CME Japanese Yen Future September 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 |
0.7234 |
0.7280 |
0.0046 |
0.6% |
0.7381 |
| High |
0.7291 |
0.7307 |
0.0016 |
0.2% |
0.7406 |
| Low |
0.7222 |
0.7247 |
0.0026 |
0.4% |
0.7235 |
| Close |
0.7276 |
0.7304 |
0.0029 |
0.4% |
0.7239 |
| Range |
0.0069 |
0.0060 |
-0.0010 |
-13.8% |
0.0172 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3,871 |
3,790 |
-81 |
-2.1% |
10,289 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7464 |
0.7444 |
0.7337 |
|
| R3 |
0.7405 |
0.7384 |
0.7320 |
|
| R2 |
0.7345 |
0.7345 |
0.7315 |
|
| R1 |
0.7325 |
0.7325 |
0.7309 |
0.7335 |
| PP |
0.7286 |
0.7286 |
0.7286 |
0.7291 |
| S1 |
0.7265 |
0.7265 |
0.7299 |
0.7276 |
| S2 |
0.7226 |
0.7226 |
0.7293 |
|
| S3 |
0.7167 |
0.7206 |
0.7288 |
|
| S4 |
0.7107 |
0.7146 |
0.7271 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7695 |
0.7333 |
|
| R3 |
0.7636 |
0.7523 |
0.7286 |
|
| R2 |
0.7465 |
0.7465 |
0.7270 |
|
| R1 |
0.7352 |
0.7352 |
0.7254 |
0.7322 |
| PP |
0.7293 |
0.7293 |
0.7293 |
0.7278 |
| S1 |
0.7180 |
0.7180 |
0.7223 |
0.7151 |
| S2 |
0.7122 |
0.7122 |
0.7207 |
|
| S3 |
0.6950 |
0.7009 |
0.7191 |
|
| S4 |
0.6779 |
0.6837 |
0.7144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7366 |
0.7222 |
0.0144 |
2.0% |
0.0065 |
0.9% |
57% |
False |
False |
2,727 |
| 10 |
0.7477 |
0.7222 |
0.0255 |
3.5% |
0.0063 |
0.9% |
32% |
False |
False |
2,066 |
| 20 |
0.7638 |
0.7222 |
0.0417 |
5.7% |
0.0060 |
0.8% |
20% |
False |
False |
1,166 |
| 40 |
0.7842 |
0.7222 |
0.0620 |
8.5% |
0.0059 |
0.8% |
13% |
False |
False |
672 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.3% |
0.0060 |
0.8% |
12% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7462 |
|
1.618 |
0.7403 |
|
1.000 |
0.7366 |
|
0.618 |
0.7343 |
|
HIGH |
0.7307 |
|
0.618 |
0.7284 |
|
0.500 |
0.7277 |
|
0.382 |
0.7270 |
|
LOW |
0.7247 |
|
0.618 |
0.7210 |
|
1.000 |
0.7188 |
|
1.618 |
0.7151 |
|
2.618 |
0.7091 |
|
4.250 |
0.6994 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7295 |
0.7291 |
| PP |
0.7286 |
0.7277 |
| S1 |
0.7277 |
0.7264 |
|