CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7019 |
0.7113 |
0.0094 |
1.3% |
0.7014 |
| High |
0.7118 |
0.7156 |
0.0038 |
0.5% |
0.7118 |
| Low |
0.7011 |
0.7069 |
0.0058 |
0.8% |
0.6983 |
| Close |
0.7114 |
0.7154 |
0.0040 |
0.6% |
0.7114 |
| Range |
0.0108 |
0.0087 |
-0.0021 |
-19.1% |
0.0136 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0000 |
| Volume |
254,241 |
180,867 |
-73,374 |
-28.9% |
904,658 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7387 |
0.7357 |
0.7201 |
|
| R3 |
0.7300 |
0.7270 |
0.7177 |
|
| R2 |
0.7213 |
0.7213 |
0.7169 |
|
| R1 |
0.7183 |
0.7183 |
0.7161 |
0.7198 |
| PP |
0.7126 |
0.7126 |
0.7126 |
0.7133 |
| S1 |
0.7096 |
0.7096 |
0.7146 |
0.7111 |
| S2 |
0.7039 |
0.7039 |
0.7138 |
|
| S3 |
0.6952 |
0.7009 |
0.7130 |
|
| S4 |
0.6865 |
0.6922 |
0.7106 |
|
|
| 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 |
0.7156 |
0.6983 |
0.0173 |
2.4% |
0.0065 |
0.9% |
99% |
True |
False |
217,105 |
| 10 |
0.7156 |
0.6976 |
0.0180 |
2.5% |
0.0053 |
0.7% |
99% |
True |
False |
189,415 |
| 20 |
0.7319 |
0.6976 |
0.0343 |
4.8% |
0.0059 |
0.8% |
52% |
False |
False |
173,574 |
| 40 |
0.7619 |
0.6976 |
0.0644 |
9.0% |
0.0060 |
0.8% |
28% |
False |
False |
88,977 |
| 60 |
0.7744 |
0.6976 |
0.0768 |
10.7% |
0.0060 |
0.8% |
23% |
False |
False |
59,388 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
13.0% |
0.0060 |
0.8% |
19% |
False |
False |
44,563 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.0% |
0.0055 |
0.8% |
19% |
False |
False |
35,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7383 |
|
1.618 |
0.7296 |
|
1.000 |
0.7243 |
|
0.618 |
0.7209 |
|
HIGH |
0.7156 |
|
0.618 |
0.7122 |
|
0.500 |
0.7112 |
|
0.382 |
0.7102 |
|
LOW |
0.7069 |
|
0.618 |
0.7015 |
|
1.000 |
0.6982 |
|
1.618 |
0.6928 |
|
2.618 |
0.6841 |
|
4.250 |
0.6699 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7127 |
| PP |
0.7126 |
0.7100 |
| S1 |
0.7112 |
0.7073 |
|