CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6995 |
0.7019 |
0.0024 |
0.3% |
0.7014 |
| High |
0.7044 |
0.7118 |
0.0074 |
1.1% |
0.7118 |
| Low |
0.6990 |
0.7011 |
0.0021 |
0.3% |
0.6983 |
| Close |
0.7015 |
0.7114 |
0.0099 |
1.4% |
0.7114 |
| Range |
0.0054 |
0.0108 |
0.0054 |
99.1% |
0.0136 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
6.8% |
0.0000 |
| Volume |
244,976 |
254,241 |
9,265 |
3.8% |
904,658 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7366 |
0.7173 |
|
| R3 |
0.7296 |
0.7258 |
0.7143 |
|
| R2 |
0.7188 |
0.7188 |
0.7133 |
|
| R1 |
0.7151 |
0.7151 |
0.7123 |
0.7170 |
| PP |
0.7081 |
0.7081 |
0.7081 |
0.7090 |
| S1 |
0.7043 |
0.7043 |
0.7104 |
0.7062 |
| S2 |
0.6973 |
0.6973 |
0.7094 |
|
| S3 |
0.6866 |
0.6936 |
0.7084 |
|
| S4 |
0.6758 |
0.6828 |
0.7054 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7431 |
0.7188 |
|
| R3 |
0.7342 |
0.7296 |
0.7151 |
|
| R2 |
0.7207 |
0.7207 |
0.7138 |
|
| R1 |
0.7160 |
0.7160 |
0.7126 |
0.7184 |
| PP |
0.7071 |
0.7071 |
0.7071 |
0.7083 |
| S1 |
0.7025 |
0.7025 |
0.7101 |
0.7048 |
| S2 |
0.6936 |
0.6936 |
0.7089 |
|
| S3 |
0.6800 |
0.6889 |
0.7076 |
|
| S4 |
0.6665 |
0.6754 |
0.7039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7118 |
0.6976 |
0.0143 |
2.0% |
0.0056 |
0.8% |
97% |
True |
False |
213,763 |
| 10 |
0.7118 |
0.6976 |
0.0143 |
2.0% |
0.0051 |
0.7% |
97% |
True |
False |
190,527 |
| 20 |
0.7319 |
0.6976 |
0.0343 |
4.8% |
0.0058 |
0.8% |
40% |
False |
False |
165,362 |
| 40 |
0.7619 |
0.6976 |
0.0644 |
9.0% |
0.0060 |
0.8% |
21% |
False |
False |
84,464 |
| 60 |
0.7744 |
0.6976 |
0.0768 |
10.8% |
0.0059 |
0.8% |
18% |
False |
False |
56,381 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0059 |
0.8% |
15% |
False |
False |
42,306 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0055 |
0.8% |
15% |
False |
False |
33,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7575 |
|
2.618 |
0.7399 |
|
1.618 |
0.7292 |
|
1.000 |
0.7226 |
|
0.618 |
0.7184 |
|
HIGH |
0.7118 |
|
0.618 |
0.7077 |
|
0.500 |
0.7064 |
|
0.382 |
0.7052 |
|
LOW |
0.7011 |
|
0.618 |
0.6944 |
|
1.000 |
0.6903 |
|
1.618 |
0.6837 |
|
2.618 |
0.6729 |
|
4.250 |
0.6554 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7097 |
0.7094 |
| PP |
0.7081 |
0.7074 |
| S1 |
0.7064 |
0.7054 |
|