CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7250 |
0.7312 |
0.0062 |
0.8% |
0.7260 |
| High |
0.7318 |
0.7319 |
0.0001 |
0.0% |
0.7319 |
| Low |
0.7244 |
0.7268 |
0.0024 |
0.3% |
0.7238 |
| Close |
0.7312 |
0.7286 |
-0.0026 |
-0.4% |
0.7286 |
| Range |
0.0074 |
0.0051 |
-0.0023 |
-31.1% |
0.0081 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16,638 |
47,011 |
30,373 |
182.6% |
108,212 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7416 |
0.7314 |
|
| R3 |
0.7393 |
0.7365 |
0.7300 |
|
| R2 |
0.7342 |
0.7342 |
0.7295 |
|
| R1 |
0.7314 |
0.7314 |
0.7290 |
0.7302 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7285 |
| S1 |
0.7263 |
0.7263 |
0.7281 |
0.7251 |
| S2 |
0.7240 |
0.7240 |
0.7276 |
|
| S3 |
0.7189 |
0.7212 |
0.7271 |
|
| S4 |
0.7138 |
0.7161 |
0.7257 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7484 |
0.7330 |
|
| R3 |
0.7442 |
0.7404 |
0.7308 |
|
| R2 |
0.7361 |
0.7361 |
0.7300 |
|
| R1 |
0.7323 |
0.7323 |
0.7293 |
0.7342 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7290 |
| S1 |
0.7243 |
0.7243 |
0.7278 |
0.7262 |
| S2 |
0.7200 |
0.7200 |
0.7271 |
|
| S3 |
0.7120 |
0.7162 |
0.7263 |
|
| S4 |
0.7039 |
0.7082 |
0.7241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7319 |
0.7238 |
0.0081 |
1.1% |
0.0059 |
0.8% |
59% |
True |
False |
21,642 |
| 10 |
0.7343 |
0.7222 |
0.0122 |
1.7% |
0.0064 |
0.9% |
53% |
False |
False |
12,181 |
| 20 |
0.7585 |
0.7222 |
0.0363 |
5.0% |
0.0062 |
0.8% |
18% |
False |
False |
6,721 |
| 40 |
0.7739 |
0.7222 |
0.0517 |
7.1% |
0.0060 |
0.8% |
12% |
False |
False |
3,467 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0059 |
0.8% |
9% |
False |
False |
2,340 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0055 |
0.8% |
9% |
False |
False |
1,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7535 |
|
2.618 |
0.7452 |
|
1.618 |
0.7401 |
|
1.000 |
0.7370 |
|
0.618 |
0.7350 |
|
HIGH |
0.7319 |
|
0.618 |
0.7299 |
|
0.500 |
0.7293 |
|
0.382 |
0.7287 |
|
LOW |
0.7268 |
|
0.618 |
0.7236 |
|
1.000 |
0.7217 |
|
1.618 |
0.7185 |
|
2.618 |
0.7134 |
|
4.250 |
0.7051 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7293 |
0.7284 |
| PP |
0.7291 |
0.7283 |
| S1 |
0.7288 |
0.7281 |
|