CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7282 |
0.7282 |
0.0000 |
0.0% |
0.7234 |
| High |
0.7307 |
0.7309 |
0.0003 |
0.0% |
0.7343 |
| Low |
0.7260 |
0.7247 |
-0.0014 |
-0.2% |
0.7222 |
| Close |
0.7278 |
0.7253 |
-0.0026 |
-0.4% |
0.7266 |
| Range |
0.0047 |
0.0063 |
0.0016 |
34.4% |
0.0122 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
8,597 |
27,712 |
19,115 |
222.3% |
12,180 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7417 |
0.7287 |
|
| R3 |
0.7394 |
0.7355 |
0.7270 |
|
| R2 |
0.7332 |
0.7332 |
0.7264 |
|
| R1 |
0.7292 |
0.7292 |
0.7258 |
0.7281 |
| PP |
0.7269 |
0.7269 |
0.7269 |
0.7264 |
| S1 |
0.7230 |
0.7230 |
0.7247 |
0.7218 |
| S2 |
0.7207 |
0.7207 |
0.7241 |
|
| S3 |
0.7144 |
0.7167 |
0.7235 |
|
| S4 |
0.7082 |
0.7105 |
0.7218 |
|
|
| 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 |
0.7238 |
0.0105 |
1.4% |
0.0064 |
0.9% |
14% |
False |
False |
9,816 |
| 10 |
0.7366 |
0.7222 |
0.0144 |
2.0% |
0.0065 |
0.9% |
22% |
False |
False |
6,271 |
| 20 |
0.7619 |
0.7222 |
0.0398 |
5.5% |
0.0061 |
0.8% |
8% |
False |
False |
3,565 |
| 40 |
0.7744 |
0.7222 |
0.0522 |
7.2% |
0.0059 |
0.8% |
6% |
False |
False |
1,890 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0059 |
0.8% |
5% |
False |
False |
1,287 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0054 |
0.8% |
5% |
False |
False |
998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7575 |
|
2.618 |
0.7473 |
|
1.618 |
0.7410 |
|
1.000 |
0.7372 |
|
0.618 |
0.7348 |
|
HIGH |
0.7309 |
|
0.618 |
0.7285 |
|
0.500 |
0.7278 |
|
0.382 |
0.7270 |
|
LOW |
0.7247 |
|
0.618 |
0.7208 |
|
1.000 |
0.7184 |
|
1.618 |
0.7145 |
|
2.618 |
0.7083 |
|
4.250 |
0.6981 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7278 |
0.7274 |
| PP |
0.7269 |
0.7267 |
| S1 |
0.7261 |
0.7260 |
|