CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7275 |
0.7238 |
-0.0037 |
-0.5% |
0.7260 |
| High |
0.7305 |
0.7288 |
-0.0018 |
-0.2% |
0.7319 |
| Low |
0.7235 |
0.7236 |
0.0001 |
0.0% |
0.7238 |
| Close |
0.7237 |
0.7265 |
0.0028 |
0.4% |
0.7286 |
| Range |
0.0070 |
0.0052 |
-0.0018 |
-25.7% |
0.0081 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
103,623 |
171,962 |
68,339 |
65.9% |
108,212 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7394 |
0.7293 |
|
| R3 |
0.7367 |
0.7342 |
0.7279 |
|
| R2 |
0.7315 |
0.7315 |
0.7274 |
|
| R1 |
0.7290 |
0.7290 |
0.7269 |
0.7302 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7269 |
| S1 |
0.7238 |
0.7238 |
0.7260 |
0.7250 |
| S2 |
0.7211 |
0.7211 |
0.7255 |
|
| S3 |
0.7159 |
0.7186 |
0.7250 |
|
| S4 |
0.7107 |
0.7134 |
0.7236 |
|
|
| 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 |
1.1% |
0.0057 |
0.8% |
35% |
False |
False |
83,090 |
| 10 |
0.7343 |
0.7235 |
0.0108 |
1.5% |
0.0061 |
0.8% |
27% |
False |
False |
46,453 |
| 20 |
0.7477 |
0.7222 |
0.0255 |
3.5% |
0.0062 |
0.9% |
17% |
False |
False |
24,260 |
| 40 |
0.7678 |
0.7222 |
0.0456 |
6.3% |
0.0060 |
0.8% |
9% |
False |
False |
12,260 |
| 60 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0059 |
0.8% |
6% |
False |
False |
8,203 |
| 80 |
0.7904 |
0.7222 |
0.0683 |
9.4% |
0.0056 |
0.8% |
6% |
False |
False |
6,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7424 |
|
1.618 |
0.7372 |
|
1.000 |
0.7340 |
|
0.618 |
0.7320 |
|
HIGH |
0.7288 |
|
0.618 |
0.7268 |
|
0.500 |
0.7262 |
|
0.382 |
0.7255 |
|
LOW |
0.7236 |
|
0.618 |
0.7203 |
|
1.000 |
0.7184 |
|
1.618 |
0.7151 |
|
2.618 |
0.7099 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7264 |
0.7270 |
| PP |
0.7263 |
0.7268 |
| S1 |
0.7262 |
0.7266 |
|