CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7555 |
-0.0065 |
-0.9% |
0.7473 |
| High |
0.7627 |
0.7674 |
0.0047 |
0.6% |
0.7570 |
| Low |
0.7520 |
0.7506 |
-0.0014 |
-0.2% |
0.7364 |
| Close |
0.7560 |
0.7604 |
0.0044 |
0.6% |
0.7532 |
| Range |
0.0107 |
0.0168 |
0.0061 |
57.0% |
0.0206 |
| ATR |
0.0089 |
0.0094 |
0.0006 |
6.4% |
0.0000 |
| Volume |
214,626 |
267,976 |
53,350 |
24.9% |
638,143 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8099 |
0.8019 |
0.7696 |
|
| R3 |
0.7931 |
0.7851 |
0.7650 |
|
| R2 |
0.7763 |
0.7763 |
0.7635 |
|
| R1 |
0.7683 |
0.7683 |
0.7619 |
0.7723 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7615 |
| S1 |
0.7515 |
0.7515 |
0.7589 |
0.7555 |
| S2 |
0.7427 |
0.7427 |
0.7573 |
|
| S3 |
0.7259 |
0.7347 |
0.7558 |
|
| S4 |
0.7091 |
0.7179 |
0.7512 |
|
|
| 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 |
0.7674 |
0.7393 |
0.0282 |
3.7% |
0.0133 |
1.7% |
75% |
True |
False |
227,849 |
| 10 |
0.7674 |
0.7364 |
0.0310 |
4.1% |
0.0099 |
1.3% |
77% |
True |
False |
142,364 |
| 20 |
0.7678 |
0.7364 |
0.0314 |
4.1% |
0.0083 |
1.1% |
76% |
False |
False |
72,251 |
| 40 |
0.8005 |
0.7364 |
0.0641 |
8.4% |
0.0088 |
1.2% |
37% |
False |
False |
36,316 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.7% |
0.0094 |
1.2% |
36% |
False |
False |
24,282 |
| 80 |
0.8027 |
0.7243 |
0.0785 |
10.3% |
0.0085 |
1.1% |
46% |
False |
False |
18,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8388 |
|
2.618 |
0.8114 |
|
1.618 |
0.7946 |
|
1.000 |
0.7842 |
|
0.618 |
0.7778 |
|
HIGH |
0.7674 |
|
0.618 |
0.7610 |
|
0.500 |
0.7590 |
|
0.382 |
0.7570 |
|
LOW |
0.7506 |
|
0.618 |
0.7402 |
|
1.000 |
0.7338 |
|
1.618 |
0.7234 |
|
2.618 |
0.7066 |
|
4.250 |
0.6792 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7599 |
| PP |
0.7595 |
0.7595 |
| S1 |
0.7590 |
0.7590 |
|