CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7137 |
0.7144 |
0.0007 |
0.1% |
0.7158 |
| High |
0.7185 |
0.7147 |
-0.0038 |
-0.5% |
0.7215 |
| Low |
0.7133 |
0.7068 |
-0.0065 |
-0.9% |
0.7134 |
| Close |
0.7163 |
0.7128 |
-0.0036 |
-0.5% |
0.7182 |
| Range |
0.0052 |
0.0079 |
0.0027 |
51.9% |
0.0081 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.5% |
0.0000 |
| Volume |
252,406 |
100,593 |
-151,813 |
-60.1% |
797,785 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7351 |
0.7318 |
0.7171 |
|
| R3 |
0.7272 |
0.7239 |
0.7149 |
|
| R2 |
0.7193 |
0.7193 |
0.7142 |
|
| R1 |
0.7160 |
0.7160 |
0.7135 |
0.7137 |
| PP |
0.7114 |
0.7114 |
0.7114 |
0.7103 |
| S1 |
0.7081 |
0.7081 |
0.7120 |
0.7058 |
| S2 |
0.7035 |
0.7035 |
0.7113 |
|
| S3 |
0.6956 |
0.7002 |
0.7106 |
|
| S4 |
0.6877 |
0.6923 |
0.7084 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7420 |
0.7382 |
0.7227 |
|
| R3 |
0.7339 |
0.7301 |
0.7204 |
|
| R2 |
0.7258 |
0.7258 |
0.7197 |
|
| R1 |
0.7220 |
0.7220 |
0.7189 |
0.7239 |
| PP |
0.7177 |
0.7177 |
0.7177 |
0.7187 |
| S1 |
0.7139 |
0.7139 |
0.7175 |
0.7158 |
| S2 |
0.7096 |
0.7096 |
0.7167 |
|
| S3 |
0.7015 |
0.7058 |
0.7160 |
|
| S4 |
0.6934 |
0.6977 |
0.7137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7215 |
0.7068 |
0.0147 |
2.1% |
0.0058 |
0.8% |
40% |
False |
True |
196,705 |
| 10 |
0.7231 |
0.7068 |
0.0163 |
2.3% |
0.0061 |
0.9% |
37% |
False |
True |
179,835 |
| 20 |
0.7317 |
0.7068 |
0.0249 |
3.5% |
0.0064 |
0.9% |
24% |
False |
True |
187,484 |
| 40 |
0.7579 |
0.7068 |
0.0511 |
7.2% |
0.0066 |
0.9% |
12% |
False |
True |
169,125 |
| 60 |
0.7811 |
0.7068 |
0.0743 |
10.4% |
0.0070 |
1.0% |
8% |
False |
True |
161,717 |
| 80 |
0.7811 |
0.7068 |
0.0743 |
10.4% |
0.0075 |
1.1% |
8% |
False |
True |
149,102 |
| 100 |
0.7951 |
0.7068 |
0.0883 |
12.4% |
0.0077 |
1.1% |
7% |
False |
True |
119,392 |
| 120 |
0.8027 |
0.7068 |
0.0959 |
13.5% |
0.0081 |
1.1% |
6% |
False |
True |
99,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7483 |
|
2.618 |
0.7354 |
|
1.618 |
0.7275 |
|
1.000 |
0.7226 |
|
0.618 |
0.7196 |
|
HIGH |
0.7147 |
|
0.618 |
0.7117 |
|
0.500 |
0.7108 |
|
0.382 |
0.7098 |
|
LOW |
0.7068 |
|
0.618 |
0.7019 |
|
1.000 |
0.6989 |
|
1.618 |
0.6940 |
|
2.618 |
0.6861 |
|
4.250 |
0.6732 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7121 |
0.7137 |
| PP |
0.7114 |
0.7134 |
| S1 |
0.7108 |
0.7131 |
|