CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7300 |
0.7326 |
0.0027 |
0.4% |
0.7234 |
| High |
0.7343 |
0.7335 |
-0.0009 |
-0.1% |
0.7343 |
| Low |
0.7267 |
0.7260 |
-0.0008 |
-0.1% |
0.7222 |
| Close |
0.7323 |
0.7266 |
-0.0057 |
-0.8% |
0.7266 |
| Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0122 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2,030 |
2,489 |
459 |
22.6% |
12,180 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7464 |
0.7307 |
|
| R3 |
0.7437 |
0.7389 |
0.7287 |
|
| R2 |
0.7362 |
0.7362 |
0.7280 |
|
| R1 |
0.7314 |
0.7314 |
0.7273 |
0.7300 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7280 |
| S1 |
0.7239 |
0.7239 |
0.7259 |
0.7225 |
| S2 |
0.7212 |
0.7212 |
0.7252 |
|
| S3 |
0.7137 |
0.7164 |
0.7245 |
|
| S4 |
0.7062 |
0.7089 |
0.7225 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7641 |
0.7575 |
0.7333 |
|
| R3 |
0.7520 |
0.7454 |
0.7299 |
|
| R2 |
0.7398 |
0.7398 |
0.7288 |
|
| R1 |
0.7332 |
0.7332 |
0.7277 |
0.7365 |
| PP |
0.7277 |
0.7277 |
0.7277 |
0.7293 |
| S1 |
0.7211 |
0.7211 |
0.7255 |
0.7244 |
| S2 |
0.7155 |
0.7155 |
0.7244 |
|
| S3 |
0.7034 |
0.7089 |
0.7233 |
|
| S4 |
0.6912 |
0.6968 |
0.7199 |
|
|
| 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% |
37% |
False |
False |
2,720 |
| 10 |
0.7412 |
0.7222 |
0.0190 |
2.6% |
0.0064 |
0.9% |
23% |
False |
False |
2,330 |
| 20 |
0.7622 |
0.7222 |
0.0401 |
5.5% |
0.0059 |
0.8% |
11% |
False |
False |
1,365 |
| 40 |
0.7781 |
0.7222 |
0.0559 |
7.7% |
0.0060 |
0.8% |
8% |
False |
False |
783 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0062 |
0.9% |
7% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7531 |
|
1.618 |
0.7456 |
|
1.000 |
0.7410 |
|
0.618 |
0.7381 |
|
HIGH |
0.7335 |
|
0.618 |
0.7306 |
|
0.500 |
0.7297 |
|
0.382 |
0.7288 |
|
LOW |
0.7260 |
|
0.618 |
0.7213 |
|
1.000 |
0.7185 |
|
1.618 |
0.7138 |
|
2.618 |
0.7063 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7295 |
| PP |
0.7287 |
0.7285 |
| S1 |
0.7276 |
0.7276 |
|