CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7145 |
0.7082 |
-0.0063 |
-0.9% |
0.7149 |
| High |
0.7157 |
0.7102 |
-0.0056 |
-0.8% |
0.7181 |
| Low |
0.7076 |
0.7042 |
-0.0034 |
-0.5% |
0.7042 |
| Close |
0.7084 |
0.7046 |
-0.0038 |
-0.5% |
0.7046 |
| Range |
0.0082 |
0.0060 |
-0.0022 |
-27.0% |
0.0139 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
148,883 |
191,991 |
43,108 |
29.0% |
705,990 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7203 |
0.7079 |
|
| R3 |
0.7182 |
0.7144 |
0.7062 |
|
| R2 |
0.7123 |
0.7123 |
0.7057 |
|
| R1 |
0.7084 |
0.7084 |
0.7051 |
0.7074 |
| PP |
0.7063 |
0.7063 |
0.7063 |
0.7058 |
| S1 |
0.7025 |
0.7025 |
0.7041 |
0.7014 |
| S2 |
0.7004 |
0.7004 |
0.7035 |
|
| S3 |
0.6944 |
0.6965 |
0.7030 |
|
| S4 |
0.6885 |
0.6906 |
0.7013 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7414 |
0.7122 |
|
| R3 |
0.7367 |
0.7276 |
0.7084 |
|
| R2 |
0.7228 |
0.7228 |
0.7071 |
|
| R1 |
0.7137 |
0.7137 |
0.7059 |
0.7113 |
| PP |
0.7090 |
0.7090 |
0.7090 |
0.7078 |
| S1 |
0.6999 |
0.6999 |
0.7033 |
0.6975 |
| S2 |
0.6951 |
0.6951 |
0.7021 |
|
| S3 |
0.6813 |
0.6860 |
0.7008 |
|
| S4 |
0.6674 |
0.6722 |
0.6970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7253 |
0.7042 |
0.0211 |
3.0% |
0.0071 |
1.0% |
2% |
False |
True |
185,196 |
| 10 |
0.7319 |
0.7042 |
0.0277 |
3.9% |
0.0065 |
0.9% |
1% |
False |
True |
157,732 |
| 20 |
0.7343 |
0.7042 |
0.0301 |
4.3% |
0.0065 |
0.9% |
1% |
False |
True |
82,712 |
| 40 |
0.7657 |
0.7042 |
0.0615 |
8.7% |
0.0065 |
0.9% |
1% |
False |
True |
41,703 |
| 60 |
0.7842 |
0.7042 |
0.0800 |
11.3% |
0.0060 |
0.9% |
1% |
False |
True |
27,840 |
| 80 |
0.7904 |
0.7042 |
0.0862 |
12.2% |
0.0059 |
0.8% |
0% |
False |
True |
20,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7257 |
|
1.618 |
0.7198 |
|
1.000 |
0.7161 |
|
0.618 |
0.7138 |
|
HIGH |
0.7102 |
|
0.618 |
0.7079 |
|
0.500 |
0.7072 |
|
0.382 |
0.7065 |
|
LOW |
0.7042 |
|
0.618 |
0.7005 |
|
1.000 |
0.6983 |
|
1.618 |
0.6946 |
|
2.618 |
0.6886 |
|
4.250 |
0.6789 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7072 |
0.7109 |
| PP |
0.7063 |
0.7088 |
| S1 |
0.7055 |
0.7067 |
|