CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7090 |
0.7033 |
-0.0057 |
-0.8% |
0.7062 |
| High |
0.7117 |
0.7042 |
-0.0076 |
-1.1% |
0.7190 |
| Low |
0.7024 |
0.6968 |
-0.0056 |
-0.8% |
0.6915 |
| Close |
0.7038 |
0.6977 |
-0.0061 |
-0.9% |
0.7038 |
| Range |
0.0094 |
0.0074 |
-0.0020 |
-21.4% |
0.0275 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
193,331 |
184,718 |
-8,613 |
-4.5% |
1,042,117 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7216 |
0.7170 |
0.7017 |
|
| R3 |
0.7142 |
0.7096 |
0.6997 |
|
| R2 |
0.7069 |
0.7069 |
0.6990 |
|
| R1 |
0.7023 |
0.7023 |
0.6983 |
0.7009 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6989 |
| S1 |
0.6949 |
0.6949 |
0.6970 |
0.6936 |
| S2 |
0.6922 |
0.6922 |
0.6963 |
|
| S3 |
0.6848 |
0.6876 |
0.6956 |
|
| S4 |
0.6775 |
0.6802 |
0.6936 |
|
|
| 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% |
0.0112 |
1.6% |
22% |
False |
False |
228,038 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0100 |
1.4% |
22% |
False |
False |
178,002 |
| 20 |
0.7332 |
0.6915 |
0.0417 |
6.0% |
0.0088 |
1.3% |
15% |
False |
False |
99,255 |
| 40 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0087 |
1.3% |
7% |
False |
False |
49,977 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0079 |
1.1% |
7% |
False |
False |
33,403 |
| 80 |
0.7807 |
0.6915 |
0.0892 |
12.8% |
0.0077 |
1.1% |
7% |
False |
False |
25,188 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0070 |
1.0% |
6% |
False |
False |
20,171 |
| 120 |
0.8198 |
0.6915 |
0.1283 |
18.4% |
0.0064 |
0.9% |
5% |
False |
False |
16,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7234 |
|
1.618 |
0.7160 |
|
1.000 |
0.7115 |
|
0.618 |
0.7087 |
|
HIGH |
0.7042 |
|
0.618 |
0.7013 |
|
0.500 |
0.7005 |
|
0.382 |
0.6996 |
|
LOW |
0.6968 |
|
0.618 |
0.6923 |
|
1.000 |
0.6895 |
|
1.618 |
0.6849 |
|
2.618 |
0.6776 |
|
4.250 |
0.6656 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7005 |
0.7052 |
| PP |
0.6995 |
0.7027 |
| S1 |
0.6986 |
0.7002 |
|