CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7132 |
0.7175 |
0.0043 |
0.6% |
0.7278 |
| High |
0.7187 |
0.7203 |
0.0017 |
0.2% |
0.7304 |
| Low |
0.7117 |
0.7142 |
0.0025 |
0.3% |
0.7130 |
| Close |
0.7171 |
0.7200 |
0.0030 |
0.4% |
0.7134 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.5% |
0.0175 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
289,996 |
223,184 |
-66,812 |
-23.0% |
877,053 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7366 |
0.7345 |
0.7234 |
|
| R3 |
0.7305 |
0.7283 |
0.7217 |
|
| R2 |
0.7243 |
0.7243 |
0.7211 |
|
| R1 |
0.7222 |
0.7222 |
0.7206 |
0.7232 |
| PP |
0.7182 |
0.7182 |
0.7182 |
0.7187 |
| S1 |
0.7160 |
0.7160 |
0.7194 |
0.7171 |
| S2 |
0.7120 |
0.7120 |
0.7189 |
|
| S3 |
0.7059 |
0.7099 |
0.7183 |
|
| S4 |
0.6997 |
0.7037 |
0.7166 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7598 |
0.7229 |
|
| R3 |
0.7538 |
0.7423 |
0.7181 |
|
| R2 |
0.7364 |
0.7364 |
0.7165 |
|
| R1 |
0.7249 |
0.7249 |
0.7149 |
0.7219 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7174 |
| S1 |
0.7074 |
0.7074 |
0.7118 |
0.7044 |
| S2 |
0.7015 |
0.7015 |
0.7102 |
|
| S3 |
0.6840 |
0.6900 |
0.7086 |
|
| S4 |
0.6666 |
0.6725 |
0.7038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7263 |
0.7117 |
0.0146 |
2.0% |
0.0068 |
0.9% |
57% |
False |
False |
214,913 |
| 10 |
0.7373 |
0.7117 |
0.0256 |
3.6% |
0.0066 |
0.9% |
32% |
False |
False |
189,739 |
| 20 |
0.7540 |
0.7117 |
0.0423 |
5.9% |
0.0064 |
0.9% |
20% |
False |
False |
167,932 |
| 40 |
0.7743 |
0.7117 |
0.0626 |
8.7% |
0.0069 |
1.0% |
13% |
False |
False |
157,679 |
| 60 |
0.7811 |
0.7117 |
0.0694 |
9.6% |
0.0080 |
1.1% |
12% |
False |
False |
164,509 |
| 80 |
0.7844 |
0.7117 |
0.0727 |
10.1% |
0.0078 |
1.1% |
11% |
False |
False |
124,405 |
| 100 |
0.8027 |
0.7117 |
0.0910 |
12.6% |
0.0082 |
1.1% |
9% |
False |
False |
99,581 |
| 120 |
0.8027 |
0.7117 |
0.0910 |
12.6% |
0.0084 |
1.2% |
9% |
False |
False |
83,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7364 |
|
1.618 |
0.7303 |
|
1.000 |
0.7265 |
|
0.618 |
0.7241 |
|
HIGH |
0.7203 |
|
0.618 |
0.7180 |
|
0.500 |
0.7172 |
|
0.382 |
0.7165 |
|
LOW |
0.7142 |
|
0.618 |
0.7103 |
|
1.000 |
0.7080 |
|
1.618 |
0.7042 |
|
2.618 |
0.6980 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7187 |
| PP |
0.7182 |
0.7173 |
| S1 |
0.7172 |
0.7160 |
|