CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7060 |
0.7032 |
-0.0028 |
-0.4% |
0.7149 |
| High |
0.7070 |
0.7046 |
-0.0024 |
-0.3% |
0.7181 |
| Low |
0.7026 |
0.7003 |
-0.0023 |
-0.3% |
0.7042 |
| Close |
0.7033 |
0.7018 |
-0.0015 |
-0.2% |
0.7046 |
| Range |
0.0044 |
0.0044 |
-0.0001 |
-1.1% |
0.0139 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
152,887 |
159,858 |
6,971 |
4.6% |
705,990 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7153 |
0.7129 |
0.7042 |
|
| R3 |
0.7109 |
0.7085 |
0.7030 |
|
| R2 |
0.7066 |
0.7066 |
0.7026 |
|
| R1 |
0.7042 |
0.7042 |
0.7022 |
0.7032 |
| PP |
0.7022 |
0.7022 |
0.7022 |
0.7017 |
| S1 |
0.6998 |
0.6998 |
0.7014 |
0.6989 |
| S2 |
0.6979 |
0.6979 |
0.7010 |
|
| S3 |
0.6935 |
0.6955 |
0.7006 |
|
| S4 |
0.6892 |
0.6911 |
0.6994 |
|
|
| 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 |
0.7157 |
0.7003 |
0.0155 |
2.2% |
0.0054 |
0.8% |
10% |
False |
True |
160,196 |
| 10 |
0.7288 |
0.7003 |
0.0285 |
4.1% |
0.0062 |
0.9% |
5% |
False |
True |
181,058 |
| 20 |
0.7343 |
0.7003 |
0.0341 |
4.9% |
0.0061 |
0.9% |
5% |
False |
True |
105,347 |
| 40 |
0.7638 |
0.7003 |
0.0636 |
9.1% |
0.0061 |
0.9% |
2% |
False |
True |
53,170 |
| 60 |
0.7842 |
0.7003 |
0.0839 |
12.0% |
0.0060 |
0.9% |
2% |
False |
True |
35,502 |
| 80 |
0.7904 |
0.7003 |
0.0902 |
12.8% |
0.0060 |
0.8% |
2% |
False |
True |
26,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7231 |
|
2.618 |
0.7160 |
|
1.618 |
0.7116 |
|
1.000 |
0.7090 |
|
0.618 |
0.7073 |
|
HIGH |
0.7046 |
|
0.618 |
0.7029 |
|
0.500 |
0.7024 |
|
0.382 |
0.7019 |
|
LOW |
0.7003 |
|
0.618 |
0.6976 |
|
1.000 |
0.6959 |
|
1.618 |
0.6932 |
|
2.618 |
0.6889 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7024 |
0.7045 |
| PP |
0.7022 |
0.7036 |
| S1 |
0.7020 |
0.7027 |
|