CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7289 |
0.7275 |
-0.0014 |
-0.2% |
0.7260 |
| High |
0.7302 |
0.7305 |
0.0004 |
0.0% |
0.7319 |
| Low |
0.7265 |
0.7235 |
-0.0030 |
-0.4% |
0.7238 |
| Close |
0.7273 |
0.7237 |
-0.0037 |
-0.5% |
0.7286 |
| Range |
0.0037 |
0.0070 |
0.0034 |
91.8% |
0.0081 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
76,220 |
103,623 |
27,403 |
36.0% |
108,212 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7423 |
0.7275 |
|
| R3 |
0.7399 |
0.7353 |
0.7256 |
|
| R2 |
0.7329 |
0.7329 |
0.7249 |
|
| R1 |
0.7283 |
0.7283 |
0.7243 |
0.7271 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7253 |
| S1 |
0.7213 |
0.7213 |
0.7230 |
0.7201 |
| S2 |
0.7189 |
0.7189 |
0.7224 |
|
| S3 |
0.7119 |
0.7143 |
0.7217 |
|
| S4 |
0.7049 |
0.7073 |
0.7198 |
|
|
| 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 |
0.7235 |
0.0084 |
1.2% |
0.0059 |
0.8% |
2% |
False |
True |
54,240 |
| 10 |
0.7343 |
0.7235 |
0.0108 |
1.5% |
0.0061 |
0.8% |
1% |
False |
True |
29,636 |
| 20 |
0.7512 |
0.7222 |
0.0290 |
4.0% |
0.0062 |
0.9% |
5% |
False |
False |
15,685 |
| 40 |
0.7678 |
0.7222 |
0.0456 |
6.3% |
0.0059 |
0.8% |
3% |
False |
False |
7,961 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0059 |
0.8% |
2% |
False |
False |
5,337 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0056 |
0.8% |
2% |
False |
False |
4,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7603 |
|
2.618 |
0.7488 |
|
1.618 |
0.7418 |
|
1.000 |
0.7375 |
|
0.618 |
0.7348 |
|
HIGH |
0.7305 |
|
0.618 |
0.7278 |
|
0.500 |
0.7270 |
|
0.382 |
0.7262 |
|
LOW |
0.7235 |
|
0.618 |
0.7192 |
|
1.000 |
0.7165 |
|
1.618 |
0.7122 |
|
2.618 |
0.7052 |
|
4.250 |
0.6938 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7270 |
0.7277 |
| PP |
0.7259 |
0.7263 |
| S1 |
0.7248 |
0.7250 |
|