CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7022 |
0.7004 |
-0.0019 |
-0.3% |
0.7088 |
| High |
0.7041 |
0.7190 |
0.0149 |
2.1% |
0.7130 |
| Low |
0.6974 |
0.6915 |
-0.0059 |
-0.8% |
0.6949 |
| Close |
0.7035 |
0.7082 |
0.0047 |
0.7% |
0.7062 |
| Range |
0.0068 |
0.0275 |
0.0207 |
306.7% |
0.0182 |
| ATR |
0.0078 |
0.0092 |
0.0014 |
18.0% |
0.0000 |
| Volume |
205,466 |
424,702 |
219,236 |
106.7% |
630,462 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7886 |
0.7758 |
0.7232 |
|
| R3 |
0.7611 |
0.7484 |
0.7157 |
|
| R2 |
0.7337 |
0.7337 |
0.7132 |
|
| R1 |
0.7209 |
0.7209 |
0.7107 |
0.7273 |
| PP |
0.7062 |
0.7062 |
0.7062 |
0.7094 |
| S1 |
0.6935 |
0.6935 |
0.7056 |
0.6998 |
| S2 |
0.6788 |
0.6788 |
0.7031 |
|
| S3 |
0.6513 |
0.6660 |
0.7006 |
|
| S4 |
0.6239 |
0.6386 |
0.6931 |
|
|
| 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 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0097 |
1.4% |
61% |
True |
True |
198,940 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0103 |
1.4% |
61% |
True |
True |
150,698 |
| 20 |
0.7420 |
0.6915 |
0.0505 |
7.1% |
0.0087 |
1.2% |
33% |
False |
True |
80,550 |
| 40 |
0.7758 |
0.6915 |
0.0843 |
11.9% |
0.0089 |
1.3% |
20% |
False |
True |
40,535 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
11.9% |
0.0078 |
1.1% |
20% |
False |
True |
27,134 |
| 80 |
0.7935 |
0.6915 |
0.1020 |
14.4% |
0.0077 |
1.1% |
16% |
False |
True |
20,465 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.3% |
0.0068 |
1.0% |
15% |
False |
True |
16,391 |
| 120 |
0.8290 |
0.6915 |
0.1375 |
19.4% |
0.0063 |
0.9% |
12% |
False |
True |
13,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8356 |
|
2.618 |
0.7908 |
|
1.618 |
0.7634 |
|
1.000 |
0.7464 |
|
0.618 |
0.7359 |
|
HIGH |
0.7190 |
|
0.618 |
0.7085 |
|
0.500 |
0.7052 |
|
0.382 |
0.7020 |
|
LOW |
0.6915 |
|
0.618 |
0.6745 |
|
1.000 |
0.6641 |
|
1.618 |
0.6471 |
|
2.618 |
0.6196 |
|
4.250 |
0.5748 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7072 |
0.7072 |
| PP |
0.7062 |
0.7062 |
| S1 |
0.7052 |
0.7052 |
|