CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7498 |
0.0023 |
0.3% |
0.7392 |
| High |
0.7540 |
0.7519 |
-0.0021 |
-0.3% |
0.7540 |
| Low |
0.7463 |
0.7450 |
-0.0013 |
-0.2% |
0.7306 |
| Close |
0.7505 |
0.7467 |
-0.0038 |
-0.5% |
0.7467 |
| Range |
0.0077 |
0.0070 |
-0.0008 |
-9.7% |
0.0234 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
230,040 |
116,413 |
-113,627 |
-49.4% |
869,972 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7687 |
0.7647 |
0.7505 |
|
| R3 |
0.7618 |
0.7577 |
0.7486 |
|
| R2 |
0.7548 |
0.7548 |
0.7480 |
|
| R1 |
0.7508 |
0.7508 |
0.7473 |
0.7493 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7471 |
| S1 |
0.7438 |
0.7438 |
0.7461 |
0.7424 |
| S2 |
0.7409 |
0.7409 |
0.7454 |
|
| S3 |
0.7340 |
0.7369 |
0.7448 |
|
| S4 |
0.7270 |
0.7299 |
0.7429 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8037 |
0.7596 |
|
| R3 |
0.7905 |
0.7803 |
0.7531 |
|
| R2 |
0.7671 |
0.7671 |
0.7510 |
|
| R1 |
0.7569 |
0.7569 |
0.7488 |
0.7620 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7463 |
| S1 |
0.7335 |
0.7335 |
0.7446 |
0.7386 |
| S2 |
0.7203 |
0.7203 |
0.7424 |
|
| S3 |
0.6969 |
0.7101 |
0.7403 |
|
| S4 |
0.6735 |
0.6867 |
0.7338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7540 |
0.7306 |
0.0234 |
3.1% |
0.0081 |
1.1% |
69% |
False |
False |
173,994 |
| 10 |
0.7579 |
0.7306 |
0.0274 |
3.7% |
0.0080 |
1.1% |
59% |
False |
False |
171,722 |
| 20 |
0.7665 |
0.7306 |
0.0359 |
4.8% |
0.0074 |
1.0% |
45% |
False |
False |
152,564 |
| 40 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0088 |
1.2% |
32% |
False |
False |
168,022 |
| 60 |
0.7844 |
0.7306 |
0.0539 |
7.2% |
0.0083 |
1.1% |
30% |
False |
False |
118,824 |
| 80 |
0.8027 |
0.7306 |
0.0722 |
9.7% |
0.0086 |
1.2% |
22% |
False |
False |
89,203 |
| 100 |
0.8027 |
0.7306 |
0.0722 |
9.7% |
0.0089 |
1.2% |
22% |
False |
False |
71,387 |
| 120 |
0.8027 |
0.7243 |
0.0785 |
10.5% |
0.0084 |
1.1% |
29% |
False |
False |
59,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7814 |
|
2.618 |
0.7701 |
|
1.618 |
0.7631 |
|
1.000 |
0.7589 |
|
0.618 |
0.7562 |
|
HIGH |
0.7519 |
|
0.618 |
0.7492 |
|
0.500 |
0.7484 |
|
0.382 |
0.7476 |
|
LOW |
0.7450 |
|
0.618 |
0.7407 |
|
1.000 |
0.7380 |
|
1.618 |
0.7337 |
|
2.618 |
0.7268 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7484 |
0.7463 |
| PP |
0.7479 |
0.7459 |
| S1 |
0.7473 |
0.7455 |
|