CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6971 |
0.6967 |
-0.0005 |
-0.1% |
0.7062 |
| High |
0.7002 |
0.7009 |
0.0007 |
0.1% |
0.7190 |
| Low |
0.6960 |
0.6962 |
0.0002 |
0.0% |
0.6915 |
| Close |
0.6969 |
0.7007 |
0.0038 |
0.5% |
0.7038 |
| Range |
0.0042 |
0.0047 |
0.0005 |
11.9% |
0.0275 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
125,383 |
168,887 |
43,504 |
34.7% |
1,042,117 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7134 |
0.7117 |
0.7032 |
|
| R3 |
0.7087 |
0.7070 |
0.7019 |
|
| R2 |
0.7040 |
0.7040 |
0.7015 |
|
| R1 |
0.7023 |
0.7023 |
0.7011 |
0.7031 |
| PP |
0.6993 |
0.6993 |
0.6993 |
0.6997 |
| S1 |
0.6976 |
0.6976 |
0.7002 |
0.6984 |
| S2 |
0.6946 |
0.6946 |
0.6998 |
|
| S3 |
0.6899 |
0.6929 |
0.6994 |
|
| S4 |
0.6852 |
0.6882 |
0.6981 |
|
|
| 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% |
0.0106 |
1.5% |
33% |
False |
False |
219,404 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0079 |
1.1% |
33% |
False |
False |
177,945 |
| 20 |
0.7307 |
0.6915 |
0.0392 |
5.6% |
0.0087 |
1.2% |
23% |
False |
False |
113,746 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.8% |
0.0083 |
1.2% |
12% |
False |
False |
57,321 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0078 |
1.1% |
11% |
False |
False |
38,290 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.0% |
0.0077 |
1.1% |
11% |
False |
False |
28,866 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.5% |
0.0070 |
1.0% |
8% |
False |
False |
23,113 |
| 120 |
0.8192 |
0.6915 |
0.1277 |
18.2% |
0.0065 |
0.9% |
7% |
False |
False |
19,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7209 |
|
2.618 |
0.7132 |
|
1.618 |
0.7085 |
|
1.000 |
0.7056 |
|
0.618 |
0.7038 |
|
HIGH |
0.7009 |
|
0.618 |
0.6991 |
|
0.500 |
0.6986 |
|
0.382 |
0.6980 |
|
LOW |
0.6962 |
|
0.618 |
0.6933 |
|
1.000 |
0.6915 |
|
1.618 |
0.6886 |
|
2.618 |
0.6839 |
|
4.250 |
0.6762 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7000 |
0.7005 |
| PP |
0.6993 |
0.7003 |
| S1 |
0.6986 |
0.7001 |
|