CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7647 |
0.7712 |
0.0065 |
0.8% |
0.7572 |
| High |
0.7733 |
0.7771 |
0.0038 |
0.5% |
0.7704 |
| Low |
0.7617 |
0.7692 |
0.0075 |
1.0% |
0.7506 |
| Close |
0.7709 |
0.7752 |
0.0043 |
0.6% |
0.7699 |
| Range |
0.0117 |
0.0079 |
-0.0038 |
-32.2% |
0.0198 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
171,102 |
184,929 |
13,827 |
8.1% |
1,196,412 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7943 |
0.7795 |
|
| R3 |
0.7896 |
0.7864 |
0.7774 |
|
| R2 |
0.7817 |
0.7817 |
0.7766 |
|
| R1 |
0.7785 |
0.7785 |
0.7759 |
0.7801 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7746 |
| S1 |
0.7706 |
0.7706 |
0.7745 |
0.7722 |
| S2 |
0.7659 |
0.7659 |
0.7738 |
|
| S3 |
0.7580 |
0.7627 |
0.7730 |
|
| S4 |
0.7501 |
0.7548 |
0.7709 |
|
|
| 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 |
0.7771 |
0.7581 |
0.0190 |
2.5% |
0.0107 |
1.4% |
90% |
True |
False |
178,980 |
| 10 |
0.7771 |
0.7409 |
0.0362 |
4.7% |
0.0125 |
1.6% |
95% |
True |
False |
218,052 |
| 20 |
0.7771 |
0.7364 |
0.0407 |
5.2% |
0.0097 |
1.3% |
95% |
True |
False |
128,970 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.6% |
0.0089 |
1.1% |
66% |
False |
False |
64,801 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0094 |
1.2% |
59% |
False |
False |
43,280 |
| 80 |
0.8027 |
0.7362 |
0.0665 |
8.6% |
0.0092 |
1.2% |
59% |
False |
False |
32,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8106 |
|
2.618 |
0.7977 |
|
1.618 |
0.7898 |
|
1.000 |
0.7850 |
|
0.618 |
0.7819 |
|
HIGH |
0.7771 |
|
0.618 |
0.7740 |
|
0.500 |
0.7731 |
|
0.382 |
0.7722 |
|
LOW |
0.7692 |
|
0.618 |
0.7643 |
|
1.000 |
0.7613 |
|
1.618 |
0.7564 |
|
2.618 |
0.7485 |
|
4.250 |
0.7356 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7745 |
0.7733 |
| PP |
0.7738 |
0.7713 |
| S1 |
0.7731 |
0.7694 |
|