CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7282 |
0.7250 |
-0.0032 |
-0.4% |
0.7234 |
| High |
0.7309 |
0.7318 |
0.0009 |
0.1% |
0.7343 |
| Low |
0.7247 |
0.7244 |
-0.0003 |
0.0% |
0.7222 |
| Close |
0.7253 |
0.7312 |
0.0059 |
0.8% |
0.7266 |
| Range |
0.0063 |
0.0074 |
0.0012 |
18.4% |
0.0122 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.3% |
0.0000 |
| Volume |
27,712 |
16,638 |
-11,074 |
-40.0% |
12,180 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7486 |
0.7352 |
|
| R3 |
0.7439 |
0.7412 |
0.7332 |
|
| R2 |
0.7365 |
0.7365 |
0.7325 |
|
| R1 |
0.7338 |
0.7338 |
0.7318 |
0.7352 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7298 |
| S1 |
0.7264 |
0.7264 |
0.7305 |
0.7278 |
| S2 |
0.7217 |
0.7217 |
0.7298 |
|
| S3 |
0.7143 |
0.7190 |
0.7291 |
|
| S4 |
0.7069 |
0.7116 |
0.7271 |
|
|
| 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 |
0.7335 |
0.7238 |
0.0097 |
1.3% |
0.0064 |
0.9% |
76% |
False |
False |
12,738 |
| 10 |
0.7343 |
0.7222 |
0.0122 |
1.7% |
0.0066 |
0.9% |
74% |
False |
False |
7,693 |
| 20 |
0.7619 |
0.7222 |
0.0398 |
5.4% |
0.0062 |
0.8% |
23% |
False |
False |
4,381 |
| 40 |
0.7744 |
0.7222 |
0.0522 |
7.1% |
0.0060 |
0.8% |
17% |
False |
False |
2,295 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.3% |
0.0060 |
0.8% |
13% |
False |
False |
1,559 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.3% |
0.0055 |
0.7% |
13% |
False |
False |
1,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7511 |
|
1.618 |
0.7437 |
|
1.000 |
0.7392 |
|
0.618 |
0.7363 |
|
HIGH |
0.7318 |
|
0.618 |
0.7289 |
|
0.500 |
0.7281 |
|
0.382 |
0.7272 |
|
LOW |
0.7244 |
|
0.618 |
0.7198 |
|
1.000 |
0.7170 |
|
1.618 |
0.7124 |
|
2.618 |
0.7050 |
|
4.250 |
0.6929 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7301 |
| PP |
0.7291 |
0.7291 |
| S1 |
0.7281 |
0.7281 |
|