CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7736 |
0.0042 |
0.5% |
0.7710 |
| High |
0.7763 |
0.7741 |
-0.0023 |
-0.3% |
0.7811 |
| Low |
0.7694 |
0.7612 |
-0.0082 |
-1.1% |
0.7617 |
| Close |
0.7740 |
0.7630 |
-0.0110 |
-1.4% |
0.7746 |
| Range |
0.0070 |
0.0129 |
0.0059 |
84.9% |
0.0195 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.6% |
0.0000 |
| Volume |
133,900 |
180,177 |
46,277 |
34.6% |
903,529 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7967 |
0.7701 |
|
| R3 |
0.7918 |
0.7838 |
0.7665 |
|
| R2 |
0.7789 |
0.7789 |
0.7654 |
|
| R1 |
0.7710 |
0.7710 |
0.7642 |
0.7685 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7649 |
| S1 |
0.7581 |
0.7581 |
0.7618 |
0.7557 |
| S2 |
0.7532 |
0.7532 |
0.7606 |
|
| S3 |
0.7404 |
0.7453 |
0.7595 |
|
| S4 |
0.7275 |
0.7324 |
0.7559 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8221 |
0.7852 |
|
| R3 |
0.8113 |
0.8027 |
0.7799 |
|
| R2 |
0.7919 |
0.7919 |
0.7781 |
|
| R1 |
0.7832 |
0.7832 |
0.7763 |
0.7876 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7746 |
| S1 |
0.7638 |
0.7638 |
0.7728 |
0.7681 |
| S2 |
0.7530 |
0.7530 |
0.7710 |
|
| S3 |
0.7335 |
0.7443 |
0.7692 |
|
| S4 |
0.7141 |
0.7249 |
0.7639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7811 |
0.7612 |
0.0199 |
2.6% |
0.0086 |
1.1% |
9% |
False |
True |
163,778 |
| 10 |
0.7811 |
0.7577 |
0.0235 |
3.1% |
0.0101 |
1.3% |
23% |
False |
False |
177,439 |
| 20 |
0.7811 |
0.7364 |
0.0447 |
5.9% |
0.0100 |
1.3% |
60% |
False |
False |
159,901 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.7% |
0.0091 |
1.2% |
45% |
False |
False |
80,637 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.7% |
0.0094 |
1.2% |
40% |
False |
False |
53,843 |
| 80 |
0.8027 |
0.7364 |
0.0663 |
8.7% |
0.0093 |
1.2% |
40% |
False |
False |
40,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8287 |
|
2.618 |
0.8077 |
|
1.618 |
0.7948 |
|
1.000 |
0.7869 |
|
0.618 |
0.7820 |
|
HIGH |
0.7741 |
|
0.618 |
0.7691 |
|
0.500 |
0.7676 |
|
0.382 |
0.7661 |
|
LOW |
0.7612 |
|
0.618 |
0.7533 |
|
1.000 |
0.7484 |
|
1.618 |
0.7404 |
|
2.618 |
0.7276 |
|
4.250 |
0.7066 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7676 |
0.7688 |
| PP |
0.7661 |
0.7668 |
| S1 |
0.7645 |
0.7649 |
|