CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7014 |
0.6993 |
-0.0021 |
-0.3% |
0.7052 |
| High |
0.7029 |
0.7021 |
-0.0008 |
-0.1% |
0.7088 |
| Low |
0.6983 |
0.6989 |
0.0007 |
0.1% |
0.6976 |
| Close |
0.6992 |
0.6993 |
0.0001 |
0.0% |
0.7013 |
| Range |
0.0046 |
0.0032 |
-0.0014 |
-30.4% |
0.0113 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
175,727 |
229,714 |
53,987 |
30.7% |
808,630 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7097 |
0.7077 |
0.7010 |
|
| R3 |
0.7065 |
0.7045 |
0.7001 |
|
| R2 |
0.7033 |
0.7033 |
0.6998 |
|
| R1 |
0.7013 |
0.7013 |
0.6995 |
0.7007 |
| PP |
0.7001 |
0.7001 |
0.7001 |
0.6998 |
| S1 |
0.6981 |
0.6981 |
0.6990 |
0.6975 |
| S2 |
0.6969 |
0.6969 |
0.6987 |
|
| S3 |
0.6937 |
0.6949 |
0.6984 |
|
| S4 |
0.6905 |
0.6917 |
0.6975 |
|
|
| 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 |
0.7046 |
0.6976 |
0.0071 |
1.0% |
0.0040 |
0.6% |
24% |
False |
False |
182,764 |
| 10 |
0.7177 |
0.6976 |
0.0201 |
2.9% |
0.0048 |
0.7% |
8% |
False |
False |
170,338 |
| 20 |
0.7319 |
0.6976 |
0.0343 |
4.9% |
0.0056 |
0.8% |
5% |
False |
False |
142,217 |
| 40 |
0.7619 |
0.6976 |
0.0644 |
9.2% |
0.0057 |
0.8% |
3% |
False |
False |
71,995 |
| 60 |
0.7750 |
0.6976 |
0.0775 |
11.1% |
0.0059 |
0.8% |
2% |
False |
False |
48,065 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.3% |
0.0059 |
0.8% |
2% |
False |
False |
36,073 |
| 100 |
0.7946 |
0.6976 |
0.0970 |
13.9% |
0.0055 |
0.8% |
2% |
False |
False |
28,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7157 |
|
2.618 |
0.7105 |
|
1.618 |
0.7073 |
|
1.000 |
0.7053 |
|
0.618 |
0.7041 |
|
HIGH |
0.7021 |
|
0.618 |
0.7009 |
|
0.500 |
0.7005 |
|
0.382 |
0.7001 |
|
LOW |
0.6989 |
|
0.618 |
0.6969 |
|
1.000 |
0.6957 |
|
1.618 |
0.6937 |
|
2.618 |
0.6905 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7005 |
0.7002 |
| PP |
0.7001 |
0.6999 |
| S1 |
0.6997 |
0.6996 |
|