CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7471 |
0.0121 |
1.6% |
0.7378 |
| High |
0.7480 |
0.7575 |
0.0095 |
1.3% |
0.7575 |
| Low |
0.7349 |
0.7453 |
0.0104 |
1.4% |
0.7304 |
| Close |
0.7472 |
0.7527 |
0.0055 |
0.7% |
0.7527 |
| Range |
0.0131 |
0.0122 |
-0.0009 |
-6.5% |
0.0271 |
| ATR |
0.0073 |
0.0077 |
0.0003 |
4.7% |
0.0000 |
| Volume |
241,828 |
266,747 |
24,919 |
10.3% |
862,771 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7884 |
0.7827 |
0.7594 |
|
| R3 |
0.7762 |
0.7705 |
0.7560 |
|
| R2 |
0.7640 |
0.7640 |
0.7549 |
|
| R1 |
0.7583 |
0.7583 |
0.7538 |
0.7612 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7532 |
| S1 |
0.7461 |
0.7461 |
0.7515 |
0.7490 |
| S2 |
0.7396 |
0.7396 |
0.7504 |
|
| S3 |
0.7274 |
0.7339 |
0.7493 |
|
| S4 |
0.7152 |
0.7217 |
0.7459 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8281 |
0.8175 |
0.7676 |
|
| R3 |
0.8010 |
0.7904 |
0.7601 |
|
| R2 |
0.7739 |
0.7739 |
0.7576 |
|
| R1 |
0.7633 |
0.7633 |
0.7551 |
0.7686 |
| PP |
0.7468 |
0.7468 |
0.7468 |
0.7495 |
| S1 |
0.7362 |
0.7362 |
0.7502 |
0.7415 |
| S2 |
0.7197 |
0.7197 |
0.7477 |
|
| S3 |
0.6926 |
0.7091 |
0.7452 |
|
| S4 |
0.6655 |
0.6820 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7575 |
0.7304 |
0.0271 |
3.6% |
0.0080 |
1.1% |
82% |
True |
False |
172,554 |
| 10 |
0.7575 |
0.7231 |
0.0344 |
4.6% |
0.0073 |
1.0% |
86% |
True |
False |
148,811 |
| 20 |
0.7575 |
0.7209 |
0.0366 |
4.9% |
0.0070 |
0.9% |
87% |
True |
False |
153,296 |
| 40 |
0.7764 |
0.7209 |
0.0555 |
7.4% |
0.0080 |
1.1% |
57% |
False |
False |
145,243 |
| 60 |
0.7958 |
0.7209 |
0.0750 |
10.0% |
0.0078 |
1.0% |
42% |
False |
False |
97,020 |
| 80 |
0.8217 |
0.7209 |
0.1009 |
13.4% |
0.0074 |
1.0% |
32% |
False |
False |
72,792 |
| 100 |
0.8694 |
0.7209 |
0.1486 |
19.7% |
0.0070 |
0.9% |
21% |
False |
False |
58,260 |
| 120 |
0.8773 |
0.7209 |
0.1565 |
20.8% |
0.0062 |
0.8% |
20% |
False |
False |
48,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8093 |
|
2.618 |
0.7894 |
|
1.618 |
0.7772 |
|
1.000 |
0.7697 |
|
0.618 |
0.7650 |
|
HIGH |
0.7575 |
|
0.618 |
0.7528 |
|
0.500 |
0.7514 |
|
0.382 |
0.7499 |
|
LOW |
0.7453 |
|
0.618 |
0.7377 |
|
1.000 |
0.7331 |
|
1.618 |
0.7255 |
|
2.618 |
0.7133 |
|
4.250 |
0.6934 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7497 |
| PP |
0.7518 |
0.7468 |
| S1 |
0.7514 |
0.7439 |
|