CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7334 |
0.7351 |
0.0017 |
0.2% |
0.7254 |
| High |
0.7365 |
0.7480 |
0.0115 |
1.6% |
0.7408 |
| Low |
0.7304 |
0.7349 |
0.0046 |
0.6% |
0.7231 |
| Close |
0.7360 |
0.7472 |
0.0112 |
1.5% |
0.7374 |
| Range |
0.0061 |
0.0131 |
0.0070 |
113.9% |
0.0177 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
6.4% |
0.0000 |
| Volume |
138,381 |
241,828 |
103,447 |
74.8% |
625,341 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7779 |
0.7543 |
|
| R3 |
0.7694 |
0.7648 |
0.7507 |
|
| R2 |
0.7564 |
0.7564 |
0.7495 |
|
| R1 |
0.7518 |
0.7518 |
0.7483 |
0.7541 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7445 |
| S1 |
0.7387 |
0.7387 |
0.7460 |
0.7410 |
| S2 |
0.7303 |
0.7303 |
0.7448 |
|
| S3 |
0.7172 |
0.7257 |
0.7436 |
|
| S4 |
0.7042 |
0.7126 |
0.7400 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7798 |
0.7471 |
|
| R3 |
0.7691 |
0.7621 |
0.7422 |
|
| R2 |
0.7514 |
0.7514 |
0.7406 |
|
| R1 |
0.7444 |
0.7444 |
0.7390 |
0.7479 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7355 |
| S1 |
0.7267 |
0.7267 |
0.7357 |
0.7302 |
| S2 |
0.7160 |
0.7160 |
0.7341 |
|
| S3 |
0.6983 |
0.7090 |
0.7325 |
|
| S4 |
0.6806 |
0.6913 |
0.7276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7480 |
0.7279 |
0.0201 |
2.7% |
0.0081 |
1.1% |
96% |
True |
False |
157,794 |
| 10 |
0.7480 |
0.7221 |
0.0259 |
3.5% |
0.0065 |
0.9% |
97% |
True |
False |
134,467 |
| 20 |
0.7480 |
0.7209 |
0.0271 |
3.6% |
0.0067 |
0.9% |
97% |
True |
False |
146,765 |
| 40 |
0.7816 |
0.7209 |
0.0608 |
8.1% |
0.0079 |
1.1% |
43% |
False |
False |
138,621 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.0% |
0.0076 |
1.0% |
35% |
False |
False |
92,575 |
| 80 |
0.8230 |
0.7209 |
0.1022 |
13.7% |
0.0073 |
1.0% |
26% |
False |
False |
69,458 |
| 100 |
0.8728 |
0.7209 |
0.1520 |
20.3% |
0.0069 |
0.9% |
17% |
False |
False |
55,595 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.9% |
0.0061 |
0.8% |
17% |
False |
False |
46,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8034 |
|
2.618 |
0.7821 |
|
1.618 |
0.7691 |
|
1.000 |
0.7610 |
|
0.618 |
0.7560 |
|
HIGH |
0.7480 |
|
0.618 |
0.7430 |
|
0.500 |
0.7414 |
|
0.382 |
0.7399 |
|
LOW |
0.7349 |
|
0.618 |
0.7268 |
|
1.000 |
0.7219 |
|
1.618 |
0.7138 |
|
2.618 |
0.7007 |
|
4.250 |
0.6794 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7445 |
| PP |
0.7433 |
0.7418 |
| S1 |
0.7414 |
0.7392 |
|