CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7231 |
0.7149 |
-0.0082 |
-1.1% |
0.7289 |
| High |
0.7253 |
0.7181 |
-0.0073 |
-1.0% |
0.7305 |
| Low |
0.7147 |
0.7128 |
-0.0019 |
-0.3% |
0.7147 |
| Close |
0.7153 |
0.7173 |
0.0020 |
0.3% |
0.7153 |
| Range |
0.0107 |
0.0053 |
-0.0054 |
-50.2% |
0.0159 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
219,994 |
216,672 |
-3,322 |
-1.5% |
824,325 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7319 |
0.7299 |
0.7202 |
|
| R3 |
0.7266 |
0.7246 |
0.7188 |
|
| R2 |
0.7213 |
0.7213 |
0.7183 |
|
| R1 |
0.7193 |
0.7193 |
0.7178 |
0.7203 |
| PP |
0.7160 |
0.7160 |
0.7160 |
0.7165 |
| S1 |
0.7140 |
0.7140 |
0.7168 |
0.7150 |
| S2 |
0.7107 |
0.7107 |
0.7163 |
|
| S3 |
0.7054 |
0.7087 |
0.7158 |
|
| S4 |
0.7001 |
0.7034 |
0.7144 |
|
|
| 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 |
0.7128 |
0.0178 |
2.5% |
0.0072 |
1.0% |
26% |
False |
True |
192,955 |
| 10 |
0.7319 |
0.7128 |
0.0191 |
2.7% |
0.0063 |
0.9% |
24% |
False |
True |
114,095 |
| 20 |
0.7406 |
0.7128 |
0.0279 |
3.9% |
0.0063 |
0.9% |
16% |
False |
True |
58,583 |
| 40 |
0.7678 |
0.7128 |
0.0550 |
7.7% |
0.0063 |
0.9% |
8% |
False |
True |
29,479 |
| 60 |
0.7850 |
0.7128 |
0.0723 |
10.1% |
0.0060 |
0.8% |
6% |
False |
True |
19,687 |
| 80 |
0.7904 |
0.7128 |
0.0777 |
10.8% |
0.0057 |
0.8% |
6% |
False |
True |
14,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7406 |
|
2.618 |
0.7319 |
|
1.618 |
0.7266 |
|
1.000 |
0.7234 |
|
0.618 |
0.7213 |
|
HIGH |
0.7181 |
|
0.618 |
0.7160 |
|
0.500 |
0.7154 |
|
0.382 |
0.7148 |
|
LOW |
0.7128 |
|
0.618 |
0.7095 |
|
1.000 |
0.7075 |
|
1.618 |
0.7042 |
|
2.618 |
0.6989 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7167 |
0.7190 |
| PP |
0.7160 |
0.7185 |
| S1 |
0.7154 |
0.7179 |
|