CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7221 |
0.7158 |
-0.0063 |
-0.9% |
0.7132 |
| High |
0.7231 |
0.7197 |
-0.0035 |
-0.5% |
0.7241 |
| Low |
0.7155 |
0.7134 |
-0.0021 |
-0.3% |
0.7117 |
| Close |
0.7162 |
0.7177 |
0.0015 |
0.2% |
0.7162 |
| Range |
0.0076 |
0.0063 |
-0.0014 |
-17.8% |
0.0124 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
179,137 |
162,185 |
-16,952 |
-9.5% |
879,030 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7357 |
0.7329 |
0.7211 |
|
| R3 |
0.7294 |
0.7267 |
0.7194 |
|
| R2 |
0.7232 |
0.7232 |
0.7188 |
|
| R1 |
0.7204 |
0.7204 |
0.7182 |
0.7218 |
| PP |
0.7169 |
0.7169 |
0.7169 |
0.7176 |
| S1 |
0.7142 |
0.7142 |
0.7171 |
0.7155 |
| S2 |
0.7107 |
0.7107 |
0.7165 |
|
| S3 |
0.7044 |
0.7079 |
0.7159 |
|
| S4 |
0.6982 |
0.7017 |
0.7142 |
|
|
| 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% |
48% |
False |
False |
208,243 |
| 10 |
0.7304 |
0.7117 |
0.0187 |
2.6% |
0.0066 |
0.9% |
32% |
False |
False |
191,826 |
| 20 |
0.7520 |
0.7117 |
0.0403 |
5.6% |
0.0063 |
0.9% |
15% |
False |
False |
167,481 |
| 40 |
0.7665 |
0.7117 |
0.0548 |
7.6% |
0.0069 |
1.0% |
11% |
False |
False |
160,022 |
| 60 |
0.7811 |
0.7117 |
0.0694 |
9.7% |
0.0079 |
1.1% |
9% |
False |
False |
167,841 |
| 80 |
0.7844 |
0.7117 |
0.0727 |
10.1% |
0.0078 |
1.1% |
8% |
False |
False |
130,988 |
| 100 |
0.8027 |
0.7117 |
0.0910 |
12.7% |
0.0082 |
1.1% |
7% |
False |
False |
104,859 |
| 120 |
0.8027 |
0.7117 |
0.0910 |
12.7% |
0.0085 |
1.2% |
7% |
False |
False |
87,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7360 |
|
1.618 |
0.7298 |
|
1.000 |
0.7259 |
|
0.618 |
0.7235 |
|
HIGH |
0.7197 |
|
0.618 |
0.7173 |
|
0.500 |
0.7165 |
|
0.382 |
0.7158 |
|
LOW |
0.7134 |
|
0.618 |
0.7095 |
|
1.000 |
0.7072 |
|
1.618 |
0.7033 |
|
2.618 |
0.6970 |
|
4.250 |
0.6868 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7173 |
0.7188 |
| PP |
0.7169 |
0.7184 |
| S1 |
0.7165 |
0.7180 |
|