CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7247 |
0.0009 |
0.1% |
0.7260 |
| High |
0.7288 |
0.7248 |
-0.0040 |
-0.5% |
0.7319 |
| Low |
0.7236 |
0.7168 |
-0.0068 |
-0.9% |
0.7238 |
| Close |
0.7265 |
0.7229 |
-0.0036 |
-0.5% |
0.7286 |
| Range |
0.0052 |
0.0081 |
0.0029 |
54.8% |
0.0081 |
| ATR |
0.0061 |
0.0063 |
0.0003 |
4.3% |
0.0000 |
| Volume |
171,962 |
252,526 |
80,564 |
46.8% |
108,212 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7423 |
0.7273 |
|
| R3 |
0.7376 |
0.7342 |
0.7251 |
|
| R2 |
0.7295 |
0.7295 |
0.7243 |
|
| R1 |
0.7262 |
0.7262 |
0.7236 |
0.7238 |
| PP |
0.7215 |
0.7215 |
0.7215 |
0.7203 |
| S1 |
0.7181 |
0.7181 |
0.7221 |
0.7158 |
| S2 |
0.7134 |
0.7134 |
0.7214 |
|
| S3 |
0.7054 |
0.7101 |
0.7206 |
|
| S4 |
0.6973 |
0.7020 |
0.7184 |
|
|
| 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 |
0.7168 |
0.0151 |
2.1% |
0.0058 |
0.8% |
40% |
False |
True |
130,268 |
| 10 |
0.7335 |
0.7168 |
0.0167 |
2.3% |
0.0061 |
0.8% |
37% |
False |
True |
71,503 |
| 20 |
0.7419 |
0.7168 |
0.0252 |
3.5% |
0.0062 |
0.9% |
24% |
False |
True |
36,831 |
| 40 |
0.7678 |
0.7168 |
0.0510 |
7.1% |
0.0061 |
0.8% |
12% |
False |
True |
18,571 |
| 60 |
0.7904 |
0.7168 |
0.0737 |
10.2% |
0.0059 |
0.8% |
8% |
False |
True |
12,411 |
| 80 |
0.7904 |
0.7168 |
0.0737 |
10.2% |
0.0057 |
0.8% |
8% |
False |
True |
9,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7459 |
|
1.618 |
0.7378 |
|
1.000 |
0.7329 |
|
0.618 |
0.7298 |
|
HIGH |
0.7248 |
|
0.618 |
0.7217 |
|
0.500 |
0.7208 |
|
0.382 |
0.7198 |
|
LOW |
0.7168 |
|
0.618 |
0.7118 |
|
1.000 |
0.7087 |
|
1.618 |
0.7037 |
|
2.618 |
0.6957 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7222 |
0.7236 |
| PP |
0.7215 |
0.7234 |
| S1 |
0.7208 |
0.7231 |
|