CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7591 |
0.0049 |
0.6% |
0.7487 |
| High |
0.7601 |
0.7619 |
0.0019 |
0.2% |
0.7638 |
| Low |
0.7535 |
0.7566 |
0.0031 |
0.4% |
0.7409 |
| Close |
0.7598 |
0.7580 |
-0.0019 |
-0.2% |
0.7571 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.1% |
0.0230 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
332 |
202 |
-130 |
-39.2% |
1,197 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7716 |
0.7609 |
|
| R3 |
0.7694 |
0.7663 |
0.7594 |
|
| R2 |
0.7641 |
0.7641 |
0.7589 |
|
| R1 |
0.7610 |
0.7610 |
0.7584 |
0.7599 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7583 |
| S1 |
0.7557 |
0.7557 |
0.7575 |
0.7546 |
| S2 |
0.7535 |
0.7535 |
0.7570 |
|
| S3 |
0.7482 |
0.7504 |
0.7565 |
|
| S4 |
0.7429 |
0.7451 |
0.7550 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8129 |
0.7697 |
|
| R3 |
0.7998 |
0.7899 |
0.7634 |
|
| R2 |
0.7769 |
0.7769 |
0.7613 |
|
| R1 |
0.7670 |
0.7670 |
0.7592 |
0.7719 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7564 |
| S1 |
0.7440 |
0.7440 |
0.7550 |
0.7490 |
| S2 |
0.7310 |
0.7310 |
0.7529 |
|
| S3 |
0.7080 |
0.7211 |
0.7508 |
|
| S4 |
0.6851 |
0.6981 |
0.7445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7622 |
0.7535 |
0.0087 |
1.1% |
0.0049 |
0.7% |
51% |
False |
False |
217 |
| 10 |
0.7644 |
0.7409 |
0.0236 |
3.1% |
0.0072 |
0.9% |
73% |
False |
False |
303 |
| 20 |
0.7739 |
0.7409 |
0.0330 |
4.4% |
0.0057 |
0.8% |
52% |
False |
False |
213 |
| 40 |
0.7904 |
0.7409 |
0.0496 |
6.5% |
0.0058 |
0.8% |
35% |
False |
False |
149 |
| 60 |
0.7904 |
0.7409 |
0.0496 |
6.5% |
0.0053 |
0.7% |
35% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7758 |
|
1.618 |
0.7705 |
|
1.000 |
0.7672 |
|
0.618 |
0.7652 |
|
HIGH |
0.7619 |
|
0.618 |
0.7599 |
|
0.500 |
0.7593 |
|
0.382 |
0.7586 |
|
LOW |
0.7566 |
|
0.618 |
0.7533 |
|
1.000 |
0.7513 |
|
1.618 |
0.7480 |
|
2.618 |
0.7427 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7579 |
| PP |
0.7588 |
0.7578 |
| S1 |
0.7584 |
0.7577 |
|