CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7637 |
0.7676 |
0.0039 |
0.5% |
0.7751 |
| High |
0.7688 |
0.7743 |
0.0055 |
0.7% |
0.7763 |
| Low |
0.7593 |
0.7668 |
0.0075 |
1.0% |
0.7571 |
| Close |
0.7682 |
0.7712 |
0.0030 |
0.4% |
0.7623 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.2% |
0.0192 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
165,244 |
155,702 |
-9,542 |
-5.8% |
733,016 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7896 |
0.7752 |
|
| R3 |
0.7856 |
0.7821 |
0.7732 |
|
| R2 |
0.7782 |
0.7782 |
0.7725 |
|
| R1 |
0.7747 |
0.7747 |
0.7718 |
0.7764 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7716 |
| S1 |
0.7672 |
0.7672 |
0.7705 |
0.7690 |
| S2 |
0.7633 |
0.7633 |
0.7698 |
|
| S3 |
0.7558 |
0.7598 |
0.7691 |
|
| S4 |
0.7484 |
0.7523 |
0.7671 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8117 |
0.7728 |
|
| R3 |
0.8036 |
0.7925 |
0.7675 |
|
| R2 |
0.7844 |
0.7844 |
0.7658 |
|
| R1 |
0.7733 |
0.7733 |
0.7640 |
0.7693 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7632 |
| S1 |
0.7541 |
0.7541 |
0.7605 |
0.7501 |
| S2 |
0.7460 |
0.7460 |
0.7587 |
|
| S3 |
0.7268 |
0.7349 |
0.7570 |
|
| S4 |
0.7076 |
0.7157 |
0.7517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7743 |
0.7561 |
0.0182 |
2.4% |
0.0072 |
0.9% |
83% |
True |
False |
148,353 |
| 10 |
0.7811 |
0.7561 |
0.0251 |
3.2% |
0.0079 |
1.0% |
60% |
False |
False |
156,065 |
| 20 |
0.7811 |
0.7393 |
0.0419 |
5.4% |
0.0102 |
1.3% |
76% |
False |
False |
182,770 |
| 40 |
0.7844 |
0.7364 |
0.0480 |
6.2% |
0.0086 |
1.1% |
72% |
False |
False |
99,129 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0090 |
1.2% |
52% |
False |
False |
66,194 |
| 80 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0093 |
1.2% |
52% |
False |
False |
49,676 |
| 100 |
0.8027 |
0.7194 |
0.0833 |
10.8% |
0.0086 |
1.1% |
62% |
False |
False |
39,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8059 |
|
2.618 |
0.7938 |
|
1.618 |
0.7863 |
|
1.000 |
0.7817 |
|
0.618 |
0.7789 |
|
HIGH |
0.7743 |
|
0.618 |
0.7714 |
|
0.500 |
0.7705 |
|
0.382 |
0.7696 |
|
LOW |
0.7668 |
|
0.618 |
0.7622 |
|
1.000 |
0.7594 |
|
1.618 |
0.7547 |
|
2.618 |
0.7473 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7709 |
0.7692 |
| PP |
0.7707 |
0.7672 |
| S1 |
0.7705 |
0.7652 |
|