CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7581 |
-0.0032 |
-0.4% |
0.7572 |
| High |
0.7698 |
0.7704 |
0.0006 |
0.1% |
0.7704 |
| Low |
0.7577 |
0.7581 |
0.0004 |
0.1% |
0.7506 |
| Close |
0.7593 |
0.7699 |
0.0107 |
1.4% |
0.7699 |
| Range |
0.0122 |
0.0124 |
0.0002 |
1.6% |
0.0198 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.0% |
0.0000 |
| Volume |
245,528 |
183,415 |
-62,113 |
-25.3% |
1,196,412 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8032 |
0.7989 |
0.7767 |
|
| R3 |
0.7908 |
0.7865 |
0.7733 |
|
| R2 |
0.7785 |
0.7785 |
0.7722 |
|
| R1 |
0.7742 |
0.7742 |
0.7710 |
0.7763 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7672 |
| S1 |
0.7618 |
0.7618 |
0.7688 |
0.7640 |
| S2 |
0.7538 |
0.7538 |
0.7676 |
|
| S3 |
0.7414 |
0.7495 |
0.7665 |
|
| S4 |
0.7291 |
0.7371 |
0.7631 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8163 |
0.7808 |
|
| R3 |
0.8032 |
0.7965 |
0.7753 |
|
| R2 |
0.7834 |
0.7834 |
0.7735 |
|
| R1 |
0.7767 |
0.7767 |
0.7717 |
0.7801 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7653 |
| S1 |
0.7569 |
0.7569 |
0.7681 |
0.7603 |
| S2 |
0.7438 |
0.7438 |
0.7663 |
|
| S3 |
0.7240 |
0.7371 |
0.7645 |
|
| S4 |
0.7042 |
0.7173 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7704 |
0.7506 |
0.0198 |
2.6% |
0.0135 |
1.8% |
97% |
True |
False |
239,282 |
| 10 |
0.7704 |
0.7364 |
0.0340 |
4.4% |
0.0112 |
1.5% |
99% |
True |
False |
183,455 |
| 20 |
0.7704 |
0.7364 |
0.0340 |
4.4% |
0.0087 |
1.1% |
99% |
True |
False |
93,564 |
| 40 |
0.7953 |
0.7364 |
0.0589 |
7.6% |
0.0087 |
1.1% |
57% |
False |
False |
47,025 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0096 |
1.2% |
51% |
False |
False |
31,430 |
| 80 |
0.8027 |
0.7243 |
0.0785 |
10.2% |
0.0088 |
1.1% |
58% |
False |
False |
23,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8229 |
|
2.618 |
0.8027 |
|
1.618 |
0.7904 |
|
1.000 |
0.7828 |
|
0.618 |
0.7780 |
|
HIGH |
0.7704 |
|
0.618 |
0.7657 |
|
0.500 |
0.7642 |
|
0.382 |
0.7628 |
|
LOW |
0.7581 |
|
0.618 |
0.7504 |
|
1.000 |
0.7457 |
|
1.618 |
0.7381 |
|
2.618 |
0.7257 |
|
4.250 |
0.7056 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7668 |
| PP |
0.7661 |
0.7636 |
| S1 |
0.7642 |
0.7605 |
|