CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7799 |
0.0065 |
0.8% |
0.7667 |
| High |
0.7818 |
0.7878 |
0.0061 |
0.8% |
0.7850 |
| Low |
0.7726 |
0.7761 |
0.0035 |
0.4% |
0.7622 |
| Close |
0.7812 |
0.7835 |
0.0023 |
0.3% |
0.7738 |
| Range |
0.0092 |
0.0118 |
0.0026 |
28.4% |
0.0228 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.2% |
0.0000 |
| Volume |
108,669 |
185,627 |
76,958 |
70.8% |
856,514 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8177 |
0.8123 |
0.7899 |
|
| R3 |
0.8059 |
0.8006 |
0.7867 |
|
| R2 |
0.7942 |
0.7942 |
0.7856 |
|
| R1 |
0.7888 |
0.7888 |
0.7845 |
0.7915 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7838 |
| S1 |
0.7771 |
0.7771 |
0.7824 |
0.7798 |
| S2 |
0.7707 |
0.7707 |
0.7813 |
|
| S3 |
0.7589 |
0.7653 |
0.7802 |
|
| S4 |
0.7472 |
0.7536 |
0.7770 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8420 |
0.8307 |
0.7863 |
|
| R3 |
0.8192 |
0.8079 |
0.7800 |
|
| R2 |
0.7964 |
0.7964 |
0.7779 |
|
| R1 |
0.7851 |
0.7851 |
0.7758 |
0.7908 |
| PP |
0.7736 |
0.7736 |
0.7736 |
0.7765 |
| S1 |
0.7623 |
0.7623 |
0.7717 |
0.7680 |
| S2 |
0.7508 |
0.7508 |
0.7696 |
|
| S3 |
0.7280 |
0.7395 |
0.7675 |
|
| S4 |
0.7052 |
0.7167 |
0.7612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7878 |
0.7711 |
0.0167 |
2.1% |
0.0078 |
1.0% |
74% |
True |
False |
137,563 |
| 10 |
0.7878 |
0.7622 |
0.0257 |
3.3% |
0.0079 |
1.0% |
83% |
True |
False |
153,495 |
| 20 |
0.7889 |
0.7622 |
0.0267 |
3.4% |
0.0085 |
1.1% |
80% |
False |
False |
155,742 |
| 40 |
0.8284 |
0.7622 |
0.0662 |
8.4% |
0.0086 |
1.1% |
32% |
False |
False |
148,647 |
| 60 |
0.8759 |
0.7622 |
0.1138 |
14.5% |
0.0077 |
1.0% |
19% |
False |
False |
120,767 |
| 80 |
0.8802 |
0.7622 |
0.1180 |
15.1% |
0.0068 |
0.9% |
18% |
False |
False |
90,651 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.4% |
0.0062 |
0.8% |
18% |
False |
False |
72,549 |
| 120 |
0.8900 |
0.7622 |
0.1279 |
16.3% |
0.0057 |
0.7% |
17% |
False |
False |
60,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8186 |
|
1.618 |
0.8068 |
|
1.000 |
0.7996 |
|
0.618 |
0.7951 |
|
HIGH |
0.7878 |
|
0.618 |
0.7833 |
|
0.500 |
0.7819 |
|
0.382 |
0.7805 |
|
LOW |
0.7761 |
|
0.618 |
0.7688 |
|
1.000 |
0.7643 |
|
1.618 |
0.7570 |
|
2.618 |
0.7453 |
|
4.250 |
0.7261 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7829 |
0.7821 |
| PP |
0.7824 |
0.7808 |
| S1 |
0.7819 |
0.7795 |
|