CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7776 |
0.7840 |
0.0065 |
0.8% |
0.7707 |
| High |
0.7857 |
0.7920 |
0.0063 |
0.8% |
0.7889 |
| Low |
0.7775 |
0.7806 |
0.0032 |
0.4% |
0.7663 |
| Close |
0.7855 |
0.7877 |
0.0023 |
0.3% |
0.7781 |
| Range |
0.0083 |
0.0114 |
0.0031 |
37.6% |
0.0226 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.0% |
0.0000 |
| Volume |
212 |
483 |
271 |
127.8% |
1,380 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8208 |
0.8156 |
0.7939 |
|
| R3 |
0.8095 |
0.8043 |
0.7908 |
|
| R2 |
0.7981 |
0.7981 |
0.7898 |
|
| R1 |
0.7929 |
0.7929 |
0.7887 |
0.7955 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7881 |
| S1 |
0.7816 |
0.7816 |
0.7867 |
0.7842 |
| S2 |
0.7754 |
0.7754 |
0.7856 |
|
| S3 |
0.7641 |
0.7702 |
0.7846 |
|
| S4 |
0.7527 |
0.7589 |
0.7815 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8454 |
0.8343 |
0.7905 |
|
| R3 |
0.8228 |
0.8117 |
0.7843 |
|
| R2 |
0.8003 |
0.8003 |
0.7822 |
|
| R1 |
0.7892 |
0.7892 |
0.7801 |
0.7947 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7805 |
| S1 |
0.7666 |
0.7666 |
0.7760 |
0.7722 |
| S2 |
0.7552 |
0.7552 |
0.7739 |
|
| S3 |
0.7326 |
0.7441 |
0.7718 |
|
| S4 |
0.7101 |
0.7215 |
0.7656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7920 |
0.7759 |
0.0161 |
2.0% |
0.0072 |
0.9% |
74% |
True |
False |
304 |
| 10 |
0.7920 |
0.7663 |
0.0257 |
3.3% |
0.0072 |
0.9% |
83% |
True |
False |
265 |
| 20 |
0.7927 |
0.7663 |
0.0264 |
3.4% |
0.0077 |
1.0% |
81% |
False |
False |
227 |
| 40 |
0.8307 |
0.7663 |
0.0644 |
8.2% |
0.0073 |
0.9% |
33% |
False |
False |
142 |
| 60 |
0.8773 |
0.7663 |
0.1110 |
14.1% |
0.0058 |
0.7% |
19% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8402 |
|
2.618 |
0.8217 |
|
1.618 |
0.8103 |
|
1.000 |
0.8033 |
|
0.618 |
0.7990 |
|
HIGH |
0.7920 |
|
0.618 |
0.7876 |
|
0.500 |
0.7863 |
|
0.382 |
0.7849 |
|
LOW |
0.7806 |
|
0.618 |
0.7736 |
|
1.000 |
0.7693 |
|
1.618 |
0.7622 |
|
2.618 |
0.7509 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7872 |
0.7864 |
| PP |
0.7868 |
0.7852 |
| S1 |
0.7863 |
0.7839 |
|