CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7489 |
0.0048 |
0.6% |
0.7392 |
| High |
0.7502 |
0.7520 |
0.0018 |
0.2% |
0.7540 |
| Low |
0.7427 |
0.7457 |
0.0031 |
0.4% |
0.7306 |
| Close |
0.7494 |
0.7476 |
-0.0019 |
-0.2% |
0.7467 |
| Range |
0.0075 |
0.0063 |
-0.0013 |
-16.7% |
0.0234 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
170,631 |
148,432 |
-22,199 |
-13.0% |
869,972 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7636 |
0.7510 |
|
| R3 |
0.7609 |
0.7574 |
0.7493 |
|
| R2 |
0.7547 |
0.7547 |
0.7487 |
|
| R1 |
0.7511 |
0.7511 |
0.7481 |
0.7498 |
| PP |
0.7484 |
0.7484 |
0.7484 |
0.7477 |
| S1 |
0.7449 |
0.7449 |
0.7470 |
0.7435 |
| S2 |
0.7422 |
0.7422 |
0.7464 |
|
| S3 |
0.7359 |
0.7386 |
0.7458 |
|
| S4 |
0.7297 |
0.7324 |
0.7441 |
|
|
| 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 |
0.7520 |
0.7427 |
0.0093 |
1.2% |
0.0056 |
0.7% |
53% |
True |
False |
131,391 |
| 10 |
0.7556 |
0.7306 |
0.0250 |
3.3% |
0.0079 |
1.1% |
68% |
False |
False |
169,131 |
| 20 |
0.7638 |
0.7306 |
0.0332 |
4.4% |
0.0069 |
0.9% |
51% |
False |
False |
150,887 |
| 40 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0078 |
1.0% |
34% |
False |
False |
155,533 |
| 60 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0080 |
1.1% |
34% |
False |
False |
127,773 |
| 80 |
0.8005 |
0.7306 |
0.0700 |
9.4% |
0.0083 |
1.1% |
24% |
False |
False |
95,925 |
| 100 |
0.8027 |
0.7306 |
0.0722 |
9.7% |
0.0087 |
1.2% |
24% |
False |
False |
76,782 |
| 120 |
0.8027 |
0.7243 |
0.0785 |
10.5% |
0.0083 |
1.1% |
30% |
False |
False |
63,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7683 |
|
1.618 |
0.7621 |
|
1.000 |
0.7582 |
|
0.618 |
0.7558 |
|
HIGH |
0.7520 |
|
0.618 |
0.7496 |
|
0.500 |
0.7488 |
|
0.382 |
0.7481 |
|
LOW |
0.7457 |
|
0.618 |
0.7418 |
|
1.000 |
0.7395 |
|
1.618 |
0.7356 |
|
2.618 |
0.7293 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7488 |
0.7475 |
| PP |
0.7484 |
0.7474 |
| S1 |
0.7480 |
0.7473 |
|