CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7871 |
0.0009 |
0.1% |
0.7826 |
| High |
0.7906 |
0.7898 |
-0.0008 |
-0.1% |
0.7919 |
| Low |
0.7842 |
0.7862 |
0.0021 |
0.3% |
0.7812 |
| Close |
0.7867 |
0.7872 |
0.0005 |
0.1% |
0.7872 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.2% |
0.0107 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
117,833 |
94,535 |
-23,298 |
-19.8% |
588,360 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7964 |
0.7891 |
|
| R3 |
0.7949 |
0.7928 |
0.7881 |
|
| R2 |
0.7913 |
0.7913 |
0.7878 |
|
| R1 |
0.7892 |
0.7892 |
0.7875 |
0.7903 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7882 |
| S1 |
0.7856 |
0.7856 |
0.7868 |
0.7867 |
| S2 |
0.7841 |
0.7841 |
0.7865 |
|
| S3 |
0.7805 |
0.7820 |
0.7862 |
|
| S4 |
0.7769 |
0.7784 |
0.7852 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8137 |
0.7930 |
|
| R3 |
0.8082 |
0.8030 |
0.7901 |
|
| R2 |
0.7975 |
0.7975 |
0.7891 |
|
| R1 |
0.7923 |
0.7923 |
0.7881 |
0.7949 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7880 |
| S1 |
0.7816 |
0.7816 |
0.7862 |
0.7842 |
| S2 |
0.7761 |
0.7761 |
0.7852 |
|
| S3 |
0.7654 |
0.7709 |
0.7842 |
|
| S4 |
0.7547 |
0.7602 |
0.7813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7812 |
0.0107 |
1.4% |
0.0063 |
0.8% |
56% |
False |
False |
117,672 |
| 10 |
0.7919 |
0.7711 |
0.0208 |
2.6% |
0.0069 |
0.9% |
77% |
False |
False |
124,461 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.8% |
0.0073 |
0.9% |
84% |
False |
False |
136,962 |
| 40 |
0.8233 |
0.7622 |
0.0612 |
7.8% |
0.0077 |
1.0% |
41% |
False |
False |
139,923 |
| 60 |
0.8747 |
0.7622 |
0.1126 |
14.3% |
0.0077 |
1.0% |
22% |
False |
False |
132,253 |
| 80 |
0.8759 |
0.7622 |
0.1138 |
14.5% |
0.0069 |
0.9% |
22% |
False |
False |
99,595 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.4% |
0.0064 |
0.8% |
21% |
False |
False |
79,705 |
| 120 |
0.8858 |
0.7622 |
0.1237 |
15.7% |
0.0057 |
0.7% |
20% |
False |
False |
66,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7992 |
|
1.618 |
0.7956 |
|
1.000 |
0.7934 |
|
0.618 |
0.7920 |
|
HIGH |
0.7898 |
|
0.618 |
0.7884 |
|
0.500 |
0.7880 |
|
0.382 |
0.7876 |
|
LOW |
0.7862 |
|
0.618 |
0.7840 |
|
1.000 |
0.7826 |
|
1.618 |
0.7804 |
|
2.618 |
0.7768 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7880 |
0.7874 |
| PP |
0.7877 |
0.7873 |
| S1 |
0.7874 |
0.7872 |
|