CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7197 |
0.7221 |
0.0024 |
0.3% |
0.7132 |
| High |
0.7241 |
0.7231 |
-0.0010 |
-0.1% |
0.7241 |
| Low |
0.7161 |
0.7155 |
-0.0006 |
-0.1% |
0.7117 |
| Close |
0.7219 |
0.7162 |
-0.0057 |
-0.8% |
0.7162 |
| Range |
0.0080 |
0.0076 |
-0.0004 |
-5.0% |
0.0124 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
0.7% |
0.0000 |
| Volume |
186,713 |
179,137 |
-7,576 |
-4.1% |
879,030 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7411 |
0.7362 |
0.7204 |
|
| R3 |
0.7335 |
0.7286 |
0.7183 |
|
| R2 |
0.7259 |
0.7259 |
0.7176 |
|
| R1 |
0.7210 |
0.7210 |
0.7169 |
0.7197 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7176 |
| S1 |
0.7134 |
0.7134 |
0.7155 |
0.7121 |
| S2 |
0.7107 |
0.7107 |
0.7148 |
|
| S3 |
0.7031 |
0.7058 |
0.7141 |
|
| S4 |
0.6955 |
0.6982 |
0.7120 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7478 |
0.7230 |
|
| R3 |
0.7421 |
0.7354 |
0.7196 |
|
| R2 |
0.7297 |
0.7297 |
0.7185 |
|
| R1 |
0.7230 |
0.7230 |
0.7173 |
0.7264 |
| PP |
0.7173 |
0.7173 |
0.7173 |
0.7190 |
| S1 |
0.7106 |
0.7106 |
0.7151 |
0.7140 |
| S2 |
0.7049 |
0.7049 |
0.7139 |
|
| S3 |
0.6925 |
0.6982 |
0.7128 |
|
| S4 |
0.6801 |
0.6858 |
0.7094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7241 |
0.7117 |
0.0124 |
1.7% |
0.0070 |
1.0% |
36% |
False |
False |
214,188 |
| 10 |
0.7308 |
0.7117 |
0.0191 |
2.7% |
0.0066 |
0.9% |
24% |
False |
False |
195,549 |
| 20 |
0.7520 |
0.7117 |
0.0403 |
5.6% |
0.0063 |
0.9% |
11% |
False |
False |
165,192 |
| 40 |
0.7728 |
0.7117 |
0.0611 |
8.5% |
0.0069 |
1.0% |
7% |
False |
False |
158,802 |
| 60 |
0.7811 |
0.7117 |
0.0694 |
9.7% |
0.0080 |
1.1% |
6% |
False |
False |
166,791 |
| 80 |
0.7844 |
0.7117 |
0.0727 |
10.2% |
0.0077 |
1.1% |
6% |
False |
False |
128,965 |
| 100 |
0.8027 |
0.7117 |
0.0910 |
12.7% |
0.0081 |
1.1% |
5% |
False |
False |
103,237 |
| 120 |
0.8027 |
0.7117 |
0.0910 |
12.7% |
0.0085 |
1.2% |
5% |
False |
False |
86,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7430 |
|
1.618 |
0.7354 |
|
1.000 |
0.7307 |
|
0.618 |
0.7278 |
|
HIGH |
0.7231 |
|
0.618 |
0.7202 |
|
0.500 |
0.7193 |
|
0.382 |
0.7184 |
|
LOW |
0.7155 |
|
0.618 |
0.7108 |
|
1.000 |
0.7079 |
|
1.618 |
0.7032 |
|
2.618 |
0.6956 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7191 |
| PP |
0.7183 |
0.7182 |
| S1 |
0.7172 |
0.7172 |
|