CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7572 |
0.7620 |
0.0049 |
0.6% |
0.7473 |
| High |
0.7668 |
0.7627 |
-0.0041 |
-0.5% |
0.7570 |
| Low |
0.7514 |
0.7520 |
0.0007 |
0.1% |
0.7364 |
| Close |
0.7609 |
0.7560 |
-0.0049 |
-0.6% |
0.7532 |
| Range |
0.0154 |
0.0107 |
-0.0047 |
-30.5% |
0.0206 |
| ATR |
0.0087 |
0.0089 |
0.0001 |
1.6% |
0.0000 |
| Volume |
284,867 |
214,626 |
-70,241 |
-24.7% |
638,143 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7890 |
0.7832 |
0.7619 |
|
| R3 |
0.7783 |
0.7725 |
0.7589 |
|
| R2 |
0.7676 |
0.7676 |
0.7580 |
|
| R1 |
0.7618 |
0.7618 |
0.7570 |
0.7594 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7557 |
| S1 |
0.7511 |
0.7511 |
0.7550 |
0.7487 |
| S2 |
0.7462 |
0.7462 |
0.7540 |
|
| S3 |
0.7355 |
0.7404 |
0.7531 |
|
| S4 |
0.7248 |
0.7297 |
0.7501 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8024 |
0.7645 |
|
| R3 |
0.7899 |
0.7818 |
0.7588 |
|
| R2 |
0.7694 |
0.7694 |
0.7569 |
|
| R1 |
0.7613 |
0.7613 |
0.7550 |
0.7653 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7509 |
| S1 |
0.7407 |
0.7407 |
0.7513 |
0.7448 |
| S2 |
0.7283 |
0.7283 |
0.7494 |
|
| S3 |
0.7077 |
0.7202 |
0.7475 |
|
| S4 |
0.6872 |
0.6996 |
0.7418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7364 |
0.0304 |
4.0% |
0.0115 |
1.5% |
65% |
False |
False |
204,484 |
| 10 |
0.7668 |
0.7364 |
0.0304 |
4.0% |
0.0088 |
1.2% |
65% |
False |
False |
116,484 |
| 20 |
0.7737 |
0.7364 |
0.0373 |
4.9% |
0.0079 |
1.0% |
53% |
False |
False |
58,906 |
| 40 |
0.8027 |
0.7364 |
0.0663 |
8.8% |
0.0087 |
1.2% |
30% |
False |
False |
29,622 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.8% |
0.0093 |
1.2% |
30% |
False |
False |
19,822 |
| 80 |
0.8027 |
0.7243 |
0.0785 |
10.4% |
0.0083 |
1.1% |
40% |
False |
False |
14,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8082 |
|
2.618 |
0.7907 |
|
1.618 |
0.7800 |
|
1.000 |
0.7734 |
|
0.618 |
0.7693 |
|
HIGH |
0.7627 |
|
0.618 |
0.7586 |
|
0.500 |
0.7574 |
|
0.382 |
0.7561 |
|
LOW |
0.7520 |
|
0.618 |
0.7454 |
|
1.000 |
0.7413 |
|
1.618 |
0.7347 |
|
2.618 |
0.7240 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7553 |
| PP |
0.7569 |
0.7545 |
| S1 |
0.7565 |
0.7538 |
|