CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7260 |
-0.0066 |
-0.9% |
0.7234 |
| High |
0.7335 |
0.7300 |
-0.0035 |
-0.5% |
0.7343 |
| Low |
0.7260 |
0.7238 |
-0.0022 |
-0.3% |
0.7222 |
| Close |
0.7266 |
0.7280 |
0.0014 |
0.2% |
0.7266 |
| Range |
0.0075 |
0.0062 |
-0.0014 |
-18.0% |
0.0122 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,489 |
8,254 |
5,765 |
231.6% |
12,180 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7430 |
0.7314 |
|
| R3 |
0.7396 |
0.7369 |
0.7297 |
|
| R2 |
0.7334 |
0.7334 |
0.7291 |
|
| R1 |
0.7307 |
0.7307 |
0.7286 |
0.7321 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7279 |
| S1 |
0.7246 |
0.7246 |
0.7274 |
0.7259 |
| S2 |
0.7211 |
0.7211 |
0.7269 |
|
| S3 |
0.7150 |
0.7184 |
0.7263 |
|
| S4 |
0.7088 |
0.7123 |
0.7246 |
|
|
| 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% |
48% |
False |
False |
4,086 |
| 10 |
0.7406 |
0.7222 |
0.0185 |
2.5% |
0.0063 |
0.9% |
32% |
False |
False |
3,072 |
| 20 |
0.7619 |
0.7222 |
0.0398 |
5.5% |
0.0059 |
0.8% |
15% |
False |
False |
1,773 |
| 40 |
0.7750 |
0.7222 |
0.0529 |
7.3% |
0.0060 |
0.8% |
11% |
False |
False |
989 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0060 |
0.8% |
9% |
False |
False |
692 |
| 80 |
0.7946 |
0.7222 |
0.0724 |
9.9% |
0.0055 |
0.8% |
8% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7461 |
|
1.618 |
0.7399 |
|
1.000 |
0.7361 |
|
0.618 |
0.7338 |
|
HIGH |
0.7300 |
|
0.618 |
0.7276 |
|
0.500 |
0.7269 |
|
0.382 |
0.7261 |
|
LOW |
0.7238 |
|
0.618 |
0.7200 |
|
1.000 |
0.7177 |
|
1.618 |
0.7138 |
|
2.618 |
0.7077 |
|
4.250 |
0.6977 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7276 |
0.7291 |
| PP |
0.7273 |
0.7287 |
| S1 |
0.7269 |
0.7284 |
|