CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7423 |
-0.0060 |
-0.8% |
0.7681 |
| High |
0.7515 |
0.7538 |
0.0023 |
0.3% |
0.7708 |
| Low |
0.7426 |
0.7421 |
-0.0005 |
-0.1% |
0.7471 |
| Close |
0.7442 |
0.7503 |
0.0061 |
0.8% |
0.7483 |
| Range |
0.0089 |
0.0117 |
0.0028 |
30.9% |
0.0237 |
| ATR |
0.0077 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
168,447 |
200,820 |
32,373 |
19.2% |
601,051 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7786 |
0.7567 |
|
| R3 |
0.7720 |
0.7670 |
0.7535 |
|
| R2 |
0.7604 |
0.7604 |
0.7524 |
|
| R1 |
0.7553 |
0.7553 |
0.7513 |
0.7578 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7500 |
| S1 |
0.7437 |
0.7437 |
0.7492 |
0.7462 |
| S2 |
0.7371 |
0.7371 |
0.7481 |
|
| S3 |
0.7254 |
0.7320 |
0.7470 |
|
| S4 |
0.7138 |
0.7204 |
0.7438 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8111 |
0.7613 |
|
| R3 |
0.8028 |
0.7874 |
0.7548 |
|
| R2 |
0.7791 |
0.7791 |
0.7526 |
|
| R1 |
0.7637 |
0.7637 |
0.7504 |
0.7595 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7533 |
| S1 |
0.7400 |
0.7400 |
0.7461 |
0.7358 |
| S2 |
0.7317 |
0.7317 |
0.7439 |
|
| S3 |
0.7080 |
0.7163 |
0.7417 |
|
| S4 |
0.6843 |
0.6926 |
0.7352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7548 |
0.7421 |
0.0127 |
1.7% |
0.0087 |
1.2% |
64% |
False |
True |
182,167 |
| 10 |
0.7764 |
0.7421 |
0.0343 |
4.6% |
0.0082 |
1.1% |
24% |
False |
True |
118,971 |
| 20 |
0.7958 |
0.7421 |
0.0537 |
7.2% |
0.0078 |
1.0% |
15% |
False |
True |
59,949 |
| 40 |
0.7958 |
0.7421 |
0.0537 |
7.2% |
0.0076 |
1.0% |
15% |
False |
True |
30,074 |
| 60 |
0.8376 |
0.7421 |
0.0955 |
12.7% |
0.0073 |
1.0% |
9% |
False |
True |
20,084 |
| 80 |
0.8773 |
0.7421 |
0.1352 |
18.0% |
0.0061 |
0.8% |
6% |
False |
True |
15,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8033 |
|
2.618 |
0.7842 |
|
1.618 |
0.7726 |
|
1.000 |
0.7654 |
|
0.618 |
0.7609 |
|
HIGH |
0.7538 |
|
0.618 |
0.7493 |
|
0.500 |
0.7479 |
|
0.382 |
0.7466 |
|
LOW |
0.7421 |
|
0.618 |
0.7349 |
|
1.000 |
0.7305 |
|
1.618 |
0.7233 |
|
2.618 |
0.7116 |
|
4.250 |
0.6926 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7495 |
0.7495 |
| PP |
0.7487 |
0.7487 |
| S1 |
0.7479 |
0.7479 |
|