CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6991 |
0.7014 |
0.0023 |
0.3% |
0.7052 |
| High |
0.7018 |
0.7029 |
0.0011 |
0.2% |
0.7088 |
| Low |
0.6976 |
0.6983 |
0.0007 |
0.1% |
0.6976 |
| Close |
0.7013 |
0.6992 |
-0.0021 |
-0.3% |
0.7013 |
| Range |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0113 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
164,157 |
175,727 |
11,570 |
7.0% |
808,630 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7139 |
0.7112 |
0.7017 |
|
| R3 |
0.7093 |
0.7066 |
0.7005 |
|
| R2 |
0.7047 |
0.7047 |
0.7000 |
|
| R1 |
0.7020 |
0.7020 |
0.6996 |
0.7010 |
| PP |
0.7001 |
0.7001 |
0.7001 |
0.6996 |
| S1 |
0.6974 |
0.6974 |
0.6988 |
0.6964 |
| S2 |
0.6955 |
0.6955 |
0.6984 |
|
| S3 |
0.6909 |
0.6928 |
0.6979 |
|
| S4 |
0.6863 |
0.6882 |
0.6967 |
|
|
| 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 |
0.7070 |
0.6976 |
0.0094 |
1.3% |
0.0043 |
0.6% |
18% |
False |
False |
167,398 |
| 10 |
0.7181 |
0.6976 |
0.0205 |
2.9% |
0.0050 |
0.7% |
8% |
False |
False |
169,034 |
| 20 |
0.7319 |
0.6976 |
0.0343 |
4.9% |
0.0057 |
0.8% |
5% |
False |
False |
131,144 |
| 40 |
0.7622 |
0.6976 |
0.0647 |
9.2% |
0.0058 |
0.8% |
3% |
False |
False |
66,254 |
| 60 |
0.7781 |
0.6976 |
0.0805 |
11.5% |
0.0059 |
0.8% |
2% |
False |
False |
44,236 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.3% |
0.0061 |
0.9% |
2% |
False |
False |
33,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7224 |
|
2.618 |
0.7149 |
|
1.618 |
0.7103 |
|
1.000 |
0.7075 |
|
0.618 |
0.7057 |
|
HIGH |
0.7029 |
|
0.618 |
0.7011 |
|
0.500 |
0.7006 |
|
0.382 |
0.7000 |
|
LOW |
0.6983 |
|
0.618 |
0.6954 |
|
1.000 |
0.6937 |
|
1.618 |
0.6908 |
|
2.618 |
0.6862 |
|
4.250 |
0.6787 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7006 |
0.7002 |
| PP |
0.7001 |
0.6999 |
| S1 |
0.6997 |
0.6995 |
|