CME Japanese Yen Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7686 |
-0.0086 |
-1.1% |
0.7826 |
| High |
0.7776 |
0.7724 |
-0.0053 |
-0.7% |
0.7919 |
| Low |
0.7683 |
0.7680 |
-0.0004 |
0.0% |
0.7812 |
| Close |
0.7688 |
0.7703 |
0.0015 |
0.2% |
0.7872 |
| Range |
0.0093 |
0.0044 |
-0.0049 |
-52.7% |
0.0107 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
133,909 |
104,335 |
-29,574 |
-22.1% |
588,360 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7812 |
0.7727 |
|
| R3 |
0.7790 |
0.7768 |
0.7715 |
|
| R2 |
0.7746 |
0.7746 |
0.7711 |
|
| R1 |
0.7724 |
0.7724 |
0.7707 |
0.7735 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7707 |
| S1 |
0.7680 |
0.7680 |
0.7698 |
0.7691 |
| S2 |
0.7658 |
0.7658 |
0.7694 |
|
| S3 |
0.7614 |
0.7636 |
0.7690 |
|
| S4 |
0.7570 |
0.7592 |
0.7678 |
|
|
| 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 |
0.7680 |
0.0227 |
2.9% |
0.0073 |
0.9% |
10% |
False |
True |
130,784 |
| 10 |
0.7919 |
0.7680 |
0.0240 |
3.1% |
0.0074 |
1.0% |
10% |
False |
True |
134,296 |
| 20 |
0.7919 |
0.7622 |
0.0298 |
3.9% |
0.0076 |
1.0% |
27% |
False |
False |
142,255 |
| 40 |
0.8115 |
0.7622 |
0.0493 |
6.4% |
0.0078 |
1.0% |
16% |
False |
False |
142,204 |
| 60 |
0.8673 |
0.7622 |
0.1051 |
13.6% |
0.0079 |
1.0% |
8% |
False |
False |
137,632 |
| 80 |
0.8759 |
0.7622 |
0.1138 |
14.8% |
0.0071 |
0.9% |
7% |
False |
False |
105,112 |
| 100 |
0.8831 |
0.7622 |
0.1210 |
15.7% |
0.0066 |
0.9% |
7% |
False |
False |
84,117 |
| 120 |
0.8858 |
0.7622 |
0.1237 |
16.1% |
0.0059 |
0.8% |
7% |
False |
False |
70,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7839 |
|
1.618 |
0.7795 |
|
1.000 |
0.7768 |
|
0.618 |
0.7751 |
|
HIGH |
0.7724 |
|
0.618 |
0.7707 |
|
0.500 |
0.7702 |
|
0.382 |
0.7696 |
|
LOW |
0.7680 |
|
0.618 |
0.7652 |
|
1.000 |
0.7636 |
|
1.618 |
0.7608 |
|
2.618 |
0.7564 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7783 |
| PP |
0.7702 |
0.7756 |
| S1 |
0.7702 |
0.7729 |
|