CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6993 |
0.6995 |
0.0002 |
0.0% |
0.7052 |
| High |
0.7021 |
0.7044 |
0.0023 |
0.3% |
0.7088 |
| Low |
0.6989 |
0.6990 |
0.0001 |
0.0% |
0.6976 |
| Close |
0.6993 |
0.7015 |
0.0022 |
0.3% |
0.7013 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.8% |
0.0113 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
229,714 |
244,976 |
15,262 |
6.6% |
808,630 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7178 |
0.7150 |
0.7044 |
|
| R3 |
0.7124 |
0.7096 |
0.7029 |
|
| R2 |
0.7070 |
0.7070 |
0.7024 |
|
| R1 |
0.7042 |
0.7042 |
0.7019 |
0.7056 |
| PP |
0.7016 |
0.7016 |
0.7016 |
0.7023 |
| S1 |
0.6988 |
0.6988 |
0.7010 |
0.7002 |
| S2 |
0.6962 |
0.6962 |
0.7005 |
|
| S3 |
0.6908 |
0.6934 |
0.7000 |
|
| S4 |
0.6854 |
0.6880 |
0.6985 |
|
|
| 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 |
0.7044 |
0.6976 |
0.0069 |
1.0% |
0.0042 |
0.6% |
57% |
True |
False |
199,787 |
| 10 |
0.7157 |
0.6976 |
0.0182 |
2.6% |
0.0048 |
0.7% |
21% |
False |
False |
179,992 |
| 20 |
0.7319 |
0.6976 |
0.0343 |
4.9% |
0.0056 |
0.8% |
11% |
False |
False |
154,036 |
| 40 |
0.7619 |
0.6976 |
0.0644 |
9.2% |
0.0058 |
0.8% |
6% |
False |
False |
78,112 |
| 60 |
0.7744 |
0.6976 |
0.0768 |
10.9% |
0.0058 |
0.8% |
5% |
False |
False |
52,145 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0058 |
0.8% |
4% |
False |
False |
39,130 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0054 |
0.8% |
4% |
False |
False |
31,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7274 |
|
2.618 |
0.7185 |
|
1.618 |
0.7131 |
|
1.000 |
0.7098 |
|
0.618 |
0.7077 |
|
HIGH |
0.7044 |
|
0.618 |
0.7023 |
|
0.500 |
0.7017 |
|
0.382 |
0.7011 |
|
LOW |
0.6990 |
|
0.618 |
0.6957 |
|
1.000 |
0.6936 |
|
1.618 |
0.6903 |
|
2.618 |
0.6849 |
|
4.250 |
0.6761 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7017 |
0.7014 |
| PP |
0.7016 |
0.7014 |
| S1 |
0.7015 |
0.7013 |
|