CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6967 |
0.6997 |
0.0030 |
0.4% |
0.7062 |
| High |
0.7009 |
0.6999 |
-0.0010 |
-0.1% |
0.7190 |
| Low |
0.6962 |
0.6963 |
0.0001 |
0.0% |
0.6915 |
| Close |
0.7007 |
0.6982 |
-0.0025 |
-0.3% |
0.7038 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0275 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
168,887 |
136,688 |
-32,199 |
-19.1% |
1,042,117 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7089 |
0.7072 |
0.7002 |
|
| R3 |
0.7053 |
0.7036 |
0.6992 |
|
| R2 |
0.7017 |
0.7017 |
0.6989 |
|
| R1 |
0.7000 |
0.7000 |
0.6985 |
0.6991 |
| PP |
0.6981 |
0.6981 |
0.6981 |
0.6977 |
| S1 |
0.6964 |
0.6964 |
0.6979 |
0.6955 |
| S2 |
0.6945 |
0.6945 |
0.6975 |
|
| S3 |
0.6909 |
0.6928 |
0.6972 |
|
| S4 |
0.6873 |
0.6892 |
0.6962 |
|
|
| 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 |
0.7117 |
0.6960 |
0.0157 |
2.2% |
0.0058 |
0.8% |
14% |
False |
False |
161,801 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0078 |
1.1% |
24% |
False |
False |
180,370 |
| 20 |
0.7267 |
0.6915 |
0.0352 |
5.0% |
0.0087 |
1.3% |
19% |
False |
False |
119,631 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0081 |
1.2% |
9% |
False |
False |
60,729 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
8% |
False |
False |
40,567 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0077 |
1.1% |
8% |
False |
False |
30,574 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.5% |
0.0070 |
1.0% |
6% |
False |
False |
24,480 |
| 120 |
0.8192 |
0.6915 |
0.1277 |
18.3% |
0.0065 |
0.9% |
5% |
False |
False |
20,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7152 |
|
2.618 |
0.7093 |
|
1.618 |
0.7057 |
|
1.000 |
0.7035 |
|
0.618 |
0.7021 |
|
HIGH |
0.6999 |
|
0.618 |
0.6985 |
|
0.500 |
0.6981 |
|
0.382 |
0.6977 |
|
LOW |
0.6963 |
|
0.618 |
0.6941 |
|
1.000 |
0.6927 |
|
1.618 |
0.6905 |
|
2.618 |
0.6869 |
|
4.250 |
0.6810 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6982 |
0.6985 |
| PP |
0.6981 |
0.6984 |
| S1 |
0.6981 |
0.6983 |
|