CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7871 |
0.7870 |
-0.0001 |
0.0% |
0.7826 |
| High |
0.7898 |
0.7886 |
-0.0012 |
-0.2% |
0.7919 |
| Low |
0.7862 |
0.7761 |
-0.0101 |
-1.3% |
0.7812 |
| Close |
0.7872 |
0.7777 |
-0.0095 |
-1.2% |
0.7872 |
| Range |
0.0036 |
0.0125 |
0.0089 |
247.2% |
0.0107 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
4.7% |
0.0000 |
| Volume |
94,535 |
203,310 |
108,775 |
115.1% |
588,360 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8105 |
0.7845 |
|
| R3 |
0.8058 |
0.7980 |
0.7811 |
|
| R2 |
0.7933 |
0.7933 |
0.7799 |
|
| R1 |
0.7855 |
0.7855 |
0.7788 |
0.7831 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7796 |
| S1 |
0.7730 |
0.7730 |
0.7765 |
0.7706 |
| S2 |
0.7683 |
0.7683 |
0.7754 |
|
| S3 |
0.7558 |
0.7605 |
0.7742 |
|
| S4 |
0.7433 |
0.7480 |
0.7708 |
|
|
| 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 |
0.7761 |
0.0158 |
2.0% |
0.0077 |
1.0% |
10% |
False |
True |
137,548 |
| 10 |
0.7919 |
0.7711 |
0.0208 |
2.7% |
0.0075 |
1.0% |
31% |
False |
False |
132,240 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.8% |
0.0076 |
1.0% |
52% |
False |
False |
141,265 |
| 40 |
0.8193 |
0.7622 |
0.0572 |
7.3% |
0.0077 |
1.0% |
27% |
False |
False |
141,344 |
| 60 |
0.8734 |
0.7622 |
0.1112 |
14.3% |
0.0078 |
1.0% |
14% |
False |
False |
135,405 |
| 80 |
0.8759 |
0.7622 |
0.1138 |
14.6% |
0.0070 |
0.9% |
14% |
False |
False |
102,136 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.6% |
0.0065 |
0.8% |
13% |
False |
False |
81,738 |
| 120 |
0.8858 |
0.7622 |
0.1237 |
15.9% |
0.0058 |
0.8% |
13% |
False |
False |
68,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8417 |
|
2.618 |
0.8213 |
|
1.618 |
0.8088 |
|
1.000 |
0.8011 |
|
0.618 |
0.7963 |
|
HIGH |
0.7886 |
|
0.618 |
0.7838 |
|
0.500 |
0.7824 |
|
0.382 |
0.7809 |
|
LOW |
0.7761 |
|
0.618 |
0.7684 |
|
1.000 |
0.7636 |
|
1.618 |
0.7559 |
|
2.618 |
0.7434 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7824 |
0.7834 |
| PP |
0.7808 |
0.7815 |
| S1 |
0.7792 |
0.7796 |
|