CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7829 |
0.7826 |
-0.0003 |
0.0% |
0.7737 |
| High |
0.7847 |
0.7869 |
0.0023 |
0.3% |
0.7878 |
| Low |
0.7800 |
0.7814 |
0.0014 |
0.2% |
0.7711 |
| Close |
0.7830 |
0.7824 |
-0.0006 |
-0.1% |
0.7830 |
| Range |
0.0047 |
0.0056 |
0.0009 |
18.1% |
0.0167 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
127,425 |
103,926 |
-23,499 |
-18.4% |
656,256 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7968 |
0.7854 |
|
| R3 |
0.7946 |
0.7913 |
0.7839 |
|
| R2 |
0.7891 |
0.7891 |
0.7834 |
|
| R1 |
0.7857 |
0.7857 |
0.7829 |
0.7846 |
| PP |
0.7835 |
0.7835 |
0.7835 |
0.7830 |
| S1 |
0.7802 |
0.7802 |
0.7818 |
0.7791 |
| S2 |
0.7780 |
0.7780 |
0.7813 |
|
| S3 |
0.7724 |
0.7746 |
0.7808 |
|
| S4 |
0.7669 |
0.7691 |
0.7793 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8235 |
0.7921 |
|
| R3 |
0.8140 |
0.8068 |
0.7875 |
|
| R2 |
0.7973 |
0.7973 |
0.7860 |
|
| R1 |
0.7901 |
0.7901 |
0.7845 |
0.7937 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7824 |
| S1 |
0.7734 |
0.7734 |
0.7814 |
0.7770 |
| S2 |
0.7639 |
0.7639 |
0.7799 |
|
| S3 |
0.7472 |
0.7567 |
0.7784 |
|
| S4 |
0.7305 |
0.7400 |
0.7738 |
|
|
| 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% |
0.0074 |
0.9% |
67% |
False |
False |
126,932 |
| 10 |
0.7878 |
0.7652 |
0.0226 |
2.9% |
0.0078 |
1.0% |
76% |
False |
False |
146,973 |
| 20 |
0.7889 |
0.7622 |
0.0267 |
3.4% |
0.0082 |
1.0% |
76% |
False |
False |
150,301 |
| 40 |
0.8260 |
0.7622 |
0.0638 |
8.2% |
0.0084 |
1.1% |
32% |
False |
False |
147,477 |
| 60 |
0.8747 |
0.7622 |
0.1126 |
14.4% |
0.0076 |
1.0% |
18% |
False |
False |
124,502 |
| 80 |
0.8770 |
0.7622 |
0.1149 |
14.7% |
0.0068 |
0.9% |
18% |
False |
False |
93,541 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.5% |
0.0063 |
0.8% |
17% |
False |
False |
74,862 |
| 120 |
0.8900 |
0.7622 |
0.1279 |
16.3% |
0.0057 |
0.7% |
16% |
False |
False |
62,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.8014 |
|
1.618 |
0.7959 |
|
1.000 |
0.7925 |
|
0.618 |
0.7903 |
|
HIGH |
0.7869 |
|
0.618 |
0.7848 |
|
0.500 |
0.7841 |
|
0.382 |
0.7835 |
|
LOW |
0.7814 |
|
0.618 |
0.7779 |
|
1.000 |
0.7758 |
|
1.618 |
0.7724 |
|
2.618 |
0.7668 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7822 |
| PP |
0.7835 |
0.7821 |
| S1 |
0.7829 |
0.7819 |
|