CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7004 |
0.7090 |
0.0087 |
1.2% |
0.7062 |
| High |
0.7190 |
0.7117 |
-0.0073 |
-1.0% |
0.7190 |
| Low |
0.6915 |
0.7024 |
0.0109 |
1.6% |
0.6915 |
| Close |
0.7082 |
0.7038 |
-0.0044 |
-0.6% |
0.7038 |
| Range |
0.0275 |
0.0094 |
-0.0181 |
-65.9% |
0.0275 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.1% |
0.0000 |
| Volume |
424,702 |
193,331 |
-231,371 |
-54.5% |
1,042,117 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7340 |
0.7282 |
0.7089 |
|
| R3 |
0.7246 |
0.7189 |
0.7063 |
|
| R2 |
0.7153 |
0.7153 |
0.7055 |
|
| R1 |
0.7095 |
0.7095 |
0.7046 |
0.7077 |
| PP |
0.7059 |
0.7059 |
0.7059 |
0.7050 |
| S1 |
0.7002 |
0.7002 |
0.7029 |
0.6984 |
| S2 |
0.6966 |
0.6966 |
0.7020 |
|
| S3 |
0.6872 |
0.6908 |
0.7012 |
|
| S4 |
0.6779 |
0.6815 |
0.6986 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7871 |
0.7729 |
0.7188 |
|
| R3 |
0.7596 |
0.7454 |
0.7113 |
|
| R2 |
0.7322 |
0.7322 |
0.7088 |
|
| R1 |
0.7180 |
0.7180 |
0.7063 |
0.7114 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7014 |
| S1 |
0.6905 |
0.6905 |
0.7012 |
0.6839 |
| S2 |
0.6773 |
0.6773 |
0.6987 |
|
| S3 |
0.6498 |
0.6631 |
0.6962 |
|
| S4 |
0.6224 |
0.6356 |
0.6887 |
|
|
| 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% |
0.0107 |
1.5% |
45% |
False |
False |
208,423 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0099 |
1.4% |
45% |
False |
False |
167,257 |
| 20 |
0.7420 |
0.6915 |
0.0505 |
7.2% |
0.0089 |
1.3% |
24% |
False |
False |
90,175 |
| 40 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0088 |
1.3% |
15% |
False |
False |
45,362 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0078 |
1.1% |
15% |
False |
False |
30,348 |
| 80 |
0.7832 |
0.6915 |
0.0917 |
13.0% |
0.0077 |
1.1% |
13% |
False |
False |
22,879 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.4% |
0.0069 |
1.0% |
11% |
False |
False |
18,324 |
| 120 |
0.8250 |
0.6915 |
0.1335 |
19.0% |
0.0063 |
0.9% |
9% |
False |
False |
15,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7514 |
|
2.618 |
0.7362 |
|
1.618 |
0.7268 |
|
1.000 |
0.7211 |
|
0.618 |
0.7175 |
|
HIGH |
0.7117 |
|
0.618 |
0.7081 |
|
0.500 |
0.7070 |
|
0.382 |
0.7059 |
|
LOW |
0.7024 |
|
0.618 |
0.6966 |
|
1.000 |
0.6930 |
|
1.618 |
0.6872 |
|
2.618 |
0.6779 |
|
4.250 |
0.6626 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7070 |
0.7052 |
| PP |
0.7059 |
0.7047 |
| S1 |
0.7048 |
0.7042 |
|