CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7171 |
0.7145 |
-0.0026 |
-0.4% |
0.7289 |
| High |
0.7177 |
0.7157 |
-0.0020 |
-0.3% |
0.7305 |
| Low |
0.7121 |
0.7076 |
-0.0046 |
-0.6% |
0.7147 |
| Close |
0.7152 |
0.7084 |
-0.0068 |
-0.9% |
0.7153 |
| Range |
0.0056 |
0.0082 |
0.0026 |
46.8% |
0.0159 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.9% |
0.0000 |
| Volume |
148,444 |
148,883 |
439 |
0.3% |
824,325 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7350 |
0.7299 |
0.7129 |
|
| R3 |
0.7269 |
0.7217 |
0.7106 |
|
| R2 |
0.7187 |
0.7187 |
0.7099 |
|
| R1 |
0.7136 |
0.7136 |
0.7091 |
0.7121 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7098 |
| S1 |
0.7054 |
0.7054 |
0.7077 |
0.7039 |
| S2 |
0.7024 |
0.7024 |
0.7069 |
|
| S3 |
0.6943 |
0.6973 |
0.7062 |
|
| S4 |
0.6861 |
0.6891 |
0.7039 |
|
|
| 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 |
0.7253 |
0.7076 |
0.0178 |
2.5% |
0.0075 |
1.1% |
5% |
False |
True |
197,303 |
| 10 |
0.7319 |
0.7076 |
0.0243 |
3.4% |
0.0066 |
0.9% |
3% |
False |
True |
140,197 |
| 20 |
0.7366 |
0.7076 |
0.0290 |
4.1% |
0.0065 |
0.9% |
3% |
False |
True |
73,234 |
| 40 |
0.7678 |
0.7076 |
0.0602 |
8.5% |
0.0064 |
0.9% |
1% |
False |
True |
36,906 |
| 60 |
0.7842 |
0.7076 |
0.0766 |
10.8% |
0.0060 |
0.9% |
1% |
False |
True |
24,642 |
| 80 |
0.7904 |
0.7076 |
0.0829 |
11.7% |
0.0059 |
0.8% |
1% |
False |
True |
18,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7503 |
|
2.618 |
0.7370 |
|
1.618 |
0.7289 |
|
1.000 |
0.7239 |
|
0.618 |
0.7207 |
|
HIGH |
0.7157 |
|
0.618 |
0.7126 |
|
0.500 |
0.7116 |
|
0.382 |
0.7107 |
|
LOW |
0.7076 |
|
0.618 |
0.7025 |
|
1.000 |
0.6994 |
|
1.618 |
0.6944 |
|
2.618 |
0.6862 |
|
4.250 |
0.6729 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7116 |
0.7128 |
| PP |
0.7106 |
0.7113 |
| S1 |
0.7095 |
0.7099 |
|