CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7710 |
0.7718 |
0.0008 |
0.1% |
0.7572 |
| High |
0.7763 |
0.7734 |
-0.0029 |
-0.4% |
0.7704 |
| Low |
0.7639 |
0.7639 |
0.0000 |
0.0% |
0.7506 |
| Close |
0.7719 |
0.7645 |
-0.0074 |
-1.0% |
0.7699 |
| Range |
0.0124 |
0.0095 |
-0.0029 |
-23.5% |
0.0198 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
213,935 |
141,522 |
-72,413 |
-33.8% |
1,196,412 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7956 |
0.7895 |
0.7696 |
|
| R3 |
0.7861 |
0.7800 |
0.7670 |
|
| R2 |
0.7767 |
0.7767 |
0.7662 |
|
| R1 |
0.7706 |
0.7706 |
0.7653 |
0.7689 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7664 |
| S1 |
0.7611 |
0.7611 |
0.7636 |
0.7595 |
| S2 |
0.7578 |
0.7578 |
0.7627 |
|
| S3 |
0.7483 |
0.7517 |
0.7619 |
|
| S4 |
0.7389 |
0.7422 |
0.7593 |
|
|
| 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 |
0.7763 |
0.7506 |
0.0257 |
3.4% |
0.0126 |
1.7% |
54% |
False |
False |
210,475 |
| 10 |
0.7763 |
0.7364 |
0.0399 |
5.2% |
0.0120 |
1.6% |
70% |
False |
False |
207,479 |
| 20 |
0.7763 |
0.7364 |
0.0399 |
5.2% |
0.0091 |
1.2% |
70% |
False |
False |
111,257 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.7% |
0.0087 |
1.1% |
48% |
False |
False |
55,903 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.7% |
0.0092 |
1.2% |
42% |
False |
False |
37,349 |
| 80 |
0.8027 |
0.7362 |
0.0665 |
8.7% |
0.0090 |
1.2% |
42% |
False |
False |
28,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8135 |
|
2.618 |
0.7981 |
|
1.618 |
0.7886 |
|
1.000 |
0.7828 |
|
0.618 |
0.7792 |
|
HIGH |
0.7734 |
|
0.618 |
0.7697 |
|
0.500 |
0.7686 |
|
0.382 |
0.7675 |
|
LOW |
0.7639 |
|
0.618 |
0.7581 |
|
1.000 |
0.7545 |
|
1.618 |
0.7486 |
|
2.618 |
0.7392 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7672 |
| PP |
0.7672 |
0.7663 |
| S1 |
0.7658 |
0.7654 |
|