CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7700 |
0.0024 |
0.3% |
0.7710 |
| High |
0.7733 |
0.7850 |
0.0117 |
1.5% |
0.7785 |
| Low |
0.7652 |
0.7696 |
0.0044 |
0.6% |
0.7653 |
| Close |
0.7715 |
0.7814 |
0.0100 |
1.3% |
0.7666 |
| Range |
0.0081 |
0.0154 |
0.0073 |
89.5% |
0.0132 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
6.7% |
0.0000 |
| Volume |
174,268 |
237,940 |
63,672 |
36.5% |
638,119 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8184 |
0.7898 |
|
| R3 |
0.8094 |
0.8031 |
0.7856 |
|
| R2 |
0.7940 |
0.7940 |
0.7842 |
|
| R1 |
0.7877 |
0.7877 |
0.7828 |
0.7909 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7802 |
| S1 |
0.7724 |
0.7724 |
0.7800 |
0.7755 |
| S2 |
0.7633 |
0.7633 |
0.7786 |
|
| S3 |
0.7480 |
0.7570 |
0.7772 |
|
| S4 |
0.7326 |
0.7417 |
0.7730 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8012 |
0.7738 |
|
| R3 |
0.7964 |
0.7881 |
0.7702 |
|
| R2 |
0.7833 |
0.7833 |
0.7690 |
|
| R1 |
0.7749 |
0.7749 |
0.7678 |
0.7725 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7689 |
| S1 |
0.7618 |
0.7618 |
0.7654 |
0.7594 |
| S2 |
0.7570 |
0.7570 |
0.7642 |
|
| S3 |
0.7438 |
0.7486 |
0.7630 |
|
| S4 |
0.7307 |
0.7355 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7850 |
0.7622 |
0.0228 |
2.9% |
0.0079 |
1.0% |
84% |
True |
False |
169,428 |
| 10 |
0.7850 |
0.7622 |
0.0228 |
2.9% |
0.0080 |
1.0% |
84% |
True |
False |
152,933 |
| 20 |
0.8007 |
0.7622 |
0.0386 |
4.9% |
0.0086 |
1.1% |
50% |
False |
False |
158,309 |
| 40 |
0.8464 |
0.7622 |
0.0843 |
10.8% |
0.0084 |
1.1% |
23% |
False |
False |
144,398 |
| 60 |
0.8759 |
0.7622 |
0.1138 |
14.6% |
0.0073 |
0.9% |
17% |
False |
False |
109,344 |
| 80 |
0.8831 |
0.7622 |
0.1210 |
15.5% |
0.0065 |
0.8% |
16% |
False |
False |
82,056 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.5% |
0.0059 |
0.8% |
16% |
False |
False |
65,672 |
| 120 |
0.8900 |
0.7622 |
0.1279 |
16.4% |
0.0055 |
0.7% |
15% |
False |
False |
54,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8502 |
|
2.618 |
0.8251 |
|
1.618 |
0.8098 |
|
1.000 |
0.8003 |
|
0.618 |
0.7944 |
|
HIGH |
0.7850 |
|
0.618 |
0.7791 |
|
0.500 |
0.7773 |
|
0.382 |
0.7755 |
|
LOW |
0.7696 |
|
0.618 |
0.7601 |
|
1.000 |
0.7543 |
|
1.618 |
0.7448 |
|
2.618 |
0.7294 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7800 |
0.7793 |
| PP |
0.7787 |
0.7772 |
| S1 |
0.7773 |
0.7751 |
|