CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6997 |
0.6979 |
-0.0018 |
-0.3% |
0.7033 |
| High |
0.6999 |
0.6992 |
-0.0007 |
-0.1% |
0.7042 |
| Low |
0.6963 |
0.6931 |
-0.0033 |
-0.5% |
0.6931 |
| Close |
0.6982 |
0.6964 |
-0.0019 |
-0.3% |
0.6964 |
| Range |
0.0036 |
0.0062 |
0.0026 |
70.8% |
0.0111 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
136,688 |
156,544 |
19,856 |
14.5% |
772,220 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7147 |
0.7117 |
0.6997 |
|
| R3 |
0.7085 |
0.7055 |
0.6980 |
|
| R2 |
0.7024 |
0.7024 |
0.6975 |
|
| R1 |
0.6994 |
0.6994 |
0.6969 |
0.6978 |
| PP |
0.6962 |
0.6962 |
0.6962 |
0.6954 |
| S1 |
0.6932 |
0.6932 |
0.6958 |
0.6916 |
| S2 |
0.6901 |
0.6901 |
0.6952 |
|
| S3 |
0.6839 |
0.6871 |
0.6947 |
|
| S4 |
0.6778 |
0.6809 |
0.6930 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7312 |
0.7249 |
0.7025 |
|
| R3 |
0.7201 |
0.7138 |
0.6994 |
|
| R2 |
0.7090 |
0.7090 |
0.6984 |
|
| R1 |
0.7027 |
0.7027 |
0.6974 |
0.7003 |
| PP |
0.6979 |
0.6979 |
0.6979 |
0.6967 |
| S1 |
0.6916 |
0.6916 |
0.6953 |
0.6892 |
| S2 |
0.6868 |
0.6868 |
0.6943 |
|
| S3 |
0.6757 |
0.6805 |
0.6933 |
|
| S4 |
0.6646 |
0.6694 |
0.6902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7042 |
0.6931 |
0.0111 |
1.6% |
0.0052 |
0.7% |
30% |
False |
True |
154,444 |
| 10 |
0.7190 |
0.6915 |
0.0275 |
3.9% |
0.0079 |
1.1% |
18% |
False |
False |
181,433 |
| 20 |
0.7222 |
0.6915 |
0.0307 |
4.4% |
0.0087 |
1.3% |
16% |
False |
False |
127,203 |
| 40 |
0.7675 |
0.6915 |
0.0760 |
10.9% |
0.0080 |
1.2% |
6% |
False |
False |
64,639 |
| 60 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0078 |
1.1% |
6% |
False |
False |
43,176 |
| 80 |
0.7758 |
0.6915 |
0.0843 |
12.1% |
0.0077 |
1.1% |
6% |
False |
False |
32,530 |
| 100 |
0.8000 |
0.6915 |
0.1085 |
15.6% |
0.0071 |
1.0% |
4% |
False |
False |
26,045 |
| 120 |
0.8097 |
0.6915 |
0.1182 |
17.0% |
0.0065 |
0.9% |
4% |
False |
False |
21,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7253 |
|
2.618 |
0.7153 |
|
1.618 |
0.7092 |
|
1.000 |
0.7054 |
|
0.618 |
0.7030 |
|
HIGH |
0.6992 |
|
0.618 |
0.6969 |
|
0.500 |
0.6961 |
|
0.382 |
0.6954 |
|
LOW |
0.6931 |
|
0.618 |
0.6892 |
|
1.000 |
0.6869 |
|
1.618 |
0.6831 |
|
2.618 |
0.6769 |
|
4.250 |
0.6669 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6963 |
0.6970 |
| PP |
0.6962 |
0.6968 |
| S1 |
0.6961 |
0.6966 |
|