CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7306 |
0.7339 |
0.0034 |
0.5% |
0.7321 |
| High |
0.7348 |
0.7355 |
0.0007 |
0.1% |
0.7378 |
| Low |
0.7301 |
0.7268 |
-0.0033 |
-0.5% |
0.7268 |
| Close |
0.7340 |
0.7290 |
-0.0050 |
-0.7% |
0.7290 |
| Range |
0.0047 |
0.0087 |
0.0040 |
85.1% |
0.0110 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.4% |
0.0000 |
| Volume |
122,224 |
170,816 |
48,592 |
39.8% |
742,451 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7515 |
0.7338 |
|
| R3 |
0.7478 |
0.7428 |
0.7314 |
|
| R2 |
0.7391 |
0.7391 |
0.7306 |
|
| R1 |
0.7341 |
0.7341 |
0.7298 |
0.7322 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7295 |
| S1 |
0.7254 |
0.7254 |
0.7282 |
0.7235 |
| S2 |
0.7217 |
0.7217 |
0.7274 |
|
| S3 |
0.7130 |
0.7167 |
0.7266 |
|
| S4 |
0.7043 |
0.7080 |
0.7242 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7576 |
0.7351 |
|
| R3 |
0.7532 |
0.7466 |
0.7320 |
|
| R2 |
0.7422 |
0.7422 |
0.7310 |
|
| R1 |
0.7356 |
0.7356 |
0.7300 |
0.7334 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7301 |
| S1 |
0.7246 |
0.7246 |
0.7280 |
0.7224 |
| S2 |
0.7202 |
0.7202 |
0.7270 |
|
| S3 |
0.7092 |
0.7136 |
0.7260 |
|
| S4 |
0.6982 |
0.7026 |
0.7230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7378 |
0.7268 |
0.0110 |
1.5% |
0.0069 |
0.9% |
20% |
False |
True |
148,490 |
| 10 |
0.7563 |
0.7268 |
0.0296 |
4.1% |
0.0074 |
1.0% |
8% |
False |
True |
142,882 |
| 20 |
0.7696 |
0.7268 |
0.0429 |
5.9% |
0.0092 |
1.3% |
5% |
False |
True |
159,946 |
| 40 |
0.7696 |
0.7209 |
0.0488 |
6.7% |
0.0081 |
1.1% |
17% |
False |
False |
156,621 |
| 60 |
0.7764 |
0.7209 |
0.0555 |
7.6% |
0.0084 |
1.1% |
15% |
False |
False |
150,144 |
| 80 |
0.7958 |
0.7209 |
0.0750 |
10.3% |
0.0081 |
1.1% |
11% |
False |
False |
112,752 |
| 100 |
0.8217 |
0.7209 |
0.1009 |
13.8% |
0.0078 |
1.1% |
8% |
False |
False |
90,223 |
| 120 |
0.8694 |
0.7209 |
0.1486 |
20.4% |
0.0074 |
1.0% |
5% |
False |
False |
75,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7724 |
|
2.618 |
0.7582 |
|
1.618 |
0.7495 |
|
1.000 |
0.7442 |
|
0.618 |
0.7408 |
|
HIGH |
0.7355 |
|
0.618 |
0.7321 |
|
0.500 |
0.7311 |
|
0.382 |
0.7301 |
|
LOW |
0.7268 |
|
0.618 |
0.7214 |
|
1.000 |
0.7181 |
|
1.618 |
0.7127 |
|
2.618 |
0.7040 |
|
4.250 |
0.6898 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7312 |
| PP |
0.7304 |
0.7305 |
| S1 |
0.7297 |
0.7297 |
|