CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7052 |
0.7060 |
0.0008 |
0.1% |
0.7149 |
| High |
0.7088 |
0.7070 |
-0.0019 |
-0.3% |
0.7181 |
| Low |
0.7049 |
0.7026 |
-0.0024 |
-0.3% |
0.7042 |
| Close |
0.7063 |
0.7033 |
-0.0030 |
-0.4% |
0.7046 |
| Range |
0.0039 |
0.0044 |
0.0005 |
12.8% |
0.0139 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
147,363 |
152,887 |
5,524 |
3.7% |
705,990 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7175 |
0.7148 |
0.7057 |
|
| R3 |
0.7131 |
0.7104 |
0.7045 |
|
| R2 |
0.7087 |
0.7087 |
0.7041 |
|
| R1 |
0.7060 |
0.7060 |
0.7037 |
0.7051 |
| PP |
0.7043 |
0.7043 |
0.7043 |
0.7038 |
| S1 |
0.7016 |
0.7016 |
0.7028 |
0.7007 |
| S2 |
0.6999 |
0.6999 |
0.7024 |
|
| S3 |
0.6955 |
0.6972 |
0.7020 |
|
| S4 |
0.6911 |
0.6928 |
0.7008 |
|
|
| 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 |
0.7177 |
0.7026 |
0.0151 |
2.1% |
0.0056 |
0.8% |
5% |
False |
True |
157,913 |
| 10 |
0.7305 |
0.7026 |
0.0280 |
4.0% |
0.0064 |
0.9% |
3% |
False |
True |
175,434 |
| 20 |
0.7343 |
0.7026 |
0.0318 |
4.5% |
0.0063 |
0.9% |
2% |
False |
True |
97,547 |
| 40 |
0.7638 |
0.7026 |
0.0613 |
8.7% |
0.0062 |
0.9% |
1% |
False |
True |
49,179 |
| 60 |
0.7842 |
0.7026 |
0.0816 |
11.6% |
0.0060 |
0.9% |
1% |
False |
True |
32,842 |
| 80 |
0.7904 |
0.7026 |
0.0879 |
12.5% |
0.0059 |
0.8% |
1% |
False |
True |
24,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7257 |
|
2.618 |
0.7185 |
|
1.618 |
0.7141 |
|
1.000 |
0.7114 |
|
0.618 |
0.7097 |
|
HIGH |
0.7070 |
|
0.618 |
0.7053 |
|
0.500 |
0.7048 |
|
0.382 |
0.7042 |
|
LOW |
0.7026 |
|
0.618 |
0.6998 |
|
1.000 |
0.6982 |
|
1.618 |
0.6954 |
|
2.618 |
0.6910 |
|
4.250 |
0.6839 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7048 |
0.7064 |
| PP |
0.7043 |
0.7053 |
| S1 |
0.7038 |
0.7043 |
|