CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7289 |
-0.0023 |
-0.3% |
0.7260 |
| High |
0.7319 |
0.7302 |
-0.0017 |
-0.2% |
0.7319 |
| Low |
0.7268 |
0.7265 |
-0.0003 |
0.0% |
0.7238 |
| Close |
0.7286 |
0.7273 |
-0.0013 |
-0.2% |
0.7286 |
| Range |
0.0051 |
0.0037 |
-0.0015 |
-28.4% |
0.0081 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
47,011 |
76,220 |
29,209 |
62.1% |
108,212 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7368 |
0.7293 |
|
| R3 |
0.7353 |
0.7331 |
0.7283 |
|
| R2 |
0.7316 |
0.7316 |
0.7280 |
|
| R1 |
0.7295 |
0.7295 |
0.7276 |
0.7287 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7276 |
| S1 |
0.7258 |
0.7258 |
0.7270 |
0.7251 |
| S2 |
0.7243 |
0.7243 |
0.7266 |
|
| S3 |
0.7207 |
0.7222 |
0.7263 |
|
| S4 |
0.7170 |
0.7185 |
0.7253 |
|
|
| 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 |
0.7244 |
0.0075 |
1.0% |
0.0054 |
0.7% |
39% |
False |
False |
35,235 |
| 10 |
0.7343 |
0.7222 |
0.0122 |
1.7% |
0.0061 |
0.8% |
42% |
False |
False |
19,661 |
| 20 |
0.7512 |
0.7222 |
0.0290 |
4.0% |
0.0060 |
0.8% |
18% |
False |
False |
10,519 |
| 40 |
0.7678 |
0.7222 |
0.0456 |
6.3% |
0.0058 |
0.8% |
11% |
False |
False |
5,371 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0058 |
0.8% |
8% |
False |
False |
3,610 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0055 |
0.8% |
8% |
False |
False |
2,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7457 |
|
2.618 |
0.7397 |
|
1.618 |
0.7361 |
|
1.000 |
0.7338 |
|
0.618 |
0.7324 |
|
HIGH |
0.7302 |
|
0.618 |
0.7288 |
|
0.500 |
0.7283 |
|
0.382 |
0.7279 |
|
LOW |
0.7265 |
|
0.618 |
0.7242 |
|
1.000 |
0.7229 |
|
1.618 |
0.7206 |
|
2.618 |
0.7169 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7281 |
| PP |
0.7280 |
0.7278 |
| S1 |
0.7276 |
0.7276 |
|