CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7772 |
-0.0098 |
-1.2% |
0.7826 |
| High |
0.7886 |
0.7776 |
-0.0110 |
-1.4% |
0.7919 |
| Low |
0.7761 |
0.7683 |
-0.0078 |
-1.0% |
0.7812 |
| Close |
0.7777 |
0.7688 |
-0.0089 |
-1.1% |
0.7872 |
| Range |
0.0125 |
0.0093 |
-0.0032 |
-25.6% |
0.0107 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
203,310 |
133,909 |
-69,401 |
-34.1% |
588,360 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7934 |
0.7739 |
|
| R3 |
0.7902 |
0.7841 |
0.7713 |
|
| R2 |
0.7809 |
0.7809 |
0.7705 |
|
| R1 |
0.7748 |
0.7748 |
0.7696 |
0.7732 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7707 |
| S1 |
0.7655 |
0.7655 |
0.7679 |
0.7639 |
| S2 |
0.7623 |
0.7623 |
0.7670 |
|
| S3 |
0.7530 |
0.7562 |
0.7662 |
|
| S4 |
0.7437 |
0.7469 |
0.7636 |
|
|
| 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 |
0.7906 |
0.7683 |
0.0223 |
2.9% |
0.0074 |
1.0% |
2% |
False |
True |
133,761 |
| 10 |
0.7919 |
0.7683 |
0.0236 |
3.1% |
0.0079 |
1.0% |
2% |
False |
True |
134,730 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.9% |
0.0079 |
1.0% |
22% |
False |
False |
143,885 |
| 40 |
0.8186 |
0.7622 |
0.0564 |
7.3% |
0.0079 |
1.0% |
12% |
False |
False |
142,332 |
| 60 |
0.8696 |
0.7622 |
0.1074 |
14.0% |
0.0078 |
1.0% |
6% |
False |
False |
137,041 |
| 80 |
0.8759 |
0.7622 |
0.1138 |
14.8% |
0.0071 |
0.9% |
6% |
False |
False |
103,808 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.7% |
0.0066 |
0.9% |
5% |
False |
False |
83,077 |
| 120 |
0.8858 |
0.7622 |
0.1237 |
16.1% |
0.0059 |
0.8% |
5% |
False |
False |
69,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8019 |
|
1.618 |
0.7926 |
|
1.000 |
0.7869 |
|
0.618 |
0.7833 |
|
HIGH |
0.7776 |
|
0.618 |
0.7740 |
|
0.500 |
0.7730 |
|
0.382 |
0.7719 |
|
LOW |
0.7683 |
|
0.618 |
0.7626 |
|
1.000 |
0.7590 |
|
1.618 |
0.7533 |
|
2.618 |
0.7440 |
|
4.250 |
0.7288 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7730 |
0.7791 |
| PP |
0.7716 |
0.7756 |
| S1 |
0.7702 |
0.7722 |
|