CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7489 |
0.7475 |
-0.0014 |
-0.2% |
0.7462 |
| High |
0.7520 |
0.7481 |
-0.0039 |
-0.5% |
0.7520 |
| Low |
0.7457 |
0.7404 |
-0.0053 |
-0.7% |
0.7404 |
| Close |
0.7476 |
0.7410 |
-0.0066 |
-0.9% |
0.7410 |
| Range |
0.0063 |
0.0077 |
0.0014 |
22.4% |
0.0116 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
148,432 |
134,580 |
-13,852 |
-9.3% |
675,125 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7612 |
0.7452 |
|
| R3 |
0.7584 |
0.7535 |
0.7431 |
|
| R2 |
0.7508 |
0.7508 |
0.7424 |
|
| R1 |
0.7459 |
0.7459 |
0.7417 |
0.7445 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7425 |
| S1 |
0.7382 |
0.7382 |
0.7402 |
0.7369 |
| S2 |
0.7355 |
0.7355 |
0.7395 |
|
| S3 |
0.7278 |
0.7306 |
0.7388 |
|
| S4 |
0.7202 |
0.7229 |
0.7367 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7716 |
0.7473 |
|
| R3 |
0.7675 |
0.7600 |
0.7441 |
|
| R2 |
0.7560 |
0.7560 |
0.7431 |
|
| R1 |
0.7485 |
0.7485 |
0.7420 |
0.7465 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7434 |
| S1 |
0.7369 |
0.7369 |
0.7399 |
0.7349 |
| S2 |
0.7329 |
0.7329 |
0.7388 |
|
| S3 |
0.7213 |
0.7254 |
0.7378 |
|
| S4 |
0.7098 |
0.7138 |
0.7346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7520 |
0.7404 |
0.0116 |
1.6% |
0.0057 |
0.8% |
5% |
False |
True |
135,025 |
| 10 |
0.7540 |
0.7306 |
0.0234 |
3.2% |
0.0069 |
0.9% |
44% |
False |
False |
154,509 |
| 20 |
0.7579 |
0.7306 |
0.0274 |
3.7% |
0.0068 |
0.9% |
38% |
False |
False |
149,595 |
| 40 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0077 |
1.0% |
21% |
False |
False |
152,760 |
| 60 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0079 |
1.1% |
21% |
False |
False |
129,986 |
| 80 |
0.7985 |
0.7306 |
0.0679 |
9.2% |
0.0081 |
1.1% |
15% |
False |
False |
97,603 |
| 100 |
0.8027 |
0.7306 |
0.0722 |
9.7% |
0.0088 |
1.2% |
14% |
False |
False |
78,128 |
| 120 |
0.8027 |
0.7243 |
0.0785 |
10.6% |
0.0083 |
1.1% |
21% |
False |
False |
65,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7681 |
|
1.618 |
0.7604 |
|
1.000 |
0.7557 |
|
0.618 |
0.7528 |
|
HIGH |
0.7481 |
|
0.618 |
0.7451 |
|
0.500 |
0.7442 |
|
0.382 |
0.7433 |
|
LOW |
0.7404 |
|
0.618 |
0.7357 |
|
1.000 |
0.7328 |
|
1.618 |
0.7280 |
|
2.618 |
0.7204 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7462 |
| PP |
0.7431 |
0.7444 |
| S1 |
0.7420 |
0.7427 |
|