CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7033 |
0.6971 |
-0.0062 |
-0.9% |
0.7062 |
| High |
0.7042 |
0.7002 |
-0.0040 |
-0.6% |
0.7190 |
| Low |
0.6968 |
0.6960 |
-0.0008 |
-0.1% |
0.6915 |
| Close |
0.6977 |
0.6969 |
-0.0008 |
-0.1% |
0.7038 |
| Range |
0.0074 |
0.0042 |
-0.0032 |
-42.9% |
0.0275 |
| ATR |
0.0091 |
0.0087 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
184,718 |
125,383 |
-59,335 |
-32.1% |
1,042,117 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7078 |
0.6992 |
|
| R3 |
0.7061 |
0.7036 |
0.6981 |
|
| R2 |
0.7019 |
0.7019 |
0.6977 |
|
| R1 |
0.6994 |
0.6994 |
0.6973 |
0.6986 |
| PP |
0.6977 |
0.6977 |
0.6977 |
0.6973 |
| S1 |
0.6952 |
0.6952 |
0.6965 |
0.6944 |
| S2 |
0.6935 |
0.6935 |
0.6961 |
|
| S3 |
0.6893 |
0.6910 |
0.6957 |
|
| S4 |
0.6851 |
0.6868 |
0.6946 |
|
|
| 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% |
0.0110 |
1.6% |
20% |
False |
False |
226,720 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0086 |
1.2% |
20% |
False |
False |
178,979 |
| 20 |
0.7319 |
0.6915 |
0.0404 |
5.8% |
0.0088 |
1.3% |
13% |
False |
False |
105,436 |
| 40 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0086 |
1.2% |
6% |
False |
False |
53,105 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
6% |
False |
False |
35,490 |
| 80 |
0.7807 |
0.6915 |
0.0892 |
12.8% |
0.0078 |
1.1% |
6% |
False |
False |
26,755 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0070 |
1.0% |
5% |
False |
False |
21,425 |
| 120 |
0.8192 |
0.6915 |
0.1277 |
18.3% |
0.0064 |
0.9% |
4% |
False |
False |
17,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7181 |
|
2.618 |
0.7112 |
|
1.618 |
0.7070 |
|
1.000 |
0.7044 |
|
0.618 |
0.7028 |
|
HIGH |
0.7002 |
|
0.618 |
0.6986 |
|
0.500 |
0.6981 |
|
0.382 |
0.6976 |
|
LOW |
0.6960 |
|
0.618 |
0.6934 |
|
1.000 |
0.6918 |
|
1.618 |
0.6892 |
|
2.618 |
0.6850 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6981 |
0.7039 |
| PP |
0.6977 |
0.7015 |
| S1 |
0.6973 |
0.6992 |
|