CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7153 |
0.7201 |
0.0048 |
0.7% |
0.7014 |
| High |
0.7211 |
0.7315 |
0.0104 |
1.4% |
0.7118 |
| Low |
0.7145 |
0.7199 |
0.0054 |
0.8% |
0.6983 |
| Close |
0.7197 |
0.7307 |
0.0110 |
1.5% |
0.7114 |
| Range |
0.0066 |
0.0116 |
0.0050 |
75.0% |
0.0136 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0000 |
| Volume |
203,663 |
269,235 |
65,572 |
32.2% |
904,658 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7579 |
0.7370 |
|
| R3 |
0.7504 |
0.7463 |
0.7338 |
|
| R2 |
0.7389 |
0.7389 |
0.7328 |
|
| R1 |
0.7348 |
0.7348 |
0.7317 |
0.7368 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7284 |
| S1 |
0.7232 |
0.7232 |
0.7296 |
0.7253 |
| S2 |
0.7158 |
0.7158 |
0.7285 |
|
| S3 |
0.7042 |
0.7117 |
0.7275 |
|
| S4 |
0.6927 |
0.7001 |
0.7243 |
|
|
| 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 |
0.7315 |
0.6990 |
0.0325 |
4.4% |
0.0086 |
1.2% |
98% |
True |
False |
230,596 |
| 10 |
0.7315 |
0.6976 |
0.0339 |
4.6% |
0.0063 |
0.9% |
98% |
True |
False |
206,680 |
| 20 |
0.7315 |
0.6976 |
0.0339 |
4.6% |
0.0064 |
0.9% |
98% |
True |
False |
191,057 |
| 40 |
0.7512 |
0.6976 |
0.0536 |
7.3% |
0.0062 |
0.8% |
62% |
False |
False |
100,788 |
| 60 |
0.7678 |
0.6976 |
0.0702 |
9.6% |
0.0060 |
0.8% |
47% |
False |
False |
67,266 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0059 |
0.8% |
36% |
False |
False |
50,471 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0057 |
0.8% |
36% |
False |
False |
40,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7805 |
|
2.618 |
0.7617 |
|
1.618 |
0.7501 |
|
1.000 |
0.7430 |
|
0.618 |
0.7386 |
|
HIGH |
0.7315 |
|
0.618 |
0.7270 |
|
0.500 |
0.7257 |
|
0.382 |
0.7243 |
|
LOW |
0.7199 |
|
0.618 |
0.7128 |
|
1.000 |
0.7084 |
|
1.618 |
0.7012 |
|
2.618 |
0.6897 |
|
4.250 |
0.6708 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7290 |
0.7268 |
| PP |
0.7273 |
0.7230 |
| S1 |
0.7257 |
0.7192 |
|