CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7113 |
0.7153 |
0.0040 |
0.6% |
0.7014 |
| High |
0.7156 |
0.7211 |
0.0056 |
0.8% |
0.7118 |
| Low |
0.7069 |
0.7145 |
0.0077 |
1.1% |
0.6983 |
| Close |
0.7154 |
0.7197 |
0.0043 |
0.6% |
0.7114 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0136 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
180,867 |
203,663 |
22,796 |
12.6% |
904,658 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7355 |
0.7233 |
|
| R3 |
0.7316 |
0.7289 |
0.7215 |
|
| R2 |
0.7250 |
0.7250 |
0.7209 |
|
| R1 |
0.7223 |
0.7223 |
0.7203 |
0.7237 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7191 |
| S1 |
0.7157 |
0.7157 |
0.7190 |
0.7171 |
| S2 |
0.7118 |
0.7118 |
0.7184 |
|
| S3 |
0.7052 |
0.7091 |
0.7178 |
|
| S4 |
0.6986 |
0.7025 |
0.7160 |
|
|
| 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 |
0.7211 |
0.6989 |
0.0222 |
3.1% |
0.0069 |
1.0% |
93% |
True |
False |
222,692 |
| 10 |
0.7211 |
0.6976 |
0.0236 |
3.3% |
0.0056 |
0.8% |
94% |
True |
False |
195,045 |
| 20 |
0.7305 |
0.6976 |
0.0330 |
4.6% |
0.0060 |
0.8% |
67% |
False |
False |
181,406 |
| 40 |
0.7585 |
0.6976 |
0.0609 |
8.5% |
0.0061 |
0.8% |
36% |
False |
False |
94,064 |
| 60 |
0.7739 |
0.6976 |
0.0763 |
10.6% |
0.0060 |
0.8% |
29% |
False |
False |
62,780 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
12.9% |
0.0059 |
0.8% |
24% |
False |
False |
47,106 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.9% |
0.0056 |
0.8% |
24% |
False |
False |
37,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7384 |
|
1.618 |
0.7318 |
|
1.000 |
0.7277 |
|
0.618 |
0.7252 |
|
HIGH |
0.7211 |
|
0.618 |
0.7186 |
|
0.500 |
0.7178 |
|
0.382 |
0.7170 |
|
LOW |
0.7145 |
|
0.618 |
0.7104 |
|
1.000 |
0.7079 |
|
1.618 |
0.7038 |
|
2.618 |
0.6972 |
|
4.250 |
0.6865 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7190 |
0.7168 |
| PP |
0.7184 |
0.7139 |
| S1 |
0.7178 |
0.7111 |
|