CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7247 |
0.7231 |
-0.0016 |
-0.2% |
0.7289 |
| High |
0.7248 |
0.7253 |
0.0005 |
0.1% |
0.7305 |
| Low |
0.7168 |
0.7147 |
-0.0021 |
-0.3% |
0.7147 |
| Close |
0.7229 |
0.7153 |
-0.0076 |
-1.0% |
0.7153 |
| Range |
0.0081 |
0.0107 |
0.0026 |
32.3% |
0.0159 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.9% |
0.0000 |
| Volume |
252,526 |
219,994 |
-32,532 |
-12.9% |
824,325 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7435 |
0.7212 |
|
| R3 |
0.7397 |
0.7328 |
0.7182 |
|
| R2 |
0.7291 |
0.7291 |
0.7173 |
|
| R1 |
0.7222 |
0.7222 |
0.7163 |
0.7203 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7175 |
| S1 |
0.7115 |
0.7115 |
0.7143 |
0.7097 |
| S2 |
0.7078 |
0.7078 |
0.7133 |
|
| S3 |
0.6971 |
0.7009 |
0.7124 |
|
| S4 |
0.6865 |
0.6902 |
0.7094 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7574 |
0.7240 |
|
| R3 |
0.7519 |
0.7415 |
0.7197 |
|
| R2 |
0.7360 |
0.7360 |
0.7182 |
|
| R1 |
0.7257 |
0.7257 |
0.7168 |
0.7229 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7188 |
| S1 |
0.7098 |
0.7098 |
0.7138 |
0.7071 |
| S2 |
0.7043 |
0.7043 |
0.7124 |
|
| S3 |
0.6885 |
0.6940 |
0.7109 |
|
| S4 |
0.6726 |
0.6781 |
0.7066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7305 |
0.7147 |
0.0159 |
2.2% |
0.0069 |
1.0% |
4% |
False |
True |
164,865 |
| 10 |
0.7319 |
0.7147 |
0.0172 |
2.4% |
0.0064 |
0.9% |
4% |
False |
True |
93,253 |
| 20 |
0.7412 |
0.7147 |
0.0265 |
3.7% |
0.0064 |
0.9% |
2% |
False |
True |
47,792 |
| 40 |
0.7678 |
0.7147 |
0.0531 |
7.4% |
0.0063 |
0.9% |
1% |
False |
True |
24,069 |
| 60 |
0.7904 |
0.7147 |
0.0758 |
10.6% |
0.0060 |
0.8% |
1% |
False |
True |
16,077 |
| 80 |
0.7904 |
0.7147 |
0.0758 |
10.6% |
0.0058 |
0.8% |
1% |
False |
True |
12,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7532 |
|
1.618 |
0.7425 |
|
1.000 |
0.7360 |
|
0.618 |
0.7319 |
|
HIGH |
0.7253 |
|
0.618 |
0.7212 |
|
0.500 |
0.7200 |
|
0.382 |
0.7187 |
|
LOW |
0.7147 |
|
0.618 |
0.7081 |
|
1.000 |
0.7040 |
|
1.618 |
0.6974 |
|
2.618 |
0.6868 |
|
4.250 |
0.6694 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7200 |
0.7217 |
| PP |
0.7184 |
0.7196 |
| S1 |
0.7169 |
0.7174 |
|