949 |
0.1045 |
14.9% |
0.0074 |
1.0% |
8% |
False |
False |
15,156 |
| 100 |
0.8000 |
0.6949 |
0.1052 |
14.9% |
0.0066 |
0.9% |
8% |
False |
False |
12,144 |
| 120 |
0.8335 |
0.6949 |
0.1387 |
19.7% |
0.0061 |
0.9% |
6% |
False |
False |
10,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7328 |
|
2.618 |
0.7218 |
|
1.618 |
0.7150 |
|
1.000 |
0.7109 |
|
0.618 |
0.7083 |
|
HIGH |
0.7041 |
|
0.618 |
0.7015 |
|
0.500 |
0.7007 |
|
0.382 |
0.6999 |
|
LOW |
0.6974 |
|
0.618 |
0.6932 |
|
1.000 |
0.6906 |
|
1.618 |
0.6864 |
|
2.618 |
0.6797 |
|
4.250 |
0.6687 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7025 |
0.7032 |
| PP |
0.7016 |
0.7029 |
| S1 |
0.7007 |
0.7026 |
|