CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7171 |
0.0022 |
0.3% |
0.7289 |
| High |
0.7181 |
0.7177 |
-0.0004 |
-0.1% |
0.7305 |
| Low |
0.7128 |
0.7121 |
-0.0007 |
-0.1% |
0.7147 |
| Close |
0.7173 |
0.7152 |
-0.0022 |
-0.3% |
0.7153 |
| Range |
0.0053 |
0.0056 |
0.0003 |
4.7% |
0.0159 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
216,672 |
148,444 |
-68,228 |
-31.5% |
824,325 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7316 |
0.7289 |
0.7182 |
|
| R3 |
0.7261 |
0.7234 |
0.7167 |
|
| R2 |
0.7205 |
0.7205 |
0.7162 |
|
| R1 |
0.7178 |
0.7178 |
0.7157 |
0.7164 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7143 |
| S1 |
0.7123 |
0.7123 |
0.7146 |
0.7109 |
| S2 |
0.7094 |
0.7094 |
0.7141 |
|
| S3 |
0.7039 |
0.7067 |
0.7136 |
|
| S4 |
0.6983 |
0.7012 |
0.7121 |
|
|
| 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 |
0.7288 |
0.7121 |
0.0167 |
2.3% |
0.0070 |
1.0% |
18% |
False |
True |
201,919 |
| 10 |
0.7319 |
0.7121 |
0.0198 |
2.8% |
0.0064 |
0.9% |
15% |
False |
True |
128,080 |
| 20 |
0.7366 |
0.7121 |
0.0245 |
3.4% |
0.0063 |
0.9% |
12% |
False |
True |
65,851 |
| 40 |
0.7678 |
0.7121 |
0.0557 |
7.8% |
0.0063 |
0.9% |
5% |
False |
True |
33,189 |
| 60 |
0.7850 |
0.7121 |
0.0729 |
10.2% |
0.0060 |
0.8% |
4% |
False |
True |
22,161 |
| 80 |
0.7904 |
0.7121 |
0.0783 |
10.9% |
0.0058 |
0.8% |
4% |
False |
True |
16,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7412 |
|
2.618 |
0.7322 |
|
1.618 |
0.7266 |
|
1.000 |
0.7232 |
|
0.618 |
0.7211 |
|
HIGH |
0.7177 |
|
0.618 |
0.7155 |
|
0.500 |
0.7149 |
|
0.382 |
0.7142 |
|
LOW |
0.7121 |
|
0.618 |
0.7087 |
|
1.000 |
0.7066 |
|
1.618 |
0.7031 |
|
2.618 |
0.6976 |
|
4.250 |
0.6885 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7151 |
0.7187 |
| PP |
0.7150 |
0.7175 |
| S1 |
0.7149 |
0.7163 |
|