CME Japanese Yen Future September 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 |
0.7910 |
0.7813 |
-0.0097 |
-1.2% |
0.7862 |
| High |
0.7922 |
0.7816 |
-0.0106 |
-1.3% |
0.7958 |
| Low |
0.7803 |
0.7724 |
-0.0079 |
-1.0% |
0.7857 |
| Close |
0.7817 |
0.7728 |
-0.0090 |
-1.1% |
0.7913 |
| Range |
0.0119 |
0.0092 |
-0.0027 |
-22.4% |
0.0101 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
3,612 |
1,881 |
-1,731 |
-47.9% |
2,774 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8032 |
0.7972 |
0.7778 |
|
| R3 |
0.7940 |
0.7880 |
0.7753 |
|
| R2 |
0.7848 |
0.7848 |
0.7744 |
|
| R1 |
0.7788 |
0.7788 |
0.7736 |
0.7772 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7748 |
| S1 |
0.7696 |
0.7696 |
0.7719 |
0.7680 |
| S2 |
0.7664 |
0.7664 |
0.7711 |
|
| S3 |
0.7572 |
0.7604 |
0.7702 |
|
| S4 |
0.7480 |
0.7512 |
0.7677 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8164 |
0.7969 |
|
| R3 |
0.8111 |
0.8063 |
0.7941 |
|
| R2 |
0.8010 |
0.8010 |
0.7932 |
|
| R1 |
0.7962 |
0.7962 |
0.7922 |
0.7986 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7922 |
| S1 |
0.7861 |
0.7861 |
0.7904 |
0.7885 |
| S2 |
0.7808 |
0.7808 |
0.7894 |
|
| S3 |
0.7707 |
0.7760 |
0.7885 |
|
| S4 |
0.7606 |
0.7659 |
0.7857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7947 |
0.7724 |
0.0223 |
2.9% |
0.0072 |
0.9% |
2% |
False |
True |
1,460 |
| 10 |
0.7958 |
0.7724 |
0.0234 |
3.0% |
0.0075 |
1.0% |
1% |
False |
True |
928 |
| 20 |
0.7958 |
0.7663 |
0.0295 |
3.8% |
0.0074 |
1.0% |
22% |
False |
False |
575 |
| 40 |
0.8217 |
0.7663 |
0.0554 |
7.2% |
0.0069 |
0.9% |
12% |
False |
False |
342 |
| 60 |
0.8694 |
0.7663 |
0.1031 |
13.3% |
0.0064 |
0.8% |
6% |
False |
False |
272 |
| 80 |
0.8773 |
0.7663 |
0.1110 |
14.4% |
0.0053 |
0.7% |
6% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8207 |
|
2.618 |
0.8057 |
|
1.618 |
0.7965 |
|
1.000 |
0.7908 |
|
0.618 |
0.7873 |
|
HIGH |
0.7816 |
|
0.618 |
0.7781 |
|
0.500 |
0.7770 |
|
0.382 |
0.7759 |
|
LOW |
0.7724 |
|
0.618 |
0.7667 |
|
1.000 |
0.7632 |
|
1.618 |
0.7575 |
|
2.618 |
0.7483 |
|
4.250 |
0.7333 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7770 |
0.7832 |
| PP |
0.7756 |
0.7797 |
| S1 |
0.7742 |
0.7762 |
|