CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7242 |
0.7278 |
0.0036 |
0.5% |
0.7408 |
| High |
0.7308 |
0.7304 |
-0.0004 |
-0.1% |
0.7409 |
| Low |
0.7242 |
0.7241 |
-0.0001 |
0.0% |
0.7240 |
| Close |
0.7274 |
0.7247 |
-0.0027 |
-0.4% |
0.7274 |
| Range |
0.0067 |
0.0064 |
-0.0003 |
-4.5% |
0.0170 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
199,414 |
160,566 |
-38,848 |
-19.5% |
756,228 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7414 |
0.7282 |
|
| R3 |
0.7391 |
0.7351 |
0.7264 |
|
| R2 |
0.7327 |
0.7327 |
0.7259 |
|
| R1 |
0.7287 |
0.7287 |
0.7253 |
0.7276 |
| PP |
0.7264 |
0.7264 |
0.7264 |
0.7258 |
| S1 |
0.7224 |
0.7224 |
0.7241 |
0.7212 |
| S2 |
0.7200 |
0.7200 |
0.7235 |
|
| S3 |
0.7137 |
0.7160 |
0.7230 |
|
| S4 |
0.7073 |
0.7097 |
0.7212 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7714 |
0.7367 |
|
| R3 |
0.7646 |
0.7545 |
0.7320 |
|
| R2 |
0.7477 |
0.7477 |
0.7305 |
|
| R1 |
0.7375 |
0.7375 |
0.7289 |
0.7341 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7290 |
| S1 |
0.7206 |
0.7206 |
0.7258 |
0.7172 |
| S2 |
0.7138 |
0.7138 |
0.7242 |
|
| S3 |
0.6968 |
0.7036 |
0.7227 |
|
| S4 |
0.6799 |
0.6867 |
0.7180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7409 |
0.7240 |
0.0170 |
2.3% |
0.0068 |
0.9% |
4% |
False |
False |
159,847 |
| 10 |
0.7520 |
0.7240 |
0.0280 |
3.9% |
0.0062 |
0.9% |
3% |
False |
False |
148,555 |
| 20 |
0.7579 |
0.7240 |
0.0340 |
4.7% |
0.0071 |
1.0% |
2% |
False |
False |
160,233 |
| 40 |
0.7763 |
0.7240 |
0.0524 |
7.2% |
0.0071 |
1.0% |
1% |
False |
False |
148,506 |
| 60 |
0.7811 |
0.7240 |
0.0572 |
7.9% |
0.0079 |
1.1% |
1% |
False |
False |
145,160 |
| 80 |
0.7951 |
0.7240 |
0.0712 |
9.8% |
0.0080 |
1.1% |
1% |
False |
False |
109,053 |
| 100 |
0.8027 |
0.7240 |
0.0788 |
10.9% |
0.0085 |
1.2% |
1% |
False |
False |
87,290 |
| 120 |
0.8027 |
0.7240 |
0.0788 |
10.9% |
0.0085 |
1.2% |
1% |
False |
False |
72,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7470 |
|
1.618 |
0.7407 |
|
1.000 |
0.7368 |
|
0.618 |
0.7343 |
|
HIGH |
0.7304 |
|
0.618 |
0.7280 |
|
0.500 |
0.7272 |
|
0.382 |
0.7265 |
|
LOW |
0.7241 |
|
0.618 |
0.7201 |
|
1.000 |
0.7177 |
|
1.618 |
0.7138 |
|
2.618 |
0.7074 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7272 |
0.7278 |
| PP |
0.7264 |
0.7268 |
| S1 |
0.7255 |
0.7257 |
|