CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7387 |
-0.0021 |
-0.3% |
0.7462 |
| High |
0.7409 |
0.7409 |
0.0000 |
0.0% |
0.7520 |
| Low |
0.7374 |
0.7353 |
-0.0021 |
-0.3% |
0.7404 |
| Close |
0.7387 |
0.7373 |
-0.0014 |
-0.2% |
0.7410 |
| Range |
0.0035 |
0.0056 |
0.0021 |
60.0% |
0.0116 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
117,556 |
131,509 |
13,953 |
11.9% |
675,125 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7516 |
0.7404 |
|
| R3 |
0.7490 |
0.7460 |
0.7388 |
|
| R2 |
0.7434 |
0.7434 |
0.7383 |
|
| R1 |
0.7404 |
0.7404 |
0.7378 |
0.7391 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7372 |
| S1 |
0.7348 |
0.7348 |
0.7368 |
0.7335 |
| S2 |
0.7322 |
0.7322 |
0.7363 |
|
| S3 |
0.7266 |
0.7292 |
0.7358 |
|
| S4 |
0.7210 |
0.7236 |
0.7342 |
|
|
| 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 |
0.7353 |
0.0167 |
2.3% |
0.0061 |
0.8% |
12% |
False |
True |
140,541 |
| 10 |
0.7540 |
0.7353 |
0.0187 |
2.5% |
0.0063 |
0.8% |
11% |
False |
True |
146,125 |
| 20 |
0.7579 |
0.7306 |
0.0274 |
3.7% |
0.0068 |
0.9% |
25% |
False |
False |
150,881 |
| 40 |
0.7811 |
0.7306 |
0.0506 |
6.9% |
0.0073 |
1.0% |
13% |
False |
False |
149,053 |
| 60 |
0.7811 |
0.7306 |
0.0506 |
6.9% |
0.0079 |
1.1% |
13% |
False |
False |
134,103 |
| 80 |
0.7951 |
0.7306 |
0.0646 |
8.8% |
0.0080 |
1.1% |
10% |
False |
False |
100,710 |
| 100 |
0.8027 |
0.7306 |
0.0722 |
9.8% |
0.0084 |
1.1% |
9% |
False |
False |
80,616 |
| 120 |
0.8027 |
0.7286 |
0.0741 |
10.1% |
0.0084 |
1.1% |
12% |
False |
False |
67,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7556 |
|
1.618 |
0.7500 |
|
1.000 |
0.7465 |
|
0.618 |
0.7444 |
|
HIGH |
0.7409 |
|
0.618 |
0.7388 |
|
0.500 |
0.7381 |
|
0.382 |
0.7374 |
|
LOW |
0.7353 |
|
0.618 |
0.7318 |
|
1.000 |
0.7297 |
|
1.618 |
0.7262 |
|
2.618 |
0.7206 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7417 |
| PP |
0.7378 |
0.7402 |
| S1 |
0.7376 |
0.7388 |
|