CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7825 |
-0.0001 |
0.0% |
0.7737 |
| High |
0.7869 |
0.7919 |
0.0050 |
0.6% |
0.7878 |
| Low |
0.7814 |
0.7812 |
-0.0002 |
0.0% |
0.7711 |
| Close |
0.7824 |
0.7891 |
0.0067 |
0.9% |
0.7830 |
| Range |
0.0056 |
0.0107 |
0.0052 |
92.8% |
0.0167 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.5% |
0.0000 |
| Volume |
103,926 |
152,848 |
48,922 |
47.1% |
656,256 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8195 |
0.8150 |
0.7949 |
|
| R3 |
0.8088 |
0.8043 |
0.7920 |
|
| R2 |
0.7981 |
0.7981 |
0.7910 |
|
| R1 |
0.7936 |
0.7936 |
0.7900 |
0.7958 |
| PP |
0.7874 |
0.7874 |
0.7874 |
0.7885 |
| S1 |
0.7829 |
0.7829 |
0.7881 |
0.7851 |
| S2 |
0.7767 |
0.7767 |
0.7871 |
|
| S3 |
0.7660 |
0.7722 |
0.7861 |
|
| S4 |
0.7553 |
0.7615 |
0.7832 |
|
|
| 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 |
0.7919 |
0.7726 |
0.0193 |
2.4% |
0.0084 |
1.1% |
85% |
True |
False |
135,699 |
| 10 |
0.7919 |
0.7652 |
0.0267 |
3.4% |
0.0084 |
1.1% |
89% |
True |
False |
148,422 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.8% |
0.0084 |
1.1% |
90% |
True |
False |
149,627 |
| 40 |
0.8260 |
0.7622 |
0.0638 |
8.1% |
0.0082 |
1.0% |
42% |
False |
False |
145,362 |
| 60 |
0.8747 |
0.7622 |
0.1126 |
14.3% |
0.0077 |
1.0% |
24% |
False |
False |
126,985 |
| 80 |
0.8770 |
0.7622 |
0.1149 |
14.6% |
0.0069 |
0.9% |
23% |
False |
False |
95,451 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.3% |
0.0063 |
0.8% |
22% |
False |
False |
76,390 |
| 120 |
0.8900 |
0.7622 |
0.1279 |
16.2% |
0.0057 |
0.7% |
21% |
False |
False |
63,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8199 |
|
1.618 |
0.8092 |
|
1.000 |
0.8026 |
|
0.618 |
0.7985 |
|
HIGH |
0.7919 |
|
0.618 |
0.7878 |
|
0.500 |
0.7866 |
|
0.382 |
0.7853 |
|
LOW |
0.7812 |
|
0.618 |
0.7746 |
|
1.000 |
0.7705 |
|
1.618 |
0.7639 |
|
2.618 |
0.7532 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7882 |
0.7880 |
| PP |
0.7874 |
0.7870 |
| S1 |
0.7866 |
0.7859 |
|