CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7032 |
0.7011 |
-0.0022 |
-0.3% |
0.7149 |
| High |
0.7046 |
0.7023 |
-0.0023 |
-0.3% |
0.7181 |
| Low |
0.7003 |
0.6986 |
-0.0017 |
-0.2% |
0.7042 |
| Close |
0.7018 |
0.6986 |
-0.0032 |
-0.5% |
0.7046 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.8% |
0.0139 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
159,858 |
184,365 |
24,507 |
15.3% |
705,990 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7111 |
0.7086 |
0.7007 |
|
| R3 |
0.7073 |
0.7048 |
0.6996 |
|
| R2 |
0.7036 |
0.7036 |
0.6993 |
|
| R1 |
0.7011 |
0.7011 |
0.6989 |
0.7005 |
| PP |
0.6998 |
0.6998 |
0.6998 |
0.6995 |
| S1 |
0.6973 |
0.6973 |
0.6983 |
0.6967 |
| S2 |
0.6961 |
0.6961 |
0.6979 |
|
| S3 |
0.6923 |
0.6936 |
0.6976 |
|
| S4 |
0.6886 |
0.6898 |
0.6965 |
|
|
| 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 |
0.7102 |
0.6986 |
0.0116 |
1.7% |
0.0045 |
0.6% |
0% |
False |
True |
167,292 |
| 10 |
0.7253 |
0.6986 |
0.0268 |
3.8% |
0.0060 |
0.9% |
0% |
False |
True |
182,298 |
| 20 |
0.7343 |
0.6986 |
0.0358 |
5.1% |
0.0060 |
0.9% |
0% |
False |
True |
114,375 |
| 40 |
0.7638 |
0.6986 |
0.0653 |
9.3% |
0.0060 |
0.9% |
0% |
False |
True |
57,771 |
| 60 |
0.7842 |
0.6986 |
0.0856 |
12.3% |
0.0059 |
0.8% |
0% |
False |
True |
38,573 |
| 80 |
0.7904 |
0.6986 |
0.0919 |
13.1% |
0.0060 |
0.9% |
0% |
False |
True |
28,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7182 |
|
2.618 |
0.7121 |
|
1.618 |
0.7084 |
|
1.000 |
0.7061 |
|
0.618 |
0.7046 |
|
HIGH |
0.7023 |
|
0.618 |
0.7009 |
|
0.500 |
0.7004 |
|
0.382 |
0.7000 |
|
LOW |
0.6986 |
|
0.618 |
0.6962 |
|
1.000 |
0.6948 |
|
1.618 |
0.6925 |
|
2.618 |
0.6887 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7004 |
0.7028 |
| PP |
0.6998 |
0.7014 |
| S1 |
0.6992 |
0.7000 |
|