CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7300 |
0.0020 |
0.3% |
0.7381 |
| High |
0.7307 |
0.7343 |
0.0037 |
0.5% |
0.7406 |
| Low |
0.7247 |
0.7267 |
0.0020 |
0.3% |
0.7235 |
| Close |
0.7304 |
0.7323 |
0.0019 |
0.3% |
0.7239 |
| Range |
0.0060 |
0.0076 |
0.0017 |
27.7% |
0.0172 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0000 |
| Volume |
3,790 |
2,030 |
-1,760 |
-46.4% |
10,289 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7507 |
0.7365 |
|
| R3 |
0.7463 |
0.7431 |
0.7344 |
|
| R2 |
0.7387 |
0.7387 |
0.7337 |
|
| R1 |
0.7355 |
0.7355 |
0.7330 |
0.7371 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7319 |
| S1 |
0.7279 |
0.7279 |
0.7316 |
0.7295 |
| S2 |
0.7235 |
0.7235 |
0.7309 |
|
| S3 |
0.7159 |
0.7203 |
0.7302 |
|
| S4 |
0.7083 |
0.7127 |
0.7281 |
|
|
| 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 |
0.7343 |
0.7222 |
0.0122 |
1.7% |
0.0068 |
0.9% |
84% |
True |
False |
2,648 |
| 10 |
0.7419 |
0.7222 |
0.0198 |
2.7% |
0.0064 |
0.9% |
51% |
False |
False |
2,159 |
| 20 |
0.7638 |
0.7222 |
0.0417 |
5.7% |
0.0059 |
0.8% |
24% |
False |
False |
1,254 |
| 40 |
0.7823 |
0.7222 |
0.0601 |
8.2% |
0.0059 |
0.8% |
17% |
False |
False |
721 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.3% |
0.0061 |
0.8% |
15% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7542 |
|
1.618 |
0.7466 |
|
1.000 |
0.7419 |
|
0.618 |
0.7390 |
|
HIGH |
0.7343 |
|
0.618 |
0.7314 |
|
0.500 |
0.7305 |
|
0.382 |
0.7296 |
|
LOW |
0.7267 |
|
0.618 |
0.7220 |
|
1.000 |
0.7191 |
|
1.618 |
0.7144 |
|
2.618 |
0.7068 |
|
4.250 |
0.6944 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7317 |
0.7309 |
| PP |
0.7311 |
0.7296 |
| S1 |
0.7305 |
0.7282 |
|