CME Japanese Yen Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7006 |
0.7088 |
0.0082 |
1.2% |
0.7201 |
| High |
0.7136 |
0.7103 |
-0.0033 |
-0.5% |
0.7207 |
| Low |
0.7006 |
0.7037 |
0.0031 |
0.4% |
0.6967 |
| Close |
0.7076 |
0.7076 |
-0.0001 |
0.0% |
0.7076 |
| Range |
0.0130 |
0.0066 |
-0.0064 |
-49.4% |
0.0240 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
27,736 |
77,276 |
49,540 |
178.6% |
92,812 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7268 |
0.7237 |
0.7112 |
|
| R3 |
0.7203 |
0.7172 |
0.7094 |
|
| R2 |
0.7137 |
0.7137 |
0.7088 |
|
| R1 |
0.7106 |
0.7106 |
0.7082 |
0.7089 |
| PP |
0.7072 |
0.7072 |
0.7072 |
0.7063 |
| S1 |
0.7041 |
0.7041 |
0.7069 |
0.7024 |
| S2 |
0.7006 |
0.7006 |
0.7063 |
|
| S3 |
0.6941 |
0.6975 |
0.7057 |
|
| S4 |
0.6875 |
0.6910 |
0.7039 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7680 |
0.7208 |
|
| R3 |
0.7563 |
0.7440 |
0.7142 |
|
| R2 |
0.7323 |
0.7323 |
0.7120 |
|
| R1 |
0.7200 |
0.7200 |
0.7098 |
0.7141 |
| PP |
0.7083 |
0.7083 |
0.7083 |
0.7054 |
| S1 |
0.6960 |
0.6960 |
0.7054 |
0.6901 |
| S2 |
0.6843 |
0.6843 |
0.7032 |
|
| S3 |
0.6603 |
0.6720 |
0.7010 |
|
| S4 |
0.6363 |
0.6480 |
0.6944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7207 |
0.6967 |
0.0240 |
3.4% |
0.0102 |
1.4% |
45% |
False |
False |
34,017 |
| 10 |
0.7332 |
0.6967 |
0.0366 |
5.2% |
0.0077 |
1.1% |
30% |
False |
False |
20,509 |
| 20 |
0.7629 |
0.6967 |
0.0663 |
9.4% |
0.0074 |
1.0% |
16% |
False |
False |
10,802 |
| 40 |
0.7758 |
0.6967 |
0.0792 |
11.2% |
0.0078 |
1.1% |
14% |
False |
False |
5,530 |
| 60 |
0.7758 |
0.6967 |
0.0792 |
11.2% |
0.0077 |
1.1% |
14% |
False |
False |
3,874 |
| 80 |
0.8000 |
0.6967 |
0.1034 |
14.6% |
0.0072 |
1.0% |
11% |
False |
False |
2,961 |
| 100 |
0.8000 |
0.6967 |
0.1034 |
14.6% |
0.0065 |
0.9% |
11% |
False |
False |
2,371 |
| 120 |
0.8436 |
0.6967 |
0.1470 |
20.8% |
0.0059 |
0.8% |
7% |
False |
False |
1,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7381 |
|
2.618 |
0.7274 |
|
1.618 |
0.7208 |
|
1.000 |
0.7168 |
|
0.618 |
0.7143 |
|
HIGH |
0.7103 |
|
0.618 |
0.7077 |
|
0.500 |
0.7070 |
|
0.382 |
0.7062 |
|
LOW |
0.7037 |
|
0.618 |
0.6997 |
|
1.000 |
0.6972 |
|
1.618 |
0.6931 |
|
2.618 |
0.6866 |
|
4.250 |
0.6759 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7074 |
0.7071 |
| PP |
0.7072 |
0.7066 |
| S1 |
0.7070 |
0.7061 |
|