CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7082 |
0.7052 |
-0.0031 |
-0.4% |
0.7149 |
| High |
0.7102 |
0.7088 |
-0.0014 |
-0.2% |
0.7181 |
| Low |
0.7042 |
0.7049 |
0.0007 |
0.1% |
0.7042 |
| Close |
0.7046 |
0.7063 |
0.0017 |
0.2% |
0.7046 |
| Range |
0.0060 |
0.0039 |
-0.0021 |
-34.5% |
0.0139 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
191,991 |
147,363 |
-44,628 |
-23.2% |
705,990 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7184 |
0.7162 |
0.7084 |
|
| R3 |
0.7145 |
0.7123 |
0.7073 |
|
| R2 |
0.7106 |
0.7106 |
0.7070 |
|
| R1 |
0.7084 |
0.7084 |
0.7066 |
0.7095 |
| PP |
0.7067 |
0.7067 |
0.7067 |
0.7072 |
| S1 |
0.7045 |
0.7045 |
0.7059 |
0.7056 |
| S2 |
0.7028 |
0.7028 |
0.7055 |
|
| S3 |
0.6989 |
0.7006 |
0.7052 |
|
| S4 |
0.6950 |
0.6967 |
0.7041 |
|
|
| 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 |
0.7181 |
0.7042 |
0.0139 |
2.0% |
0.0058 |
0.8% |
15% |
False |
False |
170,670 |
| 10 |
0.7305 |
0.7042 |
0.0263 |
3.7% |
0.0063 |
0.9% |
8% |
False |
False |
167,767 |
| 20 |
0.7343 |
0.7042 |
0.0301 |
4.3% |
0.0064 |
0.9% |
7% |
False |
False |
89,974 |
| 40 |
0.7644 |
0.7042 |
0.0602 |
8.5% |
0.0065 |
0.9% |
3% |
False |
False |
45,378 |
| 60 |
0.7842 |
0.7042 |
0.0800 |
11.3% |
0.0061 |
0.9% |
3% |
False |
False |
30,295 |
| 80 |
0.7904 |
0.7042 |
0.0862 |
12.2% |
0.0059 |
0.8% |
2% |
False |
False |
22,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7254 |
|
2.618 |
0.7190 |
|
1.618 |
0.7151 |
|
1.000 |
0.7127 |
|
0.618 |
0.7112 |
|
HIGH |
0.7088 |
|
0.618 |
0.7073 |
|
0.500 |
0.7069 |
|
0.382 |
0.7064 |
|
LOW |
0.7049 |
|
0.618 |
0.7025 |
|
1.000 |
0.7010 |
|
1.618 |
0.6986 |
|
2.618 |
0.6947 |
|
4.250 |
0.6883 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7069 |
0.7100 |
| PP |
0.7067 |
0.7087 |
| S1 |
0.7065 |
0.7075 |
|