CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7011 |
0.6991 |
-0.0020 |
-0.3% |
0.7052 |
| High |
0.7023 |
0.7018 |
-0.0006 |
-0.1% |
0.7088 |
| Low |
0.6986 |
0.6976 |
-0.0010 |
-0.1% |
0.6976 |
| Close |
0.6986 |
0.7013 |
0.0027 |
0.4% |
0.7013 |
| Range |
0.0038 |
0.0042 |
0.0005 |
12.0% |
0.0113 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
184,365 |
164,157 |
-20,208 |
-11.0% |
808,630 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7128 |
0.7112 |
0.7036 |
|
| R3 |
0.7086 |
0.7070 |
0.7024 |
|
| R2 |
0.7044 |
0.7044 |
0.7020 |
|
| R1 |
0.7028 |
0.7028 |
0.7016 |
0.7036 |
| PP |
0.7002 |
0.7002 |
0.7002 |
0.7006 |
| S1 |
0.6986 |
0.6986 |
0.7009 |
0.6994 |
| S2 |
0.6960 |
0.6960 |
0.7005 |
|
| S3 |
0.6918 |
0.6944 |
0.7001 |
|
| S4 |
0.6876 |
0.6902 |
0.6989 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7300 |
0.7074 |
|
| R3 |
0.7250 |
0.7188 |
0.7043 |
|
| R2 |
0.7138 |
0.7138 |
0.7033 |
|
| R1 |
0.7075 |
0.7075 |
0.7023 |
0.7050 |
| PP |
0.7025 |
0.7025 |
0.7025 |
0.7013 |
| S1 |
0.6963 |
0.6963 |
0.7002 |
0.6938 |
| S2 |
0.6913 |
0.6913 |
0.6992 |
|
| S3 |
0.6800 |
0.6850 |
0.6982 |
|
| S4 |
0.6688 |
0.6738 |
0.6951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7088 |
0.6976 |
0.0113 |
1.6% |
0.0041 |
0.6% |
33% |
False |
True |
161,726 |
| 10 |
0.7253 |
0.6976 |
0.0278 |
4.0% |
0.0056 |
0.8% |
13% |
False |
True |
173,461 |
| 20 |
0.7335 |
0.6976 |
0.0359 |
5.1% |
0.0059 |
0.8% |
10% |
False |
True |
122,482 |
| 40 |
0.7638 |
0.6976 |
0.0663 |
9.4% |
0.0059 |
0.8% |
6% |
False |
True |
61,868 |
| 60 |
0.7823 |
0.6976 |
0.0847 |
12.1% |
0.0059 |
0.8% |
4% |
False |
True |
41,308 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0060 |
0.9% |
4% |
False |
True |
31,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7196 |
|
2.618 |
0.7127 |
|
1.618 |
0.7085 |
|
1.000 |
0.7060 |
|
0.618 |
0.7043 |
|
HIGH |
0.7018 |
|
0.618 |
0.7001 |
|
0.500 |
0.6997 |
|
0.382 |
0.6992 |
|
LOW |
0.6976 |
|
0.618 |
0.6950 |
|
1.000 |
0.6934 |
|
1.618 |
0.6908 |
|
2.618 |
0.6866 |
|
4.250 |
0.6797 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7007 |
0.7012 |
| PP |
0.7002 |
0.7011 |
| S1 |
0.6997 |
0.7011 |
|